Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346125.5613 | 389057.1436 | -42931.5823 | -71896.7527 | 318067.5156 | -389964.2683 |
Total P&L (%) | 346.1256 | 389.0571 | -42.9316 | -71.8968 | 318.0675 | -389.9643 |
Avg Daily Profit (%) | 0.1661 | 0.1867 | -0.0206 | -0.0609 | 0.0687 | 0 |
Buy And Hold Return (%) | 28.8662 | 28.8662 | 28.8662 | 28.8662 | 28.8662 | 28.8662 |
Max Trade Drawdown | -281119 | -134892 | -175502 | -615648 | -233806 | -570790 |
Profit Factor | 1.2556 | 1.5701 | 0.9361 | 0.9761 | 1.2333 | 0.7637 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 159 | 73 | 86 | 159 | 73 | 86 |
Losing Trades | 182 | 98 | 84 | 182 | 98 | 84 |
Profitability (%) | 46.6276 | 42.6901 | 50.5882 | 46.6276 | 42.6901 | 50.5882 |
Ratio Avg Win / Avg Loss | 1.4373 | 2.1078 | 0.9143 | 1.1173 | 1.6556 | 0.7459 |
Largest Winning Trade | 223718 | 223718 | 32312 | 188369 | 188369 | 126474 |
Largest Losing Trade | -84496 | -25241 | -84496 | -277477 | -106935 | -277477 |
Avg Bars in Trades | 72 | 76 | 69 | 72 | 76 | 69 |
Avg Bars in Winners | 87 | 91 | 83 | 87 | 91 | 83 |
Avg Bars in Losers | 59 | 64 | 54 | 59 | 64 | 54 |
Bars Traded | 24749 | 12998 | 11751 | 24749 | 12998 | 11751 |
Profit Streak | 25.5274 | 25.5274 | 49.6941 | 25.5274 | 25.5274 | 49.6941 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310955 | 302156 | -579376 | -577618 | -102397 | -579376 |
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580198400000, "first_datapoint_time": 1581624000000, "last_datapoint_time": 1760263200000, "evaluation_time": 1760265566509, "expiration_time": 1766743200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 98, "offset": 64 } }, "second_band": { "type": "wma", "factors": { "length": 199, "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": [ [ 346125.561287905, 389057.1436319693, -42931.5823440643, -71896.7526949929, 318067.5156195305, -389964.2683145234 ], [ 346.125561, 389.057144, -42.931582, -71.896753, 318.067516, -389.964268 ], [ 0.166141, 0.186748, -0.020607, -0.060907, 0.068686, 0 ], [ 28.866197, 28.866197, 28.866197, 28.866197, 28.866197, 28.866197 ], [ -281119, -134892, -175502, -615648, -233806, -570790 ], [ 1.255638, 1.570087, 0.936067, 0.976144, 1.233254, 0.763684 ], [ 341, 171, 170, 341, 171, 170 ], [ 159, 73, 86, 159, 73, 86 ], [ 182, 98, 84, 182, 98, 84 ], [ 46.627566, 42.690058, 50.588235, 46.627566, 42.690058, 50.588235 ], [ 1.437272, 2.107787, 0.914298, 1.117347, 1.655601, 0.745924 ], [ 223718, 223718, 32312, 188369, 188369, 126474 ], [ -84496, -25241, -84496, -277477, -106935, -277477 ], [ 72, 76, 69, 72, 76, 69 ], [ 87, 91, 83, 87, 91, 83 ], [ 59, 64, 54, 59, 64, 54 ], [ 24749, 12998, 11751, 24749, 12998, 11751 ], [ 25.52739, 25.52739, 49.694057, 25.52739, 25.52739, 49.694057 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 310955, 302156, -579376, -577618, -102397, -579376 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1580198400000, "first_datapoint_time": 1581624000000, "last_datapoint_time": 1760263200000, "evaluation_time": 1760265566509, "expiration_time": 1766743200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 98, "offset": 64 } }, "second_band": { "type": "wma", "factors": { "length": 199, "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) |
---|