Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 791971.2838 | 560704.5864 | 231266.6974 | 1828642.5168 | 131065.6621 | 1697576.8547 |
Total P&L (%) | 791.9713 | 560.7046 | 231.2667 | 1828.6425 | 131.0657 | 1697.5769 |
Avg Daily Profit (%) | 0.438 | 0.3101 | 0.1279 | 0.1638 | 0.0463 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75880 | -114107 | -41094 | -946376 | -1056754 | -474083 |
Profit Factor | 3.0776 | 4.0008 | 2.19 | 1.4474 | 1.0631 | 1.8449 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 31.3131 | 24 | 38.7755 | 31.3131 | 24 | 38.7755 |
Ratio Avg Win / Avg Loss | 6.7509 | 12.6693 | 3.4579 | 3.1749 | 3.3664 | 2.9131 |
Largest Winning Trade | 570663 | 570663 | 66439 | 757653 | 672825 | 757653 |
Largest Losing Trade | -26264 | -20378 | -26264 | -332037 | -191563 | -332037 |
Avg Bars in Trades | 52 | 39 | 66 | 52 | 39 | 66 |
Avg Bars in Winners | 131 | 106 | 147 | 131 | 106 | 147 |
Avg Bars in Losers | 16 | 18 | 14 | 16 | 18 | 14 |
Bars Traded | 5224 | 1985 | 3239 | 5224 | 1985 | 3239 |
Profit Streak | 40.4817 | 40.4817 | 42.1483 | 40.4817 | 40.4817 | 42.1483 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357701 | -197965 | -21806 | 137093 | -495083 | 269218 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5424, "evaluation_days": 1808, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1607184000000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758972816754, "expiration_time": 1763646336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 89, "offset": 65 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.80864, "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": [ [ 791971.2838020282, 560704.5863667884, 231266.6974352398, 1828642.5167858005, 131065.6621100758, 1697576.8546757249 ], [ 791.971284, 560.704586, 231.266697, 1828.642517, 131.065662, 1697.576855 ], [ 0.438037, 0.310124, 0.127913, 0.163818, 0.046334, 0.159919 ], [ 10, 10, 10, 10, 10, 10 ], [ -75880, -114107, -41094, -946376, -1056754, -474083 ], [ 3.077624, 4.000818, 2.190009, 1.447375, 1.063061, 1.844946 ], [ 99, 50, 49, 99, 50, 49 ], [ 31, 12, 19, 31, 12, 19 ], [ 68, 38, 30, 68, 38, 30 ], [ 31.313131, 24, 38.77551, 31.313131, 24, 38.77551 ], [ 6.750918, 12.669256, 3.45791, 3.174888, 3.36636, 2.913073 ], [ 570663, 570663, 66439, 757653, 672825, 757653 ], [ -26264, -20378, -26264, -332037, -191563, -332037 ], [ 52, 39, 66, 52, 39, 66 ], [ 131, 106, 147, 131, 106, 147 ], [ 16, 18, 14, 16, 18, 14 ], [ 5224, 1985, 3239, 5224, 1985, 3239 ], [ 40.481675, 40.481675, 42.148342, 40.481675, 40.481675, 42.148342 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357701, -197965, -21806, 137093, -495083, 269218 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5424, "evaluation_days": 1808, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1607184000000, "last_datapoint_time": 1758960000000, "evaluation_time": 1758972816754, "expiration_time": 1763646336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 89, "offset": 65 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.80864, "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) |
---|