Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 653545.304 | 469803.7504 | 183741.5537 | 683157.0334 | -142660.1964 | 825817.2298 |
Total P&L (%) | 653.5453 | 469.8038 | 183.7416 | 683.157 | -142.6602 | 825.8172 |
Avg Daily Profit (%) | 0.3609 | 0.2594 | 0.1015 | 0.1137 | 0 | 0.123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94284 | -83162 | -53974 | -1127544 | -772060 | -660313 |
Profit Factor | 2.5319 | 3.1853 | 1.8682 | 1.1719 | 0.9242 | 1.3947 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 43.3628 | 43.8596 | 42.8571 | 43.3628 | 43.8596 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.307 | 4.0772 | 2.4909 | 1.5306 | 1.183 | 1.8595 |
Largest Winning Trade | 499258 | 499258 | 67420 | 627489 | 505911 | 627489 |
Largest Losing Trade | -41271 | -27119 | -41271 | -498914 | -293112 | -498914 |
Avg Bars in Trades | 30 | 22 | 38 | 30 | 22 | 38 |
Avg Bars in Winners | 53 | 36 | 71 | 53 | 36 | 71 |
Avg Bars in Losers | 13 | 11 | 14 | 13 | 11 | 14 |
Bars Traded | 3470 | 1297 | 2173 | 3470 | 1297 | 2173 |
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 | 430507 | -167948 | -236814 | -73431 | -761276 | -209497 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1608033600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210033495, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 69 } }, "second_band": { "type": "fwma", "factors": { "length": 123, "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": [ [ 653545.3040380726, 469803.7503878024, 183741.5536502702, 683157.0333602747, -142660.1964342323, 825817.2297945059 ], [ 653.545304, 469.80375, 183.741554, 683.157033, -142.660196, 825.81723 ], [ 0.360875, 0.259417, 0.101459, 0.113712, 0, 0.122964 ], [ 10, 10, 10, 10, 10, 10 ], [ -94284, -83162, -53974, -1127544, -772060, -660313 ], [ 2.531898, 3.185326, 1.868165, 1.171854, 0.924225, 1.394652 ], [ 113, 57, 56, 113, 57, 56 ], [ 49, 25, 24, 49, 25, 24 ], [ 64, 32, 32, 64, 32, 32 ], [ 43.362832, 43.859649, 42.857143, 43.362832, 43.859649, 42.857143 ], [ 3.306969, 4.077218, 2.490887, 1.530585, 1.183009, 1.859536 ], [ 499258, 499258, 67420, 627489, 505911, 627489 ], [ -41271, -27119, -41271, -498914, -293112, -498914 ], [ 30, 22, 38, 30, 22, 38 ], [ 53, 36, 71, 53, 36, 71 ], [ 13, 11, 14, 13, 11, 14 ], [ 3470, 1297, 2173, 3470, 1297, 2173 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 430507, -167948, -236814, -73431, -761276, -209497 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1608033600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210033495, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 69 } }, "second_band": { "type": "fwma", "factors": { "length": 123, "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) |
---|