Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550418.312 | 284313.8911 | 266104.421 | 1397823.2674 | -58197.195 | 1456020.4624 |
Total P&L (%) | 550.4183 | 284.3139 | 266.1044 | 1397.8233 | -58.1972 | 1456.0205 |
Avg Daily Profit (%) | 0.3021 | 0.156 | 0.1461 | 0.1487 | -0.0479 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110080 | -88246 | -90162 | -4990684 | -2134143 | -4187901 |
Profit Factor | 1.4931 | 1.4904 | 1.4961 | 1.0494 | 0.9959 | 1.1037 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 173 | 91 | 82 | 173 | 91 | 82 |
Profitability (%) | 38.2143 | 35 | 41.4286 | 38.2143 | 35 | 41.4286 |
Ratio Avg Win / Avg Loss | 2.4141 | 2.7679 | 2.1151 | 1.6967 | 1.8496 | 1.5604 |
Largest Winning Trade | 115567 | 115567 | 51107 | 1362192 | 1362192 | 1100238 |
Largest Losing Trade | -30069 | -21961 | -30069 | -1183812 | -563156 | -1183812 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 18 | 16 | 20 | 18 | 16 | 20 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 3617 | 1678 | 1938 | 3617 | 1678 | 1938 |
Profit Streak | 20.1935 | 20.1935 | 24.6935 | 20.1935 | 20.1935 | 24.6935 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356905 | 159117 | 75932 | -160610 | -583184 | -99930 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3644, "evaluation_days": 1822, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603281600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760157521058, "expiration_time": 1764863424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 2.31687 } } }
{ "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": [ [ 550418.3120474644, 284313.8910827397, 266104.4209647246, 1397823.2674048166, -58197.1949969147, 1456020.4624017307 ], [ 550.418312, 284.313891, 266.104421, 1397.823267, -58.197195, 1456.020462 ], [ 0.302096, 0.156045, 0.146051, 0.148661, -0.047859, 0.150757 ], [ 10, 10, 10, 10, 10, 10 ], [ -110080, -88246, -90162, -4990684, -2134143, -4187901 ], [ 1.493117, 1.490395, 1.496059, 1.049411, 0.995916, 1.10371 ], [ 280, 140, 140, 280, 140, 140 ], [ 107, 49, 58, 107, 49, 58 ], [ 173, 91, 82, 173, 91, 82 ], [ 38.214286, 35, 41.428571, 38.214286, 35, 41.428571 ], [ 2.414105, 2.767877, 2.115117, 1.696711, 1.849559, 1.560418 ], [ 115567, 115567, 51107, 1362192, 1362192, 1100238 ], [ -30069, -21961, -30069, -1183812, -563156, -1183812 ], [ 12, 11, 13, 12, 11, 13 ], [ 18, 16, 20, 18, 16, 20 ], [ 9, 9, 9, 9, 9, 9 ], [ 3617, 1678, 1938, 3617, 1678, 1938 ], [ 20.193531, 20.193531, 24.693531, 20.193531, 20.193531, 24.693531 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 356905, 159117, 75932, -160610, -583184, -99930 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3644, "evaluation_days": 1822, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603281600000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760157521058, "expiration_time": 1764863424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 2.31687 } } }
# | 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) |
---|