Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359699.8599 | 248760.9597 | 110938.9002 | -56469.7263 | 15236.073 | -71705.7992 |
Total P&L (%) | 359.6999 | 248.761 | 110.9389 | -56.4697 | 15.2361 | -71.7058 |
Avg Daily Profit (%) | 0.1982 | 0.1371 | 0.0611 | -0.0458 | 0.0078 | -0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167335 | -98052 | -132000 | -773894 | -322737 | -759847 |
Profit Factor | 1.3621 | 1.6219 | 1.187 | 0.9793 | 1.0165 | 0.9602 |
Total Trades | 227 | 114 | 113 | 227 | 114 | 113 |
Winning Trades | 119 | 51 | 68 | 119 | 51 | 68 |
Losing Trades | 108 | 63 | 45 | 108 | 63 | 45 |
Profitability (%) | 52.4229 | 44.7368 | 60.177 | 52.4229 | 44.7368 | 60.177 |
Ratio Avg Win / Avg Loss | 1.2362 | 2.0035 | 0.7855 | 0.8888 | 1.2557 | 0.6354 |
Largest Winning Trade | 294295 | 294295 | 57040 | 217974 | 189438 | 217974 |
Largest Losing Trade | -76454 | -29406 | -76454 | -399190 | -100452 | -399190 |
Avg Bars in Trades | 15 | 10 | 21 | 15 | 10 | 21 |
Avg Bars in Winners | 17 | 10 | 22 | 17 | 10 | 22 |
Avg Bars in Losers | 13 | 9 | 19 | 13 | 9 | 19 |
Bars Traded | 3572 | 1141 | 2431 | 3572 | 1141 | 2431 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354560 | -9011 | -126463 | -578998 | -396853 | -579434 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604145600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759556618544, "expiration_time": 1764240480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 2.08615 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 359699.8598839974, 248760.9596979216, 110938.9001860757, -56469.7262730673, 15236.0729757056, -71705.7992487732 ], [ 359.69986, 248.76096, 110.9389, -56.469726, 15.236073, -71.705799 ], [ 0.198182, 0.137058, 0.061123, -0.045814, 0.007814, -0.069536 ], [ 10, 10, 10, 10, 10, 10 ], [ -167335, -98052, -132000, -773894, -322737, -759847 ], [ 1.362127, 1.62186, 1.186996, 0.979284, 1.016497, 0.960215 ], [ 227, 114, 113, 227, 114, 113 ], [ 119, 51, 68, 119, 51, 68 ], [ 108, 63, 45, 108, 63, 45 ], [ 52.422907, 44.736842, 60.176991, 52.422907, 44.736842, 60.176991 ], [ 1.236216, 2.003474, 0.785512, 0.888762, 1.255673, 0.635437 ], [ 294295, 294295, 57040, 217974, 189438, 217974 ], [ -76454, -29406, -76454, -399190, -100452, -399190 ], [ 15, 10, 21, 15, 10, 21 ], [ 17, 10, 22, 17, 10, 22 ], [ 13, 9, 19, 13, 9, 19 ], [ 3572, 1141, 2431, 3572, 1141, 2431 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354560, -9011, -126463, -578998, -396853, -579434 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604145600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759556618544, "expiration_time": 1764240480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 33, "offset": 0, "std": 2.08615 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|