Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697182.507 | 432441.2489 | 264741.2581 | 2479073.1692 | -16336.5548 | 2495409.724 |
Total P&L (%) | 697.1825 | 432.4412 | 264.7413 | 2479.0732 | -16.3366 | 2495.4097 |
Avg Daily Profit (%) | 0.3837 | 0.238 | 0.1457 | 0.179 | -0.0098 | 0.1794 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75107 | -67383 | -44629 | -3267394 | -3345640 | -1980093 |
Profit Factor | 2.2812 | 2.317 | 2.2268 | 1.16 | 0.9981 | 1.3684 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 41 | 12 | 29 | 41 | 12 | 29 |
Losing Trades | 58 | 37 | 21 | 58 | 37 | 21 |
Profitability (%) | 41.4141 | 24.4898 | 58 | 41.4141 | 24.4898 | 58 |
Ratio Avg Win / Avg Loss | 3.2271 | 7.144 | 1.6125 | 1.641 | 3.0776 | 0.9909 |
Largest Winning Trade | 336066 | 336066 | 70891 | 2171598 | 2171598 | 1370586 |
Largest Losing Trade | -40496 | -21522 | -40496 | -1811474 | -756415 | -1811474 |
Avg Bars in Trades | 218 | 184 | 251 | 218 | 184 | 251 |
Avg Bars in Winners | 356 | 388 | 343 | 356 | 388 | 343 |
Avg Bars in Losers | 120 | 118 | 123 | 120 | 118 | 123 |
Bars Traded | 21584 | 9034 | 12550 | 21584 | 9034 | 12550 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391527 | -19887 | -173298 | -38606 | -610245 | -172321 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21802, "evaluation_days": 1816.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604318400000, "last_datapoint_time": 1759788000000, "evaluation_time": 1759792731557, "expiration_time": 1765439078400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 165, "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": [ [ 697182.5069910029, 432441.2489019305, 264741.2580890724, 2479073.169243039, -16336.5547862067, 2495409.724029243 ], [ 697.182507, 432.441249, 264.741258, 2479.073169, -16.336555, 2495.409724 ], [ 0.383736, 0.23802, 0.145716, 0.179044, -0.009817, 0.179392 ], [ 10, 10, 10, 10, 10, 10 ], [ -75107, -67383, -44629, -3267394, -3345640, -1980093 ], [ 2.281208, 2.316986, 2.22677, 1.160024, 0.998126, 1.368405 ], [ 99, 49, 50, 99, 49, 50 ], [ 41, 12, 29, 41, 12, 29 ], [ 58, 37, 21, 58, 37, 21 ], [ 41.414141, 24.489796, 58, 41.414141, 24.489796, 58 ], [ 3.227074, 7.144039, 1.612488, 1.641009, 3.077556, 0.990914 ], [ 336066, 336066, 70891, 2171598, 2171598, 1370586 ], [ -40496, -21522, -40496, -1811474, -756415, -1811474 ], [ 218, 184, 251, 218, 184, 251 ], [ 356, 388, 343, 356, 388, 343 ], [ 120, 118, 123, 120, 118, 123 ], [ 21584, 9034, 12550, 21584, 9034, 12550 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391527, -19887, -173298, -38606, -610245, -172321 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21802, "evaluation_days": 1816.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604318400000, "last_datapoint_time": 1759788000000, "evaluation_time": 1759792731557, "expiration_time": 1765439078400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 165, "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) |
---|