Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654637.1519 | 539499.5284 | 115137.6235 | 8165.7317 | 260739.6911 | -252573.9594 |
Total P&L (%) | 654.6372 | 539.4995 | 115.1376 | 8.1657 | 260.7397 | -252.574 |
Avg Daily Profit (%) | 0.3602 | 0.2968 | 0.0633 | 0.0043 | 0.0706 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171634 | -103805 | -129750 | -1642623 | -455024 | -1217215 |
Profit Factor | 2.1966 | 3.3232 | 1.3657 | 1.0028 | 1.3897 | 0.8881 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 58.5366 | 56.0976 | 60.9756 | 58.5366 | 56.0976 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.5559 | 2.6007 | 0.874 | 0.7103 | 1.0876 | 0.5684 |
Largest Winning Trade | 602707 | 602707 | 70851 | 707306 | 574587 | 707306 |
Largest Losing Trade | -76839 | -43574 | -76839 | -937364 | -301296 | -937364 |
Avg Bars in Trades | 86 | 68 | 104 | 86 | 68 | 104 |
Avg Bars in Winners | 104 | 77 | 128 | 104 | 77 | 128 |
Avg Bars in Losers | 61 | 56 | 66 | 61 | 56 | 66 |
Bars Traded | 7078 | 2790 | 4288 | 7078 | 2790 | 4288 |
Profit Streak | 51.3457 | 51.3457 | 77.8457 | 51.3457 | 51.3457 | 77.8457 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273820 | 597932 | -107100 | -577929 | -96629 | -578355 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7270, "evaluation_days": 1817.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605787200000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759781869967, "expiration_time": 1764484560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 218, "offset": 0, "std": 2.61262 } } }
{ "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": [ [ 654637.1518846481, 539499.5283756276, 115137.6235090206, 8165.7316874404, 260739.6911336467, -252573.959446206 ], [ 654.637152, 539.499528, 115.137624, 8.165732, 260.739691, -252.573959 ], [ 0.360186, 0.296836, 0.063349, 0.004319, 0.070616, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -171634, -103805, -129750, -1642623, -455024, -1217215 ], [ 2.196561, 3.323173, 1.365663, 1.002791, 1.389682, 0.888098 ], [ 82, 41, 41, 82, 41, 41 ], [ 48, 23, 25, 48, 23, 25 ], [ 34, 18, 16, 34, 18, 16 ], [ 58.536585, 56.097561, 60.97561, 58.536585, 56.097561, 60.97561 ], [ 1.555897, 2.600744, 0.874024, 0.71031, 1.087577, 0.568383 ], [ 602707, 602707, 70851, 707306, 574587, 707306 ], [ -76839, -43574, -76839, -937364, -301296, -937364 ], [ 86, 68, 104, 86, 68, 104 ], [ 104, 77, 128, 104, 77, 128 ], [ 61, 56, 66, 61, 56, 66 ], [ 7078, 2790, 4288, 7078, 2790, 4288 ], [ 51.345717, 51.345717, 77.845717, 51.345717, 51.345717, 77.845717 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 273820, 597932, -107100, -577929, -96629, -578355 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7270, "evaluation_days": 1817.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605787200000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759781869967, "expiration_time": 1764484560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 218, "offset": 0, "std": 2.61262 } } }
# | 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) |
---|