Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458782.5215 | 260636.7587 | 198145.7628 | 45262.1178 | 512341.95 | -467079.8322 |
Total P&L (%) | 458.7825 | 260.6368 | 198.1458 | 45.2621 | 512.342 | -467.0798 |
Avg Daily Profit (%) | 0.2749 | 0.1562 | 0.1187 | 0.0224 | 0.1086 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196659 | -209123 | -108136 | -2221869 | -1353273 | -1138862 |
Profit Factor | 1.3179 | 1.3078 | 1.3323 | 1.0064 | 1.132 | 0.8546 |
Total Trades | 348 | 174 | 174 | 348 | 174 | 174 |
Winning Trades | 178 | 78 | 100 | 178 | 78 | 100 |
Losing Trades | 170 | 96 | 74 | 170 | 96 | 74 |
Profitability (%) | 51.1494 | 44.8276 | 57.4713 | 51.1494 | 44.8276 | 57.4713 |
Ratio Avg Win / Avg Loss | 1.2587 | 1.6096 | 0.9859 | 0.9612 | 1.3933 | 0.6324 |
Largest Winning Trade | 198630 | 198630 | 36911 | 1521710 | 1521710 | 226814 |
Largest Losing Trade | -47057 | -47057 | -46605 | -679715 | -507547 | -679715 |
Avg Bars in Trades | 56 | 62 | 51 | 56 | 62 | 51 |
Avg Bars in Winners | 57 | 64 | 52 | 57 | 64 | 52 |
Avg Bars in Losers | 55 | 60 | 49 | 55 | 60 | 49 |
Bars Traded | 19825 | 10856 | 8969 | 19825 | 10856 | 8969 |
Profit Streak | 14.4397 | 14.4397 | 15.7731 | 14.4397 | 14.4397 | 15.7731 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413905 | 267305 | -33999 | -376862 | -123893 | -578873 |
{ "trading_pair": "ALICE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20029, "evaluation_days": 1669.08, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1616925600000, "last_datapoint_time": 1760018400000, "evaluation_time": 1760020392619, "expiration_time": 1765209916800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "sma", "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": [ [ 458782.5215130354, 260636.7587458385, 198145.7627671965, 45262.1177850554, 512341.9500153206, -467079.8322302641 ], [ 458.782522, 260.636759, 198.145763, 45.262118, 512.34195, -467.079832 ], [ 0.274871, 0.156156, 0.118716, 0.022372, 0.108629, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -196659, -209123, -108136, -2221869, -1353273, -1138862 ], [ 1.31793, 1.307801, 1.332314, 1.006382, 1.132044, 0.854601 ], [ 348, 174, 174, 348, 174, 174 ], [ 178, 78, 100, 178, 78, 100 ], [ 170, 96, 74, 170, 96, 74 ], [ 51.149425, 44.827586, 57.471264, 51.149425, 44.827586, 57.471264 ], [ 1.258697, 1.609601, 0.985913, 0.961151, 1.393284, 0.632405 ], [ 198630, 198630, 36911, 1521710, 1521710, 226814 ], [ -47057, -47057, -46605, -679715, -507547, -679715 ], [ 56, 62, 51, 56, 62, 51 ], [ 57, 64, 52, 57, 64, 52 ], [ 55, 60, 49, 55, 60, 49 ], [ 19825, 10856, 8969, 19825, 10856, 8969 ], [ 14.439729, 14.439729, 15.773063, 14.439729, 14.439729, 15.773063 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413905, 267305, -33999, -376862, -123893, -578873 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20029, "evaluation_days": 1669.08, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1616925600000, "last_datapoint_time": 1760018400000, "evaluation_time": 1760020392619, "expiration_time": 1765209916800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "sma", "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) |
---|