Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598652.1033 | 457111.8231 | 141540.2802 | 874265.9113 | 952070.7186 | -77804.8073 |
Total P&L (%) | 598.6521 | 457.1118 | 141.5403 | 874.2659 | 952.0707 | -77.8048 |
Avg Daily Profit (%) | 0.2597 | 0.1983 | 0.0614 | 0.0988 | 0.1022 | -0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126841 | -155978 | -67338 | -904305 | -841646 | -654708 |
Profit Factor | 1.8725 | 2.308 | 1.4204 | 1.2436 | 1.5285 | 0.9565 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 43.1138 | 46.4286 | 39.759 | 43.1138 | 46.4286 | 39.759 |
Ratio Avg Win / Avg Loss | 2.4706 | 2.663 | 2.1521 | 1.6408 | 1.7636 | 1.4492 |
Largest Winning Trade | 232453 | 232453 | 67168 | 721639 | 721639 | 236152 |
Largest Losing Trade | -41377 | -39096 | -41377 | -490475 | -271683 | -490475 |
Avg Bars in Trades | 40 | 35 | 45 | 40 | 35 | 45 |
Avg Bars in Winners | 67 | 54 | 83 | 67 | 54 | 83 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 6717 | 2979 | 3738 | 6717 | 2979 | 3738 |
Profit Streak | 173.6726 | 183.0059 | 173.6726 | 173.6726 | 183.0059 | 173.6726 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425581 | 421969 | -111932 | -60069 | -53878 | -582042 |
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6915, "evaluation_days": 2305, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563984000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760314111934, "expiration_time": 1766259360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 98 } }, "second_band": { "type": "hma", "factors": { "length": 18, "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": [ [ 598652.1032884625, 457111.8230886497, 141540.2801998129, 874265.9113110292, 952070.7186184844, -77804.8073074549 ], [ 598.652103, 457.111823, 141.54028, 874.265911, 952.070719, -77.804807 ], [ 0.259719, 0.198313, 0.061406, 0.098813, 0.10215, -0.065284 ], [ 10, 10, 10, 10, 10, 10 ], [ -126841, -155978, -67338, -904305, -841646, -654708 ], [ 1.872455, 2.307973, 1.420389, 1.243568, 1.528484, 0.956483 ], [ 167, 84, 83, 167, 84, 83 ], [ 72, 39, 33, 72, 39, 33 ], [ 95, 45, 50, 95, 45, 50 ], [ 43.113772, 46.428571, 39.759036, 43.113772, 46.428571, 39.759036 ], [ 2.4706, 2.663046, 2.152105, 1.640819, 1.763635, 1.449216 ], [ 232453, 232453, 67168, 721639, 721639, 236152 ], [ -41377, -39096, -41377, -490475, -271683, -490475 ], [ 40, 35, 45, 40, 35, 45 ], [ 67, 54, 83, 67, 54, 83 ], [ 19, 19, 19, 19, 19, 19 ], [ 6717, 2979, 3738, 6717, 2979, 3738 ], [ 173.672592, 183.005925, 173.672592, 173.672592, 183.005925, 173.672592 ], [ 9, 6, 4, 9, 6, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 425581, 421969, -111932, -60069, -53878, -582042 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6915, "evaluation_days": 2305, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563984000000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760314111934, "expiration_time": 1766259360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 98 } }, "second_band": { "type": "hma", "factors": { "length": 18, "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) |
---|