Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710805.8868 | 409871.7674 | 300934.1194 | 4141786.7275 | -452641.749 | 4594428.4765 |
Total P&L (%) | 710.8059 | 409.8718 | 300.9341 | 4141.7867 | -452.6417 | 4594.4285 |
Avg Daily Profit (%) | 0.3905 | 0.2252 | 0.1653 | 0.2061 | 0 | 0.2117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111405 | -75939 | -51603 | -10054912 | -6619991 | -4045175 |
Profit Factor | 1.8388 | 1.8847 | 1.7834 | 1.1242 | 0.9729 | 1.2763 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 143 | 77 | 66 | 143 | 77 | 66 |
Profitability (%) | 42.3387 | 37.9032 | 46.7742 | 42.3387 | 37.9032 | 46.7742 |
Ratio Avg Win / Avg Loss | 2.5043 | 3.0877 | 2.0294 | 1.531 | 1.594 | 1.4523 |
Largest Winning Trade | 258707 | 258707 | 47520 | 3892828 | 3892828 | 3684602 |
Largest Losing Trade | -28339 | -17009 | -28339 | -2154531 | -1515355 | -2154531 |
Avg Bars in Trades | 87 | 68 | 105 | 87 | 68 | 105 |
Avg Bars in Winners | 132 | 99 | 160 | 132 | 99 | 160 |
Avg Bars in Losers | 53 | 49 | 58 | 53 | 49 | 58 |
Bars Traded | 21583 | 8447 | 13136 | 21583 | 8447 | 13136 |
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 | 413032 | 233444 | 332191 | -76433 | -582929 | 237488 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21844, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1760090400000, "evaluation_time": 1760097178132, "expiration_time": 1765752364800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 70, "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": [ [ 710805.8867720433, 409871.767382836, 300934.1193892078, 4141786.727541283, -452641.7489632085, 4594428.476504489 ], [ 710.805887, 409.871767, 300.934119, 4141.786728, -452.641749, 4594.428477 ], [ 0.390482, 0.225163, 0.165318, 0.206085, 0, 0.211667 ], [ 10, 10, 10, 10, 10, 10 ], [ -111405, -75939, -51603, -10054912, -6619991, -4045175 ], [ 1.838792, 1.884677, 1.783448, 1.124159, 0.972942, 1.276278 ], [ 248, 124, 124, 248, 124, 124 ], [ 105, 47, 58, 105, 47, 58 ], [ 143, 77, 66, 143, 77, 66 ], [ 42.33871, 37.903226, 46.774194, 42.33871, 37.903226, 46.774194 ], [ 2.50426, 3.087663, 2.029441, 1.530998, 1.59397, 1.452316 ], [ 258707, 258707, 47520, 3892828, 3892828, 3684602 ], [ -28339, -17009, -28339, -2154531, -1515355, -2154531 ], [ 87, 68, 105, 87, 68, 105 ], [ 132, 99, 160, 132, 99, 160 ], [ 53, 49, 58, 53, 49, 58 ], [ 21583, 8447, 13136, 21583, 8447, 13136 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 413032, 233444, 332191, -76433, -582929, 237488 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21844, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1760090400000, "evaluation_time": 1760097178132, "expiration_time": 1765752364800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 70, "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) |
---|