Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 517166.3744 | 259145.3551 | 258021.0194 | 921384.5143 | -993896.2275 | 1915280.7418 |
Total P&L (%) | 517.1664 | 259.1454 | 258.021 | 921.3845 | -993.8962 | 1915.2807 |
Avg Daily Profit (%) | 0.2853 | 0.143 | 0.1424 | 0.1283 | 0 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96795 | -92179 | -86230 | -3860164 | -2890549 | -3240257 |
Profit Factor | 1.4704 | 1.4478 | 1.4956 | 1.0346 | 0.9273 | 1.148 |
Total Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Winning Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Losing Trades | 167 | 86 | 81 | 167 | 86 | 81 |
Profitability (%) | 38.3764 | 36.2963 | 40.4412 | 38.3764 | 36.2963 | 40.4412 |
Ratio Avg Win / Avg Loss | 2.3612 | 2.5411 | 2.2026 | 1.6614 | 1.6275 | 1.6907 |
Largest Winning Trade | 110788 | 110788 | 51107 | 1129432 | 1129432 | 834325 |
Largest Losing Trade | -29204 | -21961 | -29204 | -1029297 | -696552 | -1029297 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 20 | 18 | 22 | 20 | 18 | 22 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3622 | 1661 | 1961 | 3622 | 1661 | 1961 |
Profit Streak | 10.9671 | 0 | 15.4671 | 10.9671 | 0 | 15.4671 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317549 | -5319 | -3659 | -204845 | -583247 | -51901 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759360354976, "expiration_time": 1764018000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hlc3", "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": [ [ 517166.3744189022, 259145.3550519854, 258021.019366917, 921384.5142755922, -993896.2275364116, 1915280.7418120052 ], [ 517.166374, 259.145355, 258.021019, 921.384514, -993.896228, 1915.280742 ], [ 0.285333, 0.142977, 0.142356, 0.128289, 0, 0.165839 ], [ 10, 10, 10, 10, 10, 10 ], [ -96795, -92179, -86230, -3860164, -2890549, -3240257 ], [ 1.470446, 1.447848, 1.49556, 1.034628, 0.927286, 1.148018 ], [ 271, 135, 136, 271, 135, 136 ], [ 104, 49, 55, 104, 49, 55 ], [ 167, 86, 81, 167, 86, 81 ], [ 38.376384, 36.296296, 40.441176, 38.376384, 36.296296, 40.441176 ], [ 2.361197, 2.541122, 2.202553, 1.661374, 1.627481, 1.690718 ], [ 110788, 110788, 51107, 1129432, 1129432, 834325 ], [ -29204, -21961, -29204, -1029297, -696552, -1029297 ], [ 13, 12, 14, 13, 12, 14 ], [ 20, 18, 22, 20, 18, 22 ], [ 9, 9, 9, 9, 9, 9 ], [ 3622, 1661, 1961, 3622, 1661, 1961 ], [ 10.967071, 0, 15.467071, 10.967071, 0, 15.467071 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317549, -5319, -3659, -204845, -583247, -51901 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1602763200000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759360354976, "expiration_time": 1764018000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hlc3", "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) |
---|