Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510836.6698 | 337033.5937 | 173803.0761 | 195654.7658 | 32923.0981 | 162731.6677 |
Total P&L (%) | 510.8367 | 337.0336 | 173.8031 | 195.6548 | 32.9231 | 162.7317 |
Avg Daily Profit (%) | 0.283 | 0.1867 | 0.0963 | 0.0601 | 0.0158 | 0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147202 | -146151 | -62643 | -666623 | -508608 | -333747 |
Profit Factor | 1.5377 | 1.578 | 1.4737 | 1.0517 | 1.0148 | 1.1039 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 101 | 42 | 59 | 101 | 42 | 59 |
Losing Trades | 115 | 66 | 49 | 115 | 66 | 49 |
Profitability (%) | 46.7593 | 38.8889 | 54.6296 | 46.7593 | 38.8889 | 54.6296 |
Ratio Avg Win / Avg Loss | 1.7509 | 2.4797 | 1.2239 | 1.1974 | 1.5947 | 0.9168 |
Largest Winning Trade | 311340 | 311340 | 50747 | 448343 | 448343 | 173248 |
Largest Losing Trade | -37374 | -28924 | -37374 | -222606 | -145765 | -222606 |
Avg Bars in Trades | 49 | 57 | 41 | 49 | 57 | 41 |
Avg Bars in Winners | 66 | 82 | 54 | 66 | 82 | 54 |
Avg Bars in Losers | 34 | 40 | 25 | 34 | 40 | 25 |
Bars Traded | 10676 | 6168 | 4508 | 10676 | 6168 | 4508 |
Profit Streak | 0 | 0 | 108.722 | 0 | 0 | 108.722 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405551 | 209293 | -61549 | -276532 | -382331 | -227581 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604635200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022380890, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 14, "offset": 68 } }, "second_band": { "type": "midpoint", "factors": { "length": 130, "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": [ [ 510836.669849603, 337033.5937233118, 173803.0761262919, 195654.7657884923, 32923.0980781048, 162731.6677103876 ], [ 510.83667, 337.033594, 173.803076, 195.654766, 32.923098, 162.731668 ], [ 0.283012, 0.186722, 0.09629, 0.060075, 0.015769, 0.05353 ], [ 10, 10, 10, 10, 10, 10 ], [ -147202, -146151, -62643, -666623, -508608, -333747 ], [ 1.537731, 1.577997, 1.473734, 1.051664, 1.014822, 1.103928 ], [ 216, 108, 108, 216, 108, 108 ], [ 101, 42, 59, 101, 42, 59 ], [ 115, 66, 49, 115, 66, 49 ], [ 46.759259, 38.888889, 54.62963, 46.759259, 38.888889, 54.62963 ], [ 1.750882, 2.47971, 1.223948, 1.19744, 1.59472, 0.916822 ], [ 311340, 311340, 50747, 448343, 448343, 173248 ], [ -37374, -28924, -37374, -222606, -145765, -222606 ], [ 49, 57, 41, 49, 57, 41 ], [ 66, 82, 54, 66, 82, 54 ], [ 34, 40, 25, 34, 40, 25 ], [ 10676, 6168, 4508, 10676, 6168, 4508 ], [ 0, 0, 108.722001, 0, 0, 108.722001 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 405551, 209293, -61549, -276532, -382331, -227581 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604635200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759022380890, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 14, "offset": 68 } }, "second_band": { "type": "midpoint", "factors": { "length": 130, "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) |
---|