Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613353.4216 | 373997.9588 | 239355.4627 | 1048587.4607 | -813.5279 | 1049400.9886 |
Total P&L (%) | 613.3534 | 373.998 | 239.3555 | 1048.5875 | -0.8135 | 1049.401 |
Avg Daily Profit (%) | 0.3373 | 0.2057 | 0.1316 | 0.1343 | -0.0004 | 0.1344 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128566 | -84295 | -67153 | -2218769 | -972992 | -1486129 |
Profit Factor | 1.7203 | 1.7855 | 1.6376 | 1.1073 | 0.9998 | 1.2315 |
Total Trades | 326 | 163 | 163 | 326 | 163 | 163 |
Winning Trades | 152 | 70 | 82 | 152 | 70 | 82 |
Losing Trades | 174 | 93 | 81 | 174 | 93 | 81 |
Profitability (%) | 46.6258 | 42.9448 | 50.3067 | 46.6258 | 42.9448 | 50.3067 |
Ratio Avg Win / Avg Loss | 1.9693 | 2.3721 | 1.6176 | 1.2676 | 1.3284 | 1.2164 |
Largest Winning Trade | 307866 | 307866 | 57549 | 1028886 | 1028886 | 521037 |
Largest Losing Trade | -54762 | -22697 | -54762 | -1271400 | -333713 | -1271400 |
Avg Bars in Trades | 33 | 28 | 37 | 33 | 28 | 37 |
Avg Bars in Winners | 44 | 35 | 52 | 44 | 35 | 52 |
Avg Bars in Losers | 22 | 23 | 22 | 22 | 23 | 22 |
Bars Traded | 10780 | 4640 | 6140 | 10780 | 4640 | 6140 |
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 | 463114 | 319979 | -13853 | -115335 | -581278 | -13213 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10910, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604088000000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759882364538, "expiration_time": 1764580320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 91 } }, "second_band": { "type": "swma", "factors": { "length": 31, "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": [ [ 613353.4215816704, 373997.9588401732, 239355.4627414978, 1048587.4606591987, -813.5279137552, 1049400.9885729544 ], [ 613.353422, 373.997959, 239.355463, 1048.587461, -0.813528, 1049.400989 ], [ 0.337317, 0.205682, 0.131635, 0.134341, -0.000449, 0.13438 ], [ 10, 10, 10, 10, 10, 10 ], [ -128566, -84295, -67153, -2218769, -972992, -1486129 ], [ 1.720271, 1.785458, 1.63759, 1.107334, 0.999845, 1.231464 ], [ 326, 163, 163, 326, 163, 163 ], [ 152, 70, 82, 152, 70, 82 ], [ 174, 93, 81, 174, 93, 81 ], [ 46.625767, 42.944785, 50.306748, 46.625767, 42.944785, 50.306748 ], [ 1.969257, 2.372108, 1.617619, 1.267606, 1.328365, 1.216446 ], [ 307866, 307866, 57549, 1028886, 1028886, 521037 ], [ -54762, -22697, -54762, -1271400, -333713, -1271400 ], [ 33, 28, 37, 33, 28, 37 ], [ 44, 35, 52, 44, 35, 52 ], [ 22, 23, 22, 22, 23, 22 ], [ 10780, 4640, 6140, 10780, 4640, 6140 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 463114, 319979, -13853, -115335, -581278, -13213 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10910, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604088000000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759882364538, "expiration_time": 1764580320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 91 } }, "second_band": { "type": "swma", "factors": { "length": 31, "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) |
---|