Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426419.4633 | 363648.8425 | 62770.6208 | 326291.7731 | 129129.5384 | 197162.2347 |
Total P&L (%) | 426.4195 | 363.6488 | 62.7706 | 326.2918 | 129.1295 | 197.1622 |
Avg Daily Profit (%) | 0.2048 | 0.1746 | 0.0301 | 0.0697 | 0.0398 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97727 | -62731 | -140137 | -472073 | -296137 | -253641 |
Profit Factor | 1.5665 | 2.029 | 1.1572 | 1.1524 | 1.1246 | 1.1785 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 44.8718 | 38.4615 | 51.2821 | 44.8718 | 38.4615 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.9245 | 3.2464 | 1.0993 | 1.4158 | 1.7993 | 1.1196 |
Largest Winning Trade | 203360 | 203360 | 64945 | 252751 | 252751 | 168495 |
Largest Losing Trade | -38451 | -26995 | -38451 | -171341 | -98277 | -171341 |
Avg Bars in Trades | 159 | 149 | 168 | 159 | 149 | 168 |
Avg Bars in Winners | 215 | 228 | 206 | 215 | 228 | 206 |
Avg Bars in Losers | 112 | 100 | 129 | 112 | 100 | 129 |
Bars Traded | 24829 | 11664 | 13165 | 24829 | 11664 | 13165 |
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 | 335096 | -27684 | -235033 | -154007 | -261036 | -181522 |
{ "trading_pair": "ATOM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579773600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759046476685, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 3 } } }
{ "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": [ [ 426419.4633142176, 363648.8425291334, 62770.6207850842, 326291.7731065596, 129129.5383616872, 197162.2347448727 ], [ 426.419463, 363.648843, 62.770621, 326.291773, 129.129538, 197.162235 ], [ 0.204763, 0.174621, 0.030142, 0.06965, 0.039821, 0.052312 ], [ 10, 10, 10, 10, 10, 10 ], [ -97727, -62731, -140137, -472073, -296137, -253641 ], [ 1.566457, 2.029004, 1.157168, 1.152397, 1.124579, 1.178503 ], [ 156, 78, 78, 156, 78, 78 ], [ 70, 30, 40, 70, 30, 40 ], [ 86, 48, 38, 86, 48, 38 ], [ 44.871795, 38.461538, 51.282051, 44.871795, 38.461538, 51.282051 ], [ 1.924504, 3.246406, 1.09931, 1.415802, 1.799327, 1.119577 ], [ 203360, 203360, 64945, 252751, 252751, 168495 ], [ -38451, -26995, -38451, -171341, -98277, -171341 ], [ 159, 149, 168, 159, 149, 168 ], [ 215, 228, 206, 215, 228, 206 ], [ 112, 100, 129, 112, 100, 129 ], [ 24829, 11664, 13165, 24829, 11664, 13165 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335096, -27684, -235033, -154007, -261036, -181522 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579773600000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759046476685, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 195, "offset": 0, "poles": 3 } } }
# | 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) |
---|