Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718279.2321 | 430241.6266 | 288037.6055 | 3438196.2089 | 773387.3735 | 2664808.8355 |
Total P&L (%) | 718.2792 | 430.2416 | 288.0376 | 3438.1962 | 773.3874 | 2664.8088 |
Avg Daily Profit (%) | 0.3979 | 0.2383 | 0.1596 | 0.1977 | 0.1201 | 0.1841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90825 | -61397 | -55849 | -3887640 | -2383976 | -3280686 |
Profit Factor | 2.4107 | 2.4018 | 2.4241 | 1.2289 | 1.1003 | 1.3645 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 47 | 15 | 32 | 47 | 15 | 32 |
Losing Trades | 59 | 38 | 21 | 59 | 38 | 21 |
Profitability (%) | 44.3396 | 28.3019 | 60.3774 | 44.3396 | 28.3019 | 60.3774 |
Ratio Avg Win / Avg Loss | 3.0262 | 6.0846 | 1.5908 | 1.5427 | 2.7875 | 0.8955 |
Largest Winning Trade | 308456 | 308456 | 72990 | 2023899 | 2023899 | 1584524 |
Largest Losing Trade | -54096 | -29023 | -54096 | -3040378 | -580193 | -3040378 |
Avg Bars in Trades | 67 | 56 | 77 | 67 | 56 | 77 |
Avg Bars in Winners | 103 | 106 | 101 | 103 | 106 | 101 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 7143 | 3012 | 4132 | 7143 | 3012 | 4132 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446489 | -183070 | -166816 | 246951 | -336879 | -171997 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604232000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758798338674, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 2 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 718279.2320752754, 430241.6266104708, 288037.6054648047, 3438196.2089454895, 773387.3734792483, 2664808.83546624 ], [ 718.279232, 430.241627, 288.037605, 3438.196209, 773.387373, 2664.808835 ], [ 0.397884, 0.238328, 0.159556, 0.197741, 0.120122, 0.184053 ], [ 10, 10, 10, 10, 10, 10 ], [ -90825, -61397, -55849, -3887640, -2383976, -3280686 ], [ 2.410671, 2.401833, 2.424083, 1.228928, 1.100326, 1.364546 ], [ 106, 53, 53, 106, 53, 53 ], [ 47, 15, 32, 47, 15, 32 ], [ 59, 38, 21, 59, 38, 21 ], [ 44.339623, 28.301887, 60.377358, 44.339623, 28.301887, 60.377358 ], [ 3.026162, 6.084643, 1.590804, 1.542697, 2.787492, 0.895483 ], [ 308456, 308456, 72990, 2023899, 2023899, 1584524 ], [ -54096, -29023, -54096, -3040378, -580193, -3040378 ], [ 67, 56, 77, 67, 56, 77 ], [ 103, 106, 101, 103, 106, 101 ], [ 39, 37, 42, 39, 37, 42 ], [ 7143, 3012, 4132, 7143, 3012, 4132 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 446489, -183070, -166816, 246951, -336879, -171997 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604232000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758798338674, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 46, "offset": 0, "poles": 2 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|