Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370291.3431 | 476378.5304 | -106087.1873 | -93623.4986 | -7191.6098 | -86431.8889 |
Total P&L (%) | 370.2913 | 476.3785 | -106.0872 | -93.6235 | -7.1916 | -86.4319 |
Avg Daily Profit (%) | 0.1611 | 0.2072 | -0.0461 | -0.1197 | -0.0032 | -0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156961 | -120879 | -123809 | -184573 | -151854 | -115951 |
Profit Factor | 1.4228 | 2.0155 | 0.7391 | 0.8512 | 0.9798 | 0.6838 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 49.3671 | 45 | 53.8462 | 49.3671 | 45 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.4593 | 2.4634 | 0.6335 | 0.873 | 1.1975 | 0.5861 |
Largest Winning Trade | 426425 | 426425 | 54278 | 148984 | 148984 | 58972 |
Largest Losing Trade | -78028 | -61982 | -78028 | -61265 | -51658 | -61265 |
Avg Bars in Trades | 80 | 66 | 94 | 80 | 66 | 94 |
Avg Bars in Winners | 97 | 59 | 129 | 97 | 59 | 129 |
Avg Bars in Losers | 63 | 71 | 54 | 63 | 71 | 54 |
Bars Traded | 6352 | 2652 | 3700 | 6352 | 2652 | 3700 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23400 | 345475 | -580258 | -612301 | -581027 | -580258 |
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6897, "evaluation_days": 2299, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1565712000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759788189187, "expiration_time": 1765725408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "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": [ [ 370291.3430844662, 476378.5303564814, -106087.1872720153, -93623.4986437389, -7191.6097621148, -86431.888881624 ], [ 370.291343, 476.37853, -106.087187, -93.623499, -7.19161, -86.431889 ], [ 0.161066, 0.207211, -0.046145, -0.119657, -0.003246, -0.086846 ], [ 10, 10, 10, 10, 10, 10 ], [ -156961, -120879, -123809, -184573, -151854, -115951 ], [ 1.422848, 2.015502, 0.739089, 0.851179, 0.979786, 0.683781 ], [ 79, 40, 39, 79, 40, 39 ], [ 39, 18, 21, 39, 18, 21 ], [ 40, 22, 18, 40, 22, 18 ], [ 49.367089, 45, 53.846154, 49.367089, 45, 53.846154 ], [ 1.459331, 2.463392, 0.633505, 0.873004, 1.197516, 0.586098 ], [ 426425, 426425, 54278, 148984, 148984, 58972 ], [ -78028, -61982, -78028, -61265, -51658, -61265 ], [ 80, 66, 94, 80, 66, 94 ], [ 97, 59, 129, 97, 59, 129 ], [ 63, 71, 54, 63, 71, 54 ], [ 6352, 2652, 3700, 6352, 2652, 3700 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23400, 345475, -580258, -612301, -581027, -580258 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6897, "evaluation_days": 2299, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1565712000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759788189187, "expiration_time": 1765725408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 159, "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) |
---|