Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706039.366 | 453088.9214 | 252950.4446 | 841203.0634 | 119412.2547 | 721790.8087 |
Total P&L (%) | 706.0394 | 453.0889 | 252.9504 | 841.2031 | 119.4123 | 721.7908 |
Avg Daily Profit (%) | 0.388 | 0.249 | 0.139 | 0.1233 | 0.0432 | 0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149064 | -138596 | -82129 | -1589306 | -1620396 | -1397123 |
Profit Factor | 1.9304 | 2.0116 | 1.8135 | 1.1255 | 1.0327 | 1.2365 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 45.3947 | 36.8421 | 53.9474 | 45.3947 | 36.8421 | 53.9474 |
Ratio Avg Win / Avg Loss | 2.3221 | 3.4484 | 1.5481 | 1.3539 | 1.7704 | 1.0555 |
Largest Winning Trade | 323803 | 323803 | 47633 | 747165 | 747165 | 349247 |
Largest Losing Trade | -79015 | -29604 | -79015 | -1389491 | -417295 | -1389491 |
Avg Bars in Trades | 23 | 22 | 24 | 23 | 22 | 24 |
Avg Bars in Winners | 29 | 31 | 28 | 29 | 31 | 28 |
Avg Bars in Losers | 18 | 18 | 19 | 18 | 18 | 19 |
Bars Traded | 3600 | 1741 | 1859 | 3600 | 1741 | 1859 |
Profit Streak | 47.9992 | 47.9992 | 97.4992 | 47.9992 | 47.9992 | 97.4992 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504420 | -41873 | -51314 | -109758 | -372377 | -85565 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759967931800, "expiration_time": 1764640944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
{ "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": [ [ 706039.3659538166, 453088.9213698034, 252950.4445840132, 841203.0633525455, 119412.2546585707, 721790.8086939738 ], [ 706.039366, 453.088921, 252.950445, 841.203063, 119.412255, 721.790809 ], [ 0.38804, 0.249018, 0.139022, 0.123296, 0.043196, 0.11583 ], [ 10, 10, 10, 10, 10, 10 ], [ -149064, -138596, -82129, -1589306, -1620396, -1397123 ], [ 1.930408, 2.01158, 1.813483, 1.125512, 1.032715, 1.236493 ], [ 152, 76, 76, 152, 76, 76 ], [ 69, 28, 41, 69, 28, 41 ], [ 83, 48, 35, 83, 48, 35 ], [ 45.394737, 36.842105, 53.947368, 45.394737, 36.842105, 53.947368 ], [ 2.322084, 3.448422, 1.548096, 1.353877, 1.770368, 1.055543 ], [ 323803, 323803, 47633, 747165, 747165, 349247 ], [ -79015, -29604, -79015, -1389491, -417295, -1389491 ], [ 23, 22, 24, 23, 22, 24 ], [ 29, 31, 28, 29, 31, 28 ], [ 18, 18, 19, 18, 18, 19 ], [ 3600, 1741, 1859, 3600, 1741, 1859 ], [ 47.999211, 47.999211, 97.499211, 47.999211, 47.999211, 97.499211 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 504420, -41873, -51314, -109758, -372377, -85565 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3639, "evaluation_days": 1819.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603152000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759967931800, "expiration_time": 1764640944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 10, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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) |
---|