Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947565.4086 | 637610.268 | 309955.1407 | 10027554.8249 | 1930041.6019 | 8097513.2229 |
Total P&L (%) | 947.5654 | 637.6103 | 309.9551 | 10027.5548 | 1930.0416 | 8097.5132 |
Avg Daily Profit (%) | 0.5249 | 0.3532 | 0.1717 | 0.2561 | 0.1669 | 0.2444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54276 | -47436 | -57991 | -4248839 | -3346154 | -3336821 |
Profit Factor | 4.0814 | 4.9362 | 3.1298 | 1.518 | 1.1913 | 1.8732 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 29.4737 | 20.8333 | 38.2979 | 29.4737 | 20.8333 | 38.2979 |
Ratio Avg Win / Avg Loss | 9.7661 | 18.7577 | 5.0425 | 3.6322 | 4.5271 | 3.0179 |
Largest Winning Trade | 541429 | 541429 | 72873 | 4178710 | 3186527 | 4178710 |
Largest Losing Trade | -22496 | -22496 | -16148 | -1535140 | -1535140 | -1314197 |
Avg Bars in Trades | 73 | 47 | 100 | 73 | 47 | 100 |
Avg Bars in Winners | 195 | 146 | 222 | 195 | 146 | 222 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 6996 | 2273 | 4723 | 6996 | 2273 | 4723 |
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 | 291300 | -31272 | 320042 | 43204 | -49546 | 270105 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606888800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860058746, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 947565.4086305426, 637610.2679713186, 309955.1406592245, 10027554.824890373, 1930041.6019478254, 8097513.22294255 ], [ 947.565409, 637.610268, 309.955141, 10027.554825, 1930.041602, 8097.513223 ], [ 0.524894, 0.353198, 0.171697, 0.256128, 0.166911, 0.244387 ], [ 10, 10, 10, 10, 10, 10 ], [ -54276, -47436, -57991, -4248839, -3346154, -3336821 ], [ 4.081362, 4.936235, 3.129832, 1.517952, 1.191348, 1.873193 ], [ 95, 48, 47, 95, 48, 47 ], [ 28, 10, 18, 28, 10, 18 ], [ 67, 38, 29, 67, 38, 29 ], [ 29.473684, 20.833333, 38.297872, 29.473684, 20.833333, 38.297872 ], [ 9.766115, 18.757691, 5.042507, 3.632242, 4.527122, 3.017923 ], [ 541429, 541429, 72873, 4178710, 3186527, 4178710 ], [ -22496, -22496, -16148, -1535140, -1535140, -1314197 ], [ 73, 47, 100, 73, 47, 100 ], [ 195, 146, 222, 195, 146, 222 ], [ 22, 21, 24, 22, 21, 24 ], [ 6996, 2273, 4723, 6996, 2273, 4723 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 291300, -31272, 320042, 43204, -49546, 270105 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606888800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860058746, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|