Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562763.1914 | 486722.4249 | 76040.7666 | 4131.3526 | 19373.4403 | -15242.0877 |
Total P&L (%) | 562.7632 | 486.7224 | 76.0408 | 4.1314 | 19.3734 | -15.2421 |
Avg Daily Profit (%) | 0.245 | 0.2119 | 0.0331 | 0.0018 | 0.0077 | -0.0072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205311 | -150742 | -192841 | -361641 | -184492 | -231687 |
Profit Factor | 1.2915 | 1.4677 | 1.0855 | 1.0023 | 1.0193 | 0.9812 |
Total Trades | 525 | 262 | 263 | 525 | 262 | 263 |
Winning Trades | 228 | 110 | 118 | 228 | 110 | 118 |
Losing Trades | 297 | 152 | 145 | 297 | 152 | 145 |
Profitability (%) | 43.4286 | 41.9847 | 44.8669 | 43.4286 | 41.9847 | 44.8669 |
Ratio Avg Win / Avg Loss | 1.6824 | 2.0281 | 1.3338 | 1.3056 | 1.4085 | 1.2057 |
Largest Winning Trade | 324901 | 324901 | 62670 | 111739 | 111739 | 57171 |
Largest Losing Trade | -42693 | -24581 | -42693 | -92357 | -92357 | -71360 |
Avg Bars in Trades | 13 | 14 | 11 | 13 | 14 | 11 |
Avg Bars in Winners | 17 | 20 | 14 | 17 | 20 | 14 |
Avg Bars in Losers | 9 | 11 | 8 | 9 | 11 | 8 |
Bars Traded | 6847 | 3926 | 2921 | 6847 | 3926 | 2921 |
Profit Streak | 0 | 12.9446 | 0 | 0 | 12.9446 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361120 | 307011 | -276082 | -573787 | -390509 | -580009 |
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6891, "evaluation_days": 2297, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561939200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759617614276, "expiration_time": 1765547424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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": [ [ 562763.191436187, 486722.4248695077, 76040.766566679, 4131.3526318911, 19373.4403497584, -15242.0877178675 ], [ 562.763191, 486.722425, 76.040767, 4.131353, 19.37344, -15.242088 ], [ 0.244999, 0.211895, 0.033104, 0.001762, 0.00771, -0.007199 ], [ 10, 10, 10, 10, 10, 10 ], [ -205311, -150742, -192841, -361641, -184492, -231687 ], [ 1.291538, 1.467739, 1.085464, 1.002281, 1.019332, 0.981159 ], [ 525, 262, 263, 525, 262, 263 ], [ 228, 110, 118, 228, 110, 118 ], [ 297, 152, 145, 297, 152, 145 ], [ 43.428571, 41.984733, 44.86692, 43.428571, 41.984733, 44.86692 ], [ 1.682399, 2.028148, 1.333833, 1.305603, 1.408532, 1.205661 ], [ 324901, 324901, 62670, 111739, 111739, 57171 ], [ -42693, -24581, -42693, -92357, -92357, -71360 ], [ 13, 14, 11, 13, 14, 11 ], [ 17, 20, 14, 17, 20, 14 ], [ 9, 11, 8, 9, 11, 8 ], [ 6847, 3926, 2921, 6847, 3926, 2921 ], [ 0, 12.944609, 0, 0, 12.94461, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 361120, 307011, -276082, -573787, -390509, -580009 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6891, "evaluation_days": 2297, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561939200000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759617614276, "expiration_time": 1765547424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 71, "offset": 0, "poles": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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) |
---|