Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587447.8307 | 383699.5717 | 203748.2591 | 985224.7915 | 861016.4266 | 124208.3649 |
Total P&L (%) | 587.4478 | 383.6996 | 203.7483 | 985.2248 | 861.0164 | 124.2084 |
Avg Daily Profit (%) | 0.2552 | 0.1667 | 0.0885 | 0.1036 | 0.0983 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136744 | -109175 | -111407 | -1230905 | -860281 | -938604 |
Profit Factor | 1.3296 | 1.4633 | 1.2135 | 1.0915 | 1.1734 | 1.0214 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 208 | 108 | 100 | 208 | 108 | 100 |
Losing Trades | 300 | 146 | 154 | 300 | 146 | 154 |
Profitability (%) | 40.9449 | 42.5197 | 39.3701 | 40.9449 | 42.5197 | 39.3701 |
Ratio Avg Win / Avg Loss | 1.9177 | 1.9782 | 1.8688 | 1.5743 | 1.5863 | 1.573 |
Largest Winning Trade | 71507 | 71507 | 64054 | 412157 | 412157 | 336599 |
Largest Losing Trade | -38993 | -19069 | -38993 | -290754 | -149712 | -290754 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 20 | 17 | 24 | 20 | 17 | 24 |
Avg Bars in Losers | 8 | 9 | 8 | 8 | 9 | 8 |
Bars Traded | 6903 | 3201 | 3702 | 6903 | 3201 | 3702 |
Profit Streak | 20.6715 | 20.6715 | 24.0048 | 20.6715 | 20.6715 | 24.0048 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372731 | 296078 | -76681 | -172539 | -91248 | -344450 |
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6907, "evaluation_days": 2302.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561161600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760083613959, "expiration_time": 1766022048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.1595, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 587447.8307269827, 383699.571670797, 203748.2590561855, 985224.791487989, 861016.426628642, 124208.3648593458 ], [ 587.447831, 383.699572, 203.748259, 985.224791, 861.016427, 124.208365 ], [ 0.255154, 0.166657, 0.088497, 0.103617, 0.098332, 0.035075 ], [ 10, 10, 10, 10, 10, 10 ], [ -136744, -109175, -111407, -1230905, -860281, -938604 ], [ 1.329584, 1.463326, 1.213517, 1.091492, 1.173412, 1.021403 ], [ 508, 254, 254, 508, 254, 254 ], [ 208, 108, 100, 208, 108, 100 ], [ 300, 146, 154, 300, 146, 154 ], [ 40.944882, 42.519685, 39.370079, 40.944882, 42.519685, 39.370079 ], [ 1.917669, 1.9782, 1.868816, 1.574268, 1.58628, 1.572961 ], [ 71507, 71507, 64054, 412157, 412157, 336599 ], [ -38993, -19069, -38993, -290754, -149712, -290754 ], [ 13, 12, 14, 13, 12, 14 ], [ 20, 17, 24, 20, 17, 24 ], [ 8, 9, 8, 8, 9, 8 ], [ 6903, 3201, 3702, 6903, 3201, 3702 ], [ 20.671458, 20.671458, 24.004791, 20.671458, 20.671458, 24.004791 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372731, 296078, -76681, -172539, -91248, -344450 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6907, "evaluation_days": 2302.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561161600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760083613959, "expiration_time": 1766022048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.1595, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|