Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254113.3232 | 80175.1204 | 173938.2027 | 129443.1517 | 2089.1103 | 127354.0413 |
Total P&L (%) | 254.1133 | 80.1751 | 173.9382 | 129.4432 | 2.0891 | 127.354 |
Avg Daily Profit (%) | 0.1678 | 0.0529 | 0.1148 | 0.0548 | 0.0014 | 0.0542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89377 | -86737 | -46868 | -191882 | -193214 | -92384 |
Profit Factor | 1.346 | 1.2054 | 1.5053 | 1.1291 | 1.0039 | 1.2723 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 104 | 39 | 65 | 104 | 39 | 65 |
Losing Trades | 128 | 77 | 51 | 128 | 77 | 51 |
Profitability (%) | 44.8276 | 33.6207 | 56.0345 | 44.8276 | 33.6207 | 56.0345 |
Ratio Avg Win / Avg Loss | 1.6566 | 2.38 | 1.1811 | 1.3896 | 1.9821 | 0.9983 |
Largest Winning Trade | 107969 | 107969 | 70669 | 114332 | 114332 | 54509 |
Largest Losing Trade | -26742 | -23152 | -26742 | -37823 | -26997 | -37823 |
Avg Bars in Trades | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Winners | 28 | 32 | 26 | 28 | 32 | 26 |
Avg Bars in Losers | 11 | 12 | 10 | 11 | 12 | 10 |
Bars Traded | 4441 | 2183 | 2258 | 4441 | 2183 | 2258 |
Profit Streak | 8.286 | 8.286 | 27.6193 | 8.286 | 8.286 | 27.6193 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339436 | -127278 | -36074 | -197642 | -577553 | -119959 |
{ "trading_pair": "MINA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4544, "evaluation_days": 1514.67, "actual_first_datapoint_time": 1628553600000, "first_datapoint_time": 1630656000000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759416710816, "expiration_time": 1763318016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 67, "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": [ [ 254113.3231925389, 80175.1204475021, 173938.2027450371, 129443.1516609801, 2089.1103253573, 127354.041335623 ], [ 254.113323, 80.17512, 173.938203, 129.443152, 2.08911, 127.354041 ], [ 0.167768, 0.052932, 0.114836, 0.054844, 0.001365, 0.05424 ], [ 10, 10, 10, 10, 10, 10 ], [ -89377, -86737, -46868, -191882, -193214, -92384 ], [ 1.34599, 1.205445, 1.505339, 1.129053, 1.003902, 1.272331 ], [ 232, 116, 116, 232, 116, 116 ], [ 104, 39, 65, 104, 39, 65 ], [ 128, 77, 51, 128, 77, 51 ], [ 44.827586, 33.62069, 56.034483, 44.827586, 33.62069, 56.034483 ], [ 1.656604, 2.379981, 1.181113, 1.389604, 1.982063, 0.99829 ], [ 107969, 107969, 70669, 114332, 114332, 54509 ], [ -26742, -23152, -26742, -37823, -26997, -37823 ], [ 19, 18, 19, 19, 18, 19 ], [ 28, 32, 26, 28, 32, 26 ], [ 11, 12, 10, 11, 12, 10 ], [ 4441, 2183, 2258, 4441, 2183, 2258 ], [ 8.286005, 8.286005, 27.619338, 8.286005, 8.286005, 27.619338 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 339436, -127278, -36074, -197642, -577553, -119959 ] ] }
{ "trading_pair": "MINA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4544, "evaluation_days": 1514.67, "actual_first_datapoint_time": 1628553600000, "first_datapoint_time": 1630656000000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759416710816, "expiration_time": 1763318016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 67, "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) |
---|