Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550260.0532 | 353314.8868 | 196945.1664 | 625384.3789 | 1410986.5825 | -785602.2036 |
Total P&L (%) | 550.2601 | 353.3149 | 196.9452 | 625.3844 | 1410.9866 | -785.6022 |
Avg Daily Profit (%) | 0.3038 | 0.1951 | 0.1087 | 0.1095 | 0.15 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148900 | -91712 | -75680 | -5375192 | -2218088 | -3673383 |
Profit Factor | 2.0268 | 2.3297 | 1.7289 | 1.0509 | 1.2655 | 0.8872 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 46.3918 | 46.9388 | 45.8333 | 46.3918 | 46.9388 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.3421 | 2.6336 | 2.0433 | 1.2144 | 1.4306 | 1.0485 |
Largest Winning Trade | 337736 | 337736 | 51548 | 1182991 | 1182991 | 1020877 |
Largest Losing Trade | -47251 | -33639 | -47251 | -2322586 | -1185199 | -2322586 |
Avg Bars in Trades | 70 | 45 | 95 | 70 | 45 | 95 |
Avg Bars in Winners | 104 | 47 | 163 | 104 | 47 | 163 |
Avg Bars in Losers | 40 | 43 | 37 | 40 | 43 | 37 |
Bars Traded | 6800 | 2230 | 4570 | 6800 | 2230 | 4570 |
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 | 418757 | 393164 | -46082 | -212085 | 230020 | -580642 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7245, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607104800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759245876718, "expiration_time": 1763928360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 128, "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": [ [ 550260.0532408973, 353314.8868002864, 196945.1664406107, 625384.3789154624, 1410986.5825100113, -785602.2035945489 ], [ 550.260053, 353.314887, 196.945166, 625.384379, 1410.986583, -785.602204 ], [ 0.303801, 0.195067, 0.108734, 0.109461, 0.150028, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -148900, -91712, -75680, -5375192, -2218088, -3673383 ], [ 2.026824, 2.329716, 1.728945, 1.050935, 1.265501, 0.887184 ], [ 97, 49, 48, 97, 49, 48 ], [ 45, 23, 22, 45, 23, 22 ], [ 52, 26, 26, 52, 26, 26 ], [ 46.391753, 46.938776, 45.833333, 46.391753, 46.938776, 45.833333 ], [ 2.342108, 2.633591, 2.043298, 1.214414, 1.430567, 1.04849 ], [ 337736, 337736, 51548, 1182991, 1182991, 1020877 ], [ -47251, -33639, -47251, -2322586, -1185199, -2322586 ], [ 70, 45, 95, 70, 45, 95 ], [ 104, 47, 163, 104, 47, 163 ], [ 40, 43, 37, 40, 43, 37 ], [ 6800, 2230, 4570, 6800, 2230, 4570 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 418757, 393164, -46082, -212085, 230020, -580642 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7245, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607104800000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759245876718, "expiration_time": 1763928360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 128, "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) |
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