Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878710.9916 | 598634.6219 | 280076.3697 | 5221679.4463 | -419238.8356 | 5640918.2819 |
Total P&L (%) | 878.711 | 598.6346 | 280.0764 | 5221.6794 | -419.2388 | 5640.9183 |
Avg Daily Profit (%) | 0.4852 | 0.3306 | 0.1547 | 0.2197 | 0 | 0.2239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72713 | -64989 | -43998 | -6006768 | -6536845 | -4057896 |
Profit Factor | 3.9002 | 4.3241 | 3.279 | 1.2507 | 0.9649 | 1.6347 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 24 | 8 | 16 | 24 | 8 | 16 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 36.9231 | 24.2424 | 50 | 36.9231 | 24.2424 | 50 |
Ratio Avg Win / Avg Loss | 6.6628 | 13.5128 | 3.279 | 2.1366 | 3.0153 | 1.6347 |
Largest Winning Trade | 554190 | 554190 | 72621 | 2507437 | 2390450 | 2507437 |
Largest Losing Trade | -18314 | -18314 | -13959 | -1355076 | -1231447 | -1355076 |
Avg Bars in Trades | 53 | 34 | 74 | 53 | 34 | 74 |
Avg Bars in Winners | 116 | 92 | 128 | 116 | 92 | 128 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 3507 | 1138 | 2369 | 3507 | 1138 | 2369 |
Profit Streak | 0 | 0 | 48.2272 | 0 | 0 | 48.2272 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123899 | -16725 | 505117 | -132263 | -611178 | 427181 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606780800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210032341, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 24, "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": [ [ 878710.9916007614, 598634.6219068674, 280076.3696938941, 5221679.446326257, -419238.8356195879, 5640918.2819458395 ], [ 878.710992, 598.634622, 280.07637, 5221.679446, -419.238836, 5640.918282 ], [ 0.485208, 0.330555, 0.154653, 0.219698, 0, 0.223895 ], [ 10, 10, 10, 10, 10, 10 ], [ -72713, -64989, -43998, -6006768, -6536845, -4057896 ], [ 3.900196, 4.324088, 3.279019, 1.25069, 0.964891, 1.634651 ], [ 65, 33, 32, 65, 33, 32 ], [ 24, 8, 16, 24, 8, 16 ], [ 41, 25, 16, 41, 25, 16 ], [ 36.923077, 24.242424, 50, 36.923077, 24.242424, 50 ], [ 6.662835, 13.512774, 3.279019, 2.136596, 3.015283, 1.634651 ], [ 554190, 554190, 72621, 2507437, 2390450, 2507437 ], [ -18314, -18314, -13959, -1355076, -1231447, -1355076 ], [ 53, 34, 74, 53, 34, 74 ], [ 116, 92, 128, 116, 92, 128 ], [ 17, 16, 19, 17, 16, 19 ], [ 3507, 1138, 2369, 3507, 1138, 2369 ], [ 0, 0, 48.227226, 0, 0, 48.227226 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -123899, -16725, 505117, -132263, -611178, 427181 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3622, "evaluation_days": 1811, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606780800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210032341, "expiration_time": 1763884512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 24, "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) |
---|