Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734029.3739 | 537053.6842 | 196975.6897 | 855787.806 | -928459.5283 | 1784247.3343 |
Total P&L (%) | 734.0294 | 537.0537 | 196.9757 | 855.7878 | -928.4595 | 1784.2473 |
Avg Daily Profit (%) | 0.4042 | 0.2957 | 0.1085 | 0.1244 | 0 | 0.1618 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108017 | -80099 | -52154 | -2208352 | -1954661 | -1108201 |
Profit Factor | 2.4539 | 3.1389 | 1.7762 | 1.0849 | 0.8118 | 1.3464 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 43.662 | 42.2535 | 45.0704 | 43.662 | 42.2535 | 45.0704 |
Ratio Avg Win / Avg Loss | 3.1664 | 4.2898 | 2.1648 | 1.3998 | 1.1094 | 1.641 |
Largest Winning Trade | 574012 | 574012 | 68190 | 1144836 | 646820 | 1144836 |
Largest Losing Trade | -27247 | -26121 | -27247 | -718619 | -561143 | -718619 |
Avg Bars in Trades | 74 | 53 | 96 | 74 | 53 | 96 |
Avg Bars in Winners | 120 | 85 | 152 | 120 | 85 | 152 |
Avg Bars in Losers | 39 | 29 | 49 | 39 | 29 | 49 |
Bars Traded | 10622 | 3793 | 6829 | 10622 | 3793 | 6829 |
Profit Streak | 2.0464 | 13.3798 | 2.0464 | 2.0464 | 13.3798 | 2.0464 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401959 | -74037 | -135722 | -157007 | -668003 | -81717 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10896, "evaluation_days": 1816, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606363200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759669611857, "expiration_time": 1764372672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 734029.373866295, 537053.6841813171, 196975.6896849779, 855787.8060361478, -928459.5282764564, 1784247.334312602 ], [ 734.029374, 537.053684, 196.97569, 855.787806, -928.459528, 1784.247334 ], [ 0.404201, 0.295734, 0.108467, 0.124382, 0, 0.161811 ], [ 10, 10, 10, 10, 10, 10 ], [ -108017, -80099, -52154, -2208352, -1954661, -1108201 ], [ 2.453938, 3.138893, 1.776208, 1.084873, 0.811784, 1.346439 ], [ 142, 71, 71, 142, 71, 71 ], [ 62, 30, 32, 62, 30, 32 ], [ 80, 41, 39, 80, 41, 39 ], [ 43.661972, 42.253521, 45.070423, 43.661972, 42.253521, 45.070423 ], [ 3.166371, 4.289821, 2.164753, 1.399836, 1.109438, 1.640972 ], [ 574012, 574012, 68190, 1144836, 646820, 1144836 ], [ -27247, -26121, -27247, -718619, -561143, -718619 ], [ 74, 53, 96, 74, 53, 96 ], [ 120, 85, 152, 120, 85, 152 ], [ 39, 29, 49, 39, 29, 49 ], [ 10622, 3793, 6829, 10622, 3793, 6829 ], [ 2.046433, 13.379767, 2.046433, 2.046433, 13.379767, 2.046434 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 401959, -74037, -135722, -157007, -668003, -81717 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10896, "evaluation_days": 1816, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1606363200000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759669611857, "expiration_time": 1764372672000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|