Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627549.0318 | 466052.5653 | 161496.4664 | 212736.4866 | -389953.8424 | 602690.329 |
Total P&L (%) | 627.549 | 466.0526 | 161.4965 | 212.7365 | -389.9538 | 602.6903 |
Avg Daily Profit (%) | 0.3458 | 0.2568 | 0.089 | 0.0628 | 0 | 0.1075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109713 | -128066 | -57776 | -945194 | -991672 | -690225 |
Profit Factor | 2.243 | 2.5882 | 1.7639 | 1.0679 | 0.7753 | 1.4307 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 52.1277 | 40.4255 | 63.8298 | 52.1277 | 40.4255 | 63.8298 |
Ratio Avg Win / Avg Loss | 2.0599 | 3.8141 | 0.9996 | 0.9807 | 1.1426 | 0.8108 |
Largest Winning Trade | 560535 | 560535 | 68639 | 601718 | 601718 | 483566 |
Largest Losing Trade | -57776 | -30925 | -57776 | -651961 | -293583 | -651961 |
Avg Bars in Trades | 37 | 27 | 46 | 37 | 27 | 46 |
Avg Bars in Winners | 48 | 38 | 54 | 48 | 38 | 54 |
Avg Bars in Losers | 25 | 19 | 33 | 25 | 19 | 33 |
Bars Traded | 3481 | 1282 | 2199 | 3481 | 1282 | 2199 |
Profit Streak | 0 | 0 | 19.0501 | 0 | 0 | 19.0501 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 506851 | 348375 | -71167 | -256038 | -582475 | -47430 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1608163200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759540331640, "expiration_time": 1764240480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 627549.0317735623, 466052.5653278991, 161496.466445663, 212736.4865697382, -389953.8424257095, 602690.3289954481 ], [ 627.549032, 466.052565, 161.496466, 212.736487, -389.953842, 602.690329 ], [ 0.345757, 0.256778, 0.088979, 0.06284, 0, 0.107482 ], [ 10, 10, 10, 10, 10, 10 ], [ -109713, -128066, -57776, -945194, -991672, -690225 ], [ 2.243028, 2.58815, 1.763942, 1.067862, 0.775329, 1.430745 ], [ 94, 47, 47, 94, 47, 47 ], [ 49, 19, 30, 49, 19, 30 ], [ 45, 28, 17, 45, 28, 17 ], [ 52.12766, 40.425532, 63.829787, 52.12766, 40.425532, 63.829787 ], [ 2.059924, 3.814116, 0.999567, 0.980689, 1.142591, 0.810756 ], [ 560535, 560535, 68639, 601718, 601718, 483566 ], [ -57776, -30925, -57776, -651961, -293583, -651961 ], [ 37, 27, 46, 37, 27, 46 ], [ 48, 38, 54, 48, 38, 54 ], [ 25, 19, 33, 25, 19, 33 ], [ 3481, 1282, 2199, 3481, 1282, 2199 ], [ 0, 0, 19.050135, 0, 0, 19.050135 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 506851, 348375, -71167, -256038, -582475, -47430 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3630, "evaluation_days": 1815, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1608163200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759540331640, "expiration_time": 1764240480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|