Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518490.5437 | 338841.9659 | 179648.5778 | 286461.1975 | -1564258.0196 | 1850719.2171 |
Total P&L (%) | 518.4905 | 338.842 | 179.6486 | 286.4612 | -1564.258 | 1850.7192 |
Avg Daily Profit (%) | 0.2848 | 0.1861 | 0.0987 | 0.0743 | 0 | 0.1633 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126236 | -105502 | -74818 | -4872711 | -3036729 | -2420910 |
Profit Factor | 1.6633 | 1.81 | 1.4944 | 1.023 | 0.7586 | 1.309 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 85 | 35 | 50 | 85 | 35 | 50 |
Losing Trades | 86 | 50 | 36 | 86 | 50 | 36 |
Profitability (%) | 49.7076 | 41.1765 | 58.1395 | 49.7076 | 41.1765 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.6828 | 2.5857 | 1.0759 | 1.035 | 1.0836 | 0.9425 |
Largest Winning Trade | 317279 | 317279 | 66988 | 1472506 | 843754 | 1472506 |
Largest Losing Trade | -47243 | -32144 | -47243 | -1453108 | -895465 | -1453108 |
Avg Bars in Trades | 31 | 21 | 40 | 31 | 21 | 40 |
Avg Bars in Winners | 44 | 30 | 55 | 44 | 30 | 55 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 5302 | 1846 | 3456 | 5302 | 1846 | 3456 |
Profit Streak | 5.7062 | 15.3728 | 5.7062 | 5.7062 | 15.3728 | 5.7062 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516543 | 306983 | -58043 | -286569 | -581520 | 291640 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5461, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606521600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760057812272, "expiration_time": 1764743904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 131, "offset": 0 } }, "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": [ [ 518490.543712875, 338841.9659419605, 179648.5777709156, 286461.1974643077, -1564258.0196385228, 1850719.2171028294 ], [ 518.490544, 338.841966, 179.648578, 286.461197, -1564.25802, 1850.719217 ], [ 0.284833, 0.186143, 0.09869, 0.074292, 0, 0.163334 ], [ 10, 10, 10, 10, 10, 10 ], [ -126236, -105502, -74818, -4872711, -3036729, -2420910 ], [ 1.663264, 1.809997, 1.494354, 1.022975, 0.758554, 1.308994 ], [ 171, 85, 86, 171, 85, 86 ], [ 85, 35, 50, 85, 35, 50 ], [ 86, 50, 36, 86, 50, 36 ], [ 49.707602, 41.176471, 58.139535, 49.707602, 41.176471, 58.139535 ], [ 1.682832, 2.58571, 1.075935, 1.03501, 1.083648, 0.942476 ], [ 317279, 317279, 66988, 1472506, 843754, 1472506 ], [ -47243, -32144, -47243, -1453108, -895465, -1453108 ], [ 31, 21, 40, 31, 21, 40 ], [ 44, 30, 55, 44, 30, 55 ], [ 17, 15, 19, 17, 15, 19 ], [ 5302, 1846, 3456, 5302, 1846, 3456 ], [ 5.70616, 15.372827, 5.70616, 5.706161, 15.372827, 5.706161 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 516543, 306983, -58043, -286569, -581520, 291640 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5461, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606521600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760057812272, "expiration_time": 1764743904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 131, "offset": 0 } }, "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) |
---|