Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464972.6728 | 261160.19 | 203812.4828 | 508129.3161 | -390221.9059 | 898351.222 |
Total P&L (%) | 464.9727 | 261.1602 | 203.8125 | 508.1293 | -390.2219 | 898.3512 |
Avg Daily Profit (%) | 0.2567 | 0.1442 | 0.1125 | 0.0997 | 0 | 0.1271 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110991 | -96047 | -61318 | -1694208 | -1643133 | -1078390 |
Profit Factor | 1.3922 | 1.4216 | 1.3601 | 1.0406 | 0.9411 | 1.1523 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 141 | 65 | 76 | 141 | 65 | 76 |
Losing Trades | 214 | 112 | 102 | 214 | 112 | 102 |
Profitability (%) | 39.7183 | 36.7232 | 42.6966 | 39.7183 | 36.7232 | 42.6966 |
Ratio Avg Win / Avg Loss | 2.113 | 2.4496 | 1.8254 | 1.5793 | 1.6216 | 1.5465 |
Largest Winning Trade | 94128 | 94128 | 50092 | 625656 | 625656 | 424956 |
Largest Losing Trade | -48318 | -25238 | -48318 | -439563 | -439563 | -322025 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 14 | 14 | 15 | 14 | 14 | 15 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3608 | 1708 | 1900 | 3608 | 1708 | 1900 |
Profit Streak | 9.1976 | 0 | 11.6976 | 9.1976 | 0 | 11.6976 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312022 | -3104 | -42746 | -235406 | -582514 | -76336 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759207475534, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 7, "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": [ [ 464972.6728409634, 261160.1900061196, 203812.4828348439, 508129.316094334, -390221.9059162677, 898351.2220106028 ], [ 464.972673, 261.16019, 203.812483, 508.129316, -390.221906, 898.351222 ], [ 0.256749, 0.144208, 0.112541, 0.09973, 0, 0.127134 ], [ 10, 10, 10, 10, 10, 10 ], [ -110991, -96047, -61318, -1694208, -1643133, -1078390 ], [ 1.392242, 1.421624, 1.360088, 1.040567, 0.941111, 1.152286 ], [ 355, 177, 178, 355, 177, 178 ], [ 141, 65, 76, 141, 65, 76 ], [ 214, 112, 102, 214, 112, 102 ], [ 39.71831, 36.723164, 42.696629, 39.71831, 36.723164, 42.696629 ], [ 2.113049, 2.449568, 1.825382, 1.579301, 1.621607, 1.546489 ], [ 94128, 94128, 50092, 625656, 625656, 424956 ], [ -48318, -25238, -48318, -439563, -439563, -322025 ], [ 10, 9, 10, 10, 9, 10 ], [ 14, 14, 15, 14, 14, 15 ], [ 7, 7, 7, 7, 7, 7 ], [ 3608, 1708, 1900, 3608, 1708, 1900 ], [ 9.197633, 0, 11.697633, 9.197633, 0, 11.697633 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312022, -3104, -42746, -235406, -582514, -76336 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603195200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759207475534, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 7, "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) |
---|