Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517504.4367 | 326907.0417 | 190597.395 | 311827.2425 | 135880.0009 | 175947.2416 |
Total P&L (%) | 517.5044 | 326.907 | 190.5974 | 311.8272 | 135.88 | 175.9472 |
Avg Daily Profit (%) | 0.2842 | 0.1796 | 0.1047 | 0.0778 | 0.0471 | 0.0558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147363 | -123153 | -88873 | -991450 | -636350 | -657924 |
Profit Factor | 1.5389 | 1.6297 | 1.4321 | 1.0633 | 1.0549 | 1.0719 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 135 | 74 | 61 | 135 | 74 | 61 |
Profitability (%) | 37.5 | 31.4815 | 43.5185 | 37.5 | 31.4815 | 43.5185 |
Ratio Avg Win / Avg Loss | 2.5648 | 3.5469 | 1.8587 | 1.7722 | 2.2959 | 1.3912 |
Largest Winning Trade | 300678 | 300678 | 56092 | 400251 | 400251 | 197463 |
Largest Losing Trade | -30426 | -30426 | -29989 | -201102 | -201102 | -185752 |
Avg Bars in Trades | 25 | 25 | 24 | 25 | 25 | 24 |
Avg Bars in Winners | 39 | 41 | 38 | 39 | 41 | 38 |
Avg Bars in Losers | 16 | 17 | 14 | 16 | 17 | 14 |
Bars Traded | 5403 | 2713 | 2690 | 5403 | 2713 | 2690 |
Profit Streak | 21.4382 | 0 | 23.7715 | 21.4382 | 0 | 23.7715 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306381 | 120287 | -53188 | -241752 | -296213 | -261814 |
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{ "first_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 3.67262 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 517504.4366838909, 326907.0417209526, 190597.3949629383, 311827.2425452037, 135880.0009134247, 175947.2416317789 ], [ 517.504437, 326.907042, 190.597395, 311.827243, 135.880001, 175.947242 ], [ 0.284238, 0.179553, 0.104685, 0.077773, 0.047145, 0.055766 ], [ 10, 10, 10, 10, 10, 10 ], [ -147363, -123153, -88873, -991450, -636350, -657924 ], [ 1.538907, 1.629679, 1.432075, 1.063341, 1.054854, 1.071935 ], [ 216, 108, 108, 216, 108, 108 ], [ 81, 34, 47, 81, 34, 47 ], [ 135, 74, 61, 135, 74, 61 ], [ 37.5, 31.481481, 43.518519, 37.5, 31.481481, 43.518519 ], [ 2.564844, 3.546948, 1.85865, 1.772234, 2.295859, 1.391235 ], [ 300678, 300678, 56092, 400251, 400251, 197463 ], [ -30426, -30426, -29989, -201102, -201102, -185752 ], [ 25, 25, 24, 25, 25, 24 ], [ 39, 41, 38, 39, 41, 38 ], [ 16, 17, 14, 16, 17, 14 ], [ 5403, 2713, 2690, 5403, 2713, 2690 ], [ 21.438214, 0, 23.771547, 21.438214, 0, 23.771547 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306381, 120287, -53188, -241752, -296213, -261814 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5462, "evaluation_days": 1820.67, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603036800000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760092261670, "expiration_time": 1764773568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 3.67262 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
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