Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575893.3209 | 312952.0379 | 262941.2829 | 1421272.9285 | -161227.3129 | 1582500.2414 |
Total P&L (%) | 575.8933 | 312.952 | 262.9413 | 1421.2729 | -161.2273 | 1582.5002 |
Avg Daily Profit (%) | 0.317 | 0.1723 | 0.1448 | 0.15 | 0 | 0.1555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76478 | -75930 | -55846 | -1433348 | -1590330 | -1198833 |
Profit Factor | 1.8544 | 1.806 | 1.9201 | 1.1476 | 0.9698 | 1.3692 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 72 | 27 | 45 | 72 | 27 | 45 |
Losing Trades | 107 | 62 | 45 | 107 | 62 | 45 |
Profitability (%) | 40.2235 | 30.3371 | 50 | 40.2235 | 30.3371 | 50 |
Ratio Avg Win / Avg Loss | 2.7559 | 4.1472 | 1.9201 | 1.7054 | 2.227 | 1.3692 |
Largest Winning Trade | 270624 | 270624 | 55311 | 898284 | 898284 | 605187 |
Largest Losing Trade | -29116 | -29116 | -27536 | -550736 | -294735 | -550736 |
Avg Bars in Trades | 18 | 17 | 20 | 18 | 17 | 20 |
Avg Bars in Winners | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 3370 | 1559 | 1810 | 3370 | 1559 | 1810 |
Profit Streak | 15.4432 | 0 | 17.4432 | 15.4432 | 0 | 17.4432 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379907 | 112495 | 157487 | -51534 | -585685 | 313070 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1613088000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759703890424, "expiration_time": 1764373968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 13, "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": [ [ 575893.3208560529, 312952.0379491046, 262941.2829069488, 1421272.9285227538, -161227.3129029174, 1582500.2414256732 ], [ 575.893321, 312.952038, 262.941283, 1421.272929, -161.227313, 1582.500241 ], [ 0.317035, 0.172283, 0.144752, 0.149968, 0, 0.155522 ], [ 10, 10, 10, 10, 10, 10 ], [ -76478, -75930, -55846, -1433348, -1590330, -1198833 ], [ 1.85441, 1.806028, 1.920147, 1.147562, 0.969838, 1.369192 ], [ 179, 89, 90, 179, 89, 90 ], [ 72, 27, 45, 72, 27, 45 ], [ 107, 62, 45, 107, 62, 45 ], [ 40.223464, 30.337079, 50, 40.223464, 30.337079, 50 ], [ 2.755859, 4.147176, 1.920147, 1.705404, 2.227035, 1.369192 ], [ 270624, 270624, 55311, 898284, 898284, 605187 ], [ -29116, -29116, -27536, -550736, -294735, -550736 ], [ 18, 17, 20, 18, 17, 20 ], [ 30, 30, 29, 30, 30, 29 ], [ 11, 11, 10, 11, 11, 10 ], [ 3370, 1559, 1810, 3370, 1559, 1810 ], [ 15.443176, 0, 17.443176, 15.443176, 0, 17.443176 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 379907, 112495, 157487, -51534, -585685, 313070 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3633, "evaluation_days": 1816.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1613088000000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759703890424, "expiration_time": 1764373968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "tema", "factors": { "length": 13, "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) |
---|