Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655036.323 | 485242.2891 | 169794.0339 | 339307.9223 | -530927.2653 | 870235.1876 |
Total P&L (%) | 655.0363 | 485.2423 | 169.794 | 339.3079 | -530.9273 | 870.2352 |
Avg Daily Profit (%) | 0.3615 | 0.2678 | 0.0937 | 0.0817 | 0 | 0.1255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92446 | -100855 | -68323 | -1741586 | -1304968 | -1219527 |
Profit Factor | 2.18 | 2.5612 | 1.695 | 1.0528 | 0.8496 | 1.3011 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 38.5965 | 35.0877 | 42.1053 | 38.5965 | 35.0877 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.4681 | 4.7382 | 2.3306 | 1.675 | 1.5718 | 1.789 |
Largest Winning Trade | 558824 | 558824 | 61692 | 630335 | 630335 | 613840 |
Largest Losing Trade | -38270 | -25797 | -38270 | -699563 | -517567 | -699563 |
Avg Bars in Trades | 61 | 54 | 69 | 61 | 54 | 69 |
Avg Bars in Winners | 114 | 100 | 127 | 114 | 100 | 127 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 7028 | 3082 | 3946 | 7028 | 3082 | 3946 |
Profit Streak | 0 | 0 | 18.9433 | 0 | 0 | 18.9433 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339629 | -173048 | -247202 | -249259 | -764132 | -206415 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606629600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759293497233, "expiration_time": 1763972856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 180, "offset": 0, "a": 0.68664 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 655036.3229686145, 485242.2891146856, 169794.033853929, 339307.9222739406, -530927.2653432693, 870235.1876172094 ], [ 655.036323, 485.242289, 169.794034, 339.307922, -530.927265, 870.235188 ], [ 0.361549, 0.267831, 0.093718, 0.081724, 0, 0.125503 ], [ 10, 10, 10, 10, 10, 10 ], [ -92446, -100855, -68323, -1741586, -1304968, -1219527 ], [ 2.179954, 2.561205, 1.694953, 1.052845, 0.849632, 1.301124 ], [ 114, 57, 57, 114, 57, 57 ], [ 44, 20, 24, 44, 20, 24 ], [ 70, 37, 33, 70, 37, 33 ], [ 38.596491, 35.087719, 42.105263, 38.596491, 35.087719, 42.105263 ], [ 3.468109, 4.738229, 2.33056, 1.674981, 1.57182, 1.789046 ], [ 558824, 558824, 61692, 630335, 630335, 613840 ], [ -38270, -25797, -38270, -699563, -517567, -699563 ], [ 61, 54, 69, 61, 54, 69 ], [ 114, 100, 127, 114, 100, 127 ], [ 28, 29, 27, 28, 29, 27 ], [ 7028, 3082, 3946, 7028, 3082, 3946 ], [ 0, 0, 18.943255, 0, 0, 18.943255 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339629, -173048, -247202, -249259, -764132, -206415 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7247, "evaluation_days": 1811.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606629600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759293497233, "expiration_time": 1763972856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 180, "offset": 0, "a": 0.68664 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|