Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380744.2667 | 197809.412 | 182934.8546 | 300800.5437 | 92357.0723 | 208443.4715 |
Total P&L (%) | 380.7443 | 197.8094 | 182.9349 | 300.8005 | 92.3571 | 208.4435 |
Avg Daily Profit (%) | 0.2102 | 0.1092 | 0.101 | 0.0767 | 0.0361 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91483 | -118642 | -115691 | -604185 | -556017 | -378051 |
Profit Factor | 1.2362 | 1.2523 | 1.221 | 1.077 | 1.0469 | 1.1074 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 227 | 104 | 123 | 227 | 104 | 123 |
Losing Trades | 319 | 169 | 150 | 319 | 169 | 150 |
Profitability (%) | 41.5751 | 38.0952 | 45.0549 | 41.5751 | 38.0952 | 45.0549 |
Ratio Avg Win / Avg Loss | 1.7372 | 2.0349 | 1.489 | 1.5134 | 1.7012 | 1.3505 |
Largest Winning Trade | 66314 | 66314 | 35102 | 166705 | 166705 | 157268 |
Largest Losing Trade | -31052 | -31052 | -24559 | -120914 | -96326 | -120914 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7201 | 3305 | 3896 | 7201 | 3305 | 3896 |
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 | 301217 | -49807 | -59350 | -225511 | -315947 | -213008 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1602914400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759288479488, "expiration_time": 1763972856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "wma", "factors": { "length": 8, "offset": 0 } } }
{ "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": [ [ 380744.2666608361, 197809.4120250132, 182934.8546358234, 300800.543725969, 92357.0722748438, 208443.4714511253 ], [ 380.744267, 197.809412, 182.934855, 300.800544, 92.357072, 208.443471 ], [ 0.210153, 0.109181, 0.100971, 0.076657, 0.036114, 0.06219 ], [ 10, 10, 10, 10, 10, 10 ], [ -91483, -118642, -115691, -604185, -556017, -378051 ], [ 1.236182, 1.252263, 1.220952, 1.076952, 1.046911, 1.107434 ], [ 546, 273, 273, 546, 273, 273 ], [ 227, 104, 123, 227, 104, 123 ], [ 319, 169, 150, 319, 169, 150 ], [ 41.575092, 38.095238, 45.054945, 41.575092, 38.095238, 45.054945 ], [ 1.73719, 2.034927, 1.488966, 1.513426, 1.701231, 1.35053 ], [ 66314, 66314, 35102, 166705, 166705, 157268 ], [ -31052, -31052, -24559, -120914, -96326, -120914 ], [ 13, 12, 14, 13, 12, 14 ], [ 18, 16, 19, 18, 16, 19 ], [ 9, 9, 9, 9, 9, 9 ], [ 7201, 3305, 3896, 7201, 3305, 3896 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301217, -49807, -59350, -225511, -315947, -213008 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1602914400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759288479488, "expiration_time": 1763972856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "wma", "factors": { "length": 8, "offset": 0 } } }
# | 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) |
---|