Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698039.4274 | 445446.4345 | 252592.9929 | 1479255.0483 | -1090570.8093 | 2569825.8576 |
Total P&L (%) | 698.0394 | 445.4464 | 252.593 | 1479.255 | -1090.5708 | 2569.8259 |
Avg Daily Profit (%) | 0.3848 | 0.2456 | 0.1393 | 0.1523 | 0 | 0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108672 | -76022 | -72233 | -3611761 | -2258366 | -2729937 |
Profit Factor | 1.8506 | 2.0876 | 1.6144 | 1.0867 | 0.8709 | 1.298 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 100 | 44 | 56 | 100 | 44 | 56 |
Losing Trades | 137 | 75 | 62 | 137 | 75 | 62 |
Profitability (%) | 42.1941 | 36.9748 | 47.4576 | 42.1941 | 36.9748 | 47.4576 |
Ratio Avg Win / Avg Loss | 2.5353 | 3.5584 | 1.7874 | 1.4887 | 1.4845 | 1.4371 |
Largest Winning Trade | 352954 | 352954 | 65027 | 1632827 | 1185789 | 1632827 |
Largest Losing Trade | -56204 | -21246 | -56204 | -1412190 | -784000 | -1412190 |
Avg Bars in Trades | 44 | 31 | 58 | 44 | 31 | 58 |
Avg Bars in Winners | 67 | 45 | 84 | 67 | 45 | 84 |
Avg Bars in Losers | 28 | 23 | 34 | 28 | 23 | 34 |
Bars Traded | 10580 | 3709 | 6871 | 10580 | 3709 | 6871 |
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 | 408023 | 240357 | -5300 | -119369 | -584414 | 241918 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10883, "evaluation_days": 1813.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604289600000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759482935388, "expiration_time": 1764179856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 698039.4273995067, 445446.4345299712, 252592.9928695358, 1479255.0482868454, -1090570.809303464, 2569825.8575903093 ], [ 698.039427, 445.446435, 252.592993, 1479.255048, -1090.570809, 2569.825858 ], [ 0.384843, 0.245583, 0.139259, 0.152255, 0, 0.18125 ], [ 10, 10, 10, 10, 10, 10 ], [ -108672, -76022, -72233, -3611761, -2258366, -2729937 ], [ 1.85057, 2.087614, 1.614417, 1.086658, 0.870895, 1.298027 ], [ 237, 119, 118, 237, 119, 118 ], [ 100, 44, 56, 100, 44, 56 ], [ 137, 75, 62, 137, 75, 62 ], [ 42.194093, 36.97479, 47.457627, 42.194093, 36.97479, 47.457627 ], [ 2.53528, 3.558433, 1.78739, 1.488722, 1.484481, 1.437102 ], [ 352954, 352954, 65027, 1632827, 1185789, 1632827 ], [ -56204, -21246, -56204, -1412190, -784000, -1412190 ], [ 44, 31, 58, 44, 31, 58 ], [ 67, 45, 84, 67, 45, 84 ], [ 28, 23, 34, 28, 23, 34 ], [ 10580, 3709, 6871, 10580, 3709, 6871 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 408023, 240357, -5300, -119369, -584414, 241918 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10883, "evaluation_days": 1813.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604289600000, "last_datapoint_time": 1759478400000, "evaluation_time": 1759482935388, "expiration_time": 1764179856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|