Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145264.7226 | 88947.0542 | 56317.6685 | 145380.6637 | 108560.5787 | 36820.085 |
Total P&L (%) | 145.2647 | 88.9471 | 56.3177 | 145.3807 | 108.5606 | 36.8201 |
Avg Daily Profit (%) | 1.6734 | 1.0246 | 0.6487 | 1.0394 | 0.8503 | 0.3618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44002 | -27748 | -23056 | -42325 | -26193 | -21560 |
Profit Factor | 1.7406 | 1.9013 | 1.5779 | 1.8261 | 2.2332 | 1.4186 |
Total Trades | 287 | 144 | 143 | 287 | 144 | 143 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Profitability (%) | 45.6446 | 44.4444 | 46.8531 | 45.6446 | 44.4444 | 46.8531 |
Ratio Avg Win / Avg Loss | 2.0728 | 2.3767 | 1.7898 | 2.1746 | 2.7916 | 1.6091 |
Largest Winning Trade | 109730 | 109730 | 64864 | 128382 | 128382 | 46032 |
Largest Losing Trade | -7743 | -5076 | -7743 | -8106 | -4821 | -8106 |
Avg Bars in Trades | 85 | 91 | 79 | 85 | 91 | 79 |
Avg Bars in Winners | 104 | 120 | 90 | 104 | 120 | 90 |
Avg Bars in Losers | 69 | 69 | 70 | 69 | 69 | 70 |
Bars Traded | 24647 | 13242 | 11405 | 24647 | 13242 | 11405 |
Profit Streak | 0.6725 | 0.6725 | 1.3183 | 0.6725 | 0.6725 | 1.3183 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423244 | 323739 | 267360 | 409368 | 351352 | 86681 |
{ "trading_pair": "FIL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752675000000, "first_datapoint_time": 1752736500000, "last_datapoint_time": 1760174700000, "evaluation_time": 1760174900389, "expiration_time": 1766654700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 194, "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": [ [ 145264.722628685, 88947.0541571715, 56317.6684715136, 145380.6636765816, 108560.5787210242, 36820.0849555575 ], [ 145.264723, 88.947054, 56.317668, 145.380664, 108.560579, 36.820085 ], [ 1.673364, 1.024618, 0.648746, 1.039394, 0.85034, 0.361782 ], [ 10, 10, 10, 10, 10, 10 ], [ -44002, -27748, -23056, -42325, -26193, -21560 ], [ 1.740626, 1.901338, 1.577888, 1.826073, 2.233246, 1.418592 ], [ 287, 144, 143, 287, 144, 143 ], [ 131, 64, 67, 131, 64, 67 ], [ 156, 80, 76, 156, 80, 76 ], [ 45.644599, 44.444444, 46.853147, 45.644599, 44.444444, 46.853147 ], [ 2.072807, 2.376672, 1.789843, 2.17456, 2.791558, 1.609149 ], [ 109730, 109730, 64864, 128382, 128382, 46032 ], [ -7743, -5076, -7743, -8106, -4821, -8106 ], [ 85, 91, 79, 85, 91, 79 ], [ 104, 120, 90, 104, 120, 90 ], [ 69, 69, 70, 69, 69, 70 ], [ 24647, 13242, 11405, 24647, 13242, 11405 ], [ 0.672458, 0.672458, 1.318291, 0.672458, 0.672458, 1.318292 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 423244, 323739, 267360, 409368, 351352, 86681 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752675000000, "first_datapoint_time": 1752736500000, "last_datapoint_time": 1760174700000, "evaluation_time": 1760174900389, "expiration_time": 1766654700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 194, "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) |
---|