Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396457.8189 | 406739.6509 | -10281.832 | -11073.3234 | -192262.0925 | 181188.769 |
Total P&L (%) | 396.4578 | 406.7397 | -10.2818 | -11.0733 | -192.2621 | 181.1888 |
Avg Daily Profit (%) | 0.173 | 0.1775 | -0.0045 | -0.0051 | 0 | 0.0451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184216 | -158381 | -102786 | -771793 | -738981 | -383180 |
Profit Factor | 1.673 | 2.3608 | 0.9646 | 0.9931 | 0.8007 | 1.2865 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 49.1228 | 44.8276 | 53.5714 | 49.1228 | 44.8276 | 53.5714 |
Ratio Avg Win / Avg Loss | 1.7328 | 2.9056 | 0.836 | 1.0285 | 0.9854 | 1.115 |
Largest Winning Trade | 303333 | 303333 | 47190 | 261504 | 229366 | 261504 |
Largest Losing Trade | -47766 | -42179 | -47766 | -158192 | -158192 | -153037 |
Avg Bars in Trades | 74 | 62 | 86 | 74 | 62 | 86 |
Avg Bars in Winners | 103 | 85 | 118 | 103 | 85 | 118 |
Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
Bars Traded | 4234 | 1806 | 2428 | 4234 | 1806 | 2428 |
Profit Streak | 37.6652 | 37.6652 | 76.6652 | 37.6652 | 37.6652 | 76.6652 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168292 | 374530 | -600812 | -757963 | -582299 | -152670 |
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4583, "evaluation_days": 2291.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567771200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759118275089, "expiration_time": 1765043568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 111, "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": [ [ 396457.8188551518, 406739.6508818252, -10281.8320266734, -11073.3234394733, -192262.0924625233, 181188.7690230501 ], [ 396.457819, 406.739651, -10.281832, -11.073323, -192.262092, 181.188769 ], [ 0.173012, 0.177499, -0.004487, -0.005121, 0, 0.045127 ], [ 10, 10, 10, 10, 10, 10 ], [ -184216, -158381, -102786, -771793, -738981, -383180 ], [ 1.673011, 2.360823, 0.964568, 0.993066, 0.800676, 1.286488 ], [ 57, 29, 28, 57, 29, 28 ], [ 28, 13, 15, 28, 13, 15 ], [ 29, 16, 13, 29, 16, 13 ], [ 49.122807, 44.827586, 53.571429, 49.122807, 44.827586, 53.571429 ], [ 1.732761, 2.905629, 0.835959, 1.028533, 0.985447, 1.114956 ], [ 303333, 303333, 47190, 261504, 229366, 261504 ], [ -47766, -42179, -47766, -158192, -158192, -153037 ], [ 74, 62, 86, 74, 62, 86 ], [ 103, 85, 118, 103, 85, 118 ], [ 46, 43, 49, 46, 43, 49 ], [ 4234, 1806, 2428, 4234, 1806, 2428 ], [ 37.665221, 37.665221, 76.665221, 37.665221, 37.665221, 76.665221 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168292, 374530, -600812, -757963, -582299, -152670 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4583, "evaluation_days": 2291.5, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1567771200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759118275089, "expiration_time": 1765043568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 111, "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) |
---|