Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150418.3477 | 1075052.1064 | 75366.2413 | 24103743.8239 | 34700664.536 | -10596920.712 |
Total P&L (%) | 1150.4183 | 1075.0521 | 75.3662 | 24103.7438 | 34700.6645 | -10596.9207 |
Avg Daily Profit (%) | 0.4696 | 0.4388 | 0.0308 | 0.2243 | 0.2392 | 0 |
Buy And Hold Return (%) | 4870.02 | 4870.02 | 4870.02 | 4870.02 | 4870.02 | 4870.02 |
Max Trade Drawdown | -113578 | -112640 | -69462 | -34216237 | -28796674 | -19647649 |
Profit Factor | 3.3131 | 5.483 | 1.2926 | 1.215 | 1.6143 | 0.8096 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 50.6173 | 53.6585 | 47.5 | 50.6173 | 53.6585 | 47.5 |
Ratio Avg Win / Avg Loss | 3.2323 | 4.7353 | 1.4287 | 1.1853 | 1.3942 | 0.8948 |
Largest Winning Trade | 395888 | 395888 | 51873 | 15624052 | 15624052 | 10453537 |
Largest Losing Trade | -40347 | -35985 | -40347 | -12774869 | -12774869 | -11037718 |
Avg Bars in Trades | 175 | 204 | 146 | 175 | 204 | 146 |
Avg Bars in Winners | 224 | 262 | 179 | 224 | 262 | 179 |
Avg Bars in Losers | 125 | 135 | 116 | 125 | 135 | 116 |
Bars Traded | 14214 | 8366 | 5848 | 14214 | 8366 | 5848 |
Profit Streak | 86.8412 | 111.0079 | 0 | 86.8412 | 111.0079 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164740 | -146477 | -318470 | -9207 | 410033 | -581722 |
{ "trading_pair": "LINK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14699, "evaluation_days": 2449.83, "actual_first_datapoint_time": 1547625600000, "first_datapoint_time": 1550635200000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759363882642, "expiration_time": 1765698768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.66489 } }, "second_band": { "type": "vwma", "factors": { "length": 210, "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": [ [ 1150418.347676555, 1075052.1063595104, 75366.2413170445, 24103743.823926747, 34700664.53595416, -10596920.712027432 ], [ 1150.418348, 1075.052106, 75.366241, 24103.743824, 34700.664536, -10596.920712 ], [ 0.469591, 0.438827, 0.030764, 0.224311, 0.239168, 0 ], [ 4870.019987, 4870.019987, 4870.019987, 4870.019987, 4870.019987, 4870.019987 ], [ -113578, -112640, -69462, -34216237, -28796674, -19647649 ], [ 3.31311, 5.483027, 1.292637, 1.21495, 1.614306, 0.809575 ], [ 81, 41, 40, 81, 41, 40 ], [ 41, 22, 19, 41, 22, 19 ], [ 40, 19, 21, 40, 19, 21 ], [ 50.617284, 53.658537, 47.5, 50.617284, 53.658537, 47.5 ], [ 3.232302, 4.735341, 1.428704, 1.185317, 1.394174, 0.894794 ], [ 395888, 395888, 51873, 15624052, 15624052, 10453537 ], [ -40347, -35985, -40347, -12774869, -12774869, -11037718 ], [ 175, 204, 146, 175, 204, 146 ], [ 224, 262, 179, 224, 262, 179 ], [ 125, 135, 116, 125, 135, 116 ], [ 14214, 8366, 5848, 14214, 8366, 5848 ], [ 86.841234, 111.007901, 0, 86.841234, 111.007901, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164740, -146477, -318470, -9207, 410033, -581722 ] ] }
{ "trading_pair": "LINK_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14699, "evaluation_days": 2449.83, "actual_first_datapoint_time": 1547625600000, "first_datapoint_time": 1550635200000, "last_datapoint_time": 1759348800000, "evaluation_time": 1759363882642, "expiration_time": 1765698768000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.66489 } }, "second_band": { "type": "vwma", "factors": { "length": 210, "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) |
---|