Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444921.4744 | 363225.2466 | 81696.2277 | 113559.9971 | 90868.7167 | 22691.2804 |
Total P&L (%) | 444.9215 | 363.2252 | 81.6962 | 113.56 | 90.8687 | 22.6913 |
Avg Daily Profit (%) | 0.1938 | 0.1582 | 0.0356 | 0.0331 | 0.0282 | 0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137916 | -97268 | -118647 | -189779 | -149614 | -167091 |
Profit Factor | 1.4014 | 1.6513 | 1.1484 | 1.0836 | 1.1245 | 1.0361 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 110 | 54 | 56 | 110 | 54 | 56 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 50.9259 | 50 | 51.8519 | 50.9259 | 50 | 51.8519 |
Ratio Avg Win / Avg Loss | 1.3505 | 1.6513 | 1.0663 | 1.0442 | 1.1245 | 0.9621 |
Largest Winning Trade | 137678 | 137678 | 57762 | 175272 | 175272 | 66310 |
Largest Losing Trade | -46091 | -46091 | -41672 | -126091 | -61653 | -126091 |
Avg Bars in Trades | 62 | 69 | 55 | 62 | 69 | 55 |
Avg Bars in Winners | 75 | 77 | 74 | 75 | 77 | 74 |
Avg Bars in Losers | 48 | 62 | 34 | 48 | 62 | 34 |
Bars Traded | 13536 | 7544 | 5992 | 13536 | 7544 | 5992 |
Profit Streak | 11.5101 | 0 | 15.5101 | 11.5101 | 0 | 15.5101 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365543 | 364478 | -202137 | -275415 | -239074 | -367954 |
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13775, "evaluation_days": 2295.83, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563523200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759551271262, "expiration_time": 1765486800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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": [ [ 444921.4743858627, 363225.2466406607, 81696.2277452022, 113559.9971131838, 90868.7166653982, 22691.2804477857 ], [ 444.921474, 363.225247, 81.696228, 113.559997, 90.868717, 22.69128 ], [ 0.193795, 0.158211, 0.035585, 0.033054, 0.02816, 0.008908 ], [ 10, 10, 10, 10, 10, 10 ], [ -137916, -97268, -118647, -189779, -149614, -167091 ], [ 1.40141, 1.651259, 1.148358, 1.083603, 1.124526, 1.036098 ], [ 216, 108, 108, 216, 108, 108 ], [ 110, 54, 56, 110, 54, 56 ], [ 106, 54, 52, 106, 54, 52 ], [ 50.925926, 50, 51.851852, 50.925926, 50, 51.851852 ], [ 1.35045, 1.651259, 1.066333, 1.044199, 1.124526, 0.962091 ], [ 137678, 137678, 57762, 175272, 175272, 66310 ], [ -46091, -46091, -41672, -126091, -61653, -126091 ], [ 62, 69, 55, 62, 69, 55 ], [ 75, 77, 74, 75, 77, 74 ], [ 48, 62, 34, 48, 62, 34 ], [ 13536, 7544, 5992, 13536, 7544, 5992 ], [ 11.510084, 0, 15.510084, 11.510084, 0, 15.510084 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365543, 364478, -202137, -275415, -239074, -367954 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13775, "evaluation_days": 2295.83, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563523200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759551271262, "expiration_time": 1765486800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "jma", "factors": { "length": 55, "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) |
---|