Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659429.3266 | 403241.3026 | 256188.024 | 3129920.3729 | 13572.3893 | 3116347.9836 |
Total P&L (%) | 659.4293 | 403.2413 | 256.188 | 3129.9204 | 13.5724 | 3116.348 |
Avg Daily Profit (%) | 0.3624 | 0.2216 | 0.1408 | 0.1912 | 0.007 | 0.1909 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72086 | -66657 | -41894 | -3279663 | -3427664 | -1864917 |
Profit Factor | 2.3889 | 2.3992 | 2.3729 | 1.2111 | 1.0015 | 1.5194 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 45.4545 | 36.3636 | 54.5455 | 45.4545 | 36.3636 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.8667 | 4.1986 | 1.9774 | 1.4533 | 1.7527 | 1.2662 |
Largest Winning Trade | 257863 | 257863 | 72004 | 1945916 | 1945916 | 1596656 |
Largest Losing Trade | -23768 | -23768 | -17984 | -1013468 | -706339 | -1013468 |
Avg Bars in Trades | 40 | 27 | 52 | 40 | 27 | 52 |
Avg Bars in Winners | 67 | 44 | 82 | 67 | 44 | 82 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 3545 | 1214 | 2331 | 3545 | 1214 | 2331 |
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 | 447983 | 266750 | 3455 | 214920 | -460808 | 361175 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605484800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759967931917, "expiration_time": 1764640944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 659429.3265616759, 403241.3025532632, 256188.0240084127, 3129920.3728862964, 13572.389287109, 3116347.983599188 ], [ 659.429327, 403.241303, 256.188024, 3129.920373, 13.572389, 3116.347984 ], [ 0.362423, 0.221622, 0.140801, 0.191171, 0.006995, 0.190939 ], [ 10, 10, 10, 10, 10, 10 ], [ -72086, -66657, -41894, -3279663, -3427664, -1864917 ], [ 2.38889, 2.399221, 2.372933, 1.211078, 1.001537, 1.519408 ], [ 88, 44, 44, 88, 44, 44 ], [ 40, 16, 24, 40, 16, 24 ], [ 48, 28, 20, 48, 28, 20 ], [ 45.454545, 36.363636, 54.545455, 45.454545, 36.363636, 54.545455 ], [ 2.866667, 4.198637, 1.977444, 1.453294, 1.75269, 1.266174 ], [ 257863, 257863, 72004, 1945916, 1945916, 1596656 ], [ -23768, -23768, -17984, -1013468, -706339, -1013468 ], [ 40, 27, 52, 40, 27, 52 ], [ 67, 44, 82, 67, 44, 82 ], [ 17, 17, 17, 17, 17, 17 ], [ 3545, 1214, 2331, 3545, 1214, 2331 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 447983, 266750, 3455, 214920, -460808, 361175 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605484800000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759967931917, "expiration_time": 1764640944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|