Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 390565.6357 | 367728.0361 | 22837.5996 | 134499.4166 | 24119.6023 | 110379.8143 |
Total P&L (%) | 390.5656 | 367.728 | 22.8376 | 134.4994 | 24.1196 | 110.3798 |
Avg Daily Profit (%) | 0.1663 | 0.1565 | 0.0097 | 0.0363 | 0.0092 | 0.0317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106502 | -75921 | -179466 | -416890 | -364746 | -220779 |
Profit Factor | 1.4096 | 1.9086 | 1.0416 | 1.0491 | 1.0182 | 1.078 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 117 | 51 | 66 | 117 | 51 | 66 |
Losing Trades | 139 | 77 | 62 | 139 | 77 | 62 |
Profitability (%) | 45.7031 | 39.8438 | 51.5625 | 45.7031 | 39.8438 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.6746 | 2.8817 | 0.9785 | 1.2463 | 1.5373 | 1.0126 |
Largest Winning Trade | 187248 | 187248 | 69417 | 248874 | 248874 | 182938 |
Largest Losing Trade | -39435 | -21208 | -39435 | -90907 | -90214 | -90907 |
Avg Bars in Trades | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 23 | 17 | 32 | 23 | 17 | 32 |
Bars Traded | 9238 | 3847 | 5391 | 9238 | 3847 | 5391 |
Profit Streak | 0 | 0 | 21.4567 | 0 | 0 | 21.4567 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319164 | 241534 | -360726 | -311295 | -388240 | -284797 |
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9397, "evaluation_days": 2349.25, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1558807200000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759489059198, "expiration_time": 1765560456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 107, "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": [ [ 390565.635683214, 367728.0361050864, 22837.5995781283, 134499.4165927148, 24119.6023104334, 110379.8142822815 ], [ 390.565636, 367.728036, 22.8376, 134.499417, 24.119602, 110.379814 ], [ 0.166251, 0.15653, 0.009721, 0.036286, 0.009198, 0.031664 ], [ 10, 10, 10, 10, 10, 10 ], [ -106502, -75921, -179466, -416890, -364746, -220779 ], [ 1.409594, 1.908646, 1.04161, 1.04908, 1.018204, 1.077981 ], [ 256, 128, 128, 256, 128, 128 ], [ 117, 51, 66, 117, 51, 66 ], [ 139, 77, 62, 139, 77, 62 ], [ 45.703125, 39.84375, 51.5625, 45.703125, 39.84375, 51.5625 ], [ 1.674646, 2.881681, 0.978482, 1.246343, 1.537289, 1.012649 ], [ 187248, 187248, 69417, 248874, 248874, 182938 ], [ -39435, -21208, -39435, -90907, -90214, -90907 ], [ 36, 30, 42, 36, 30, 42 ], [ 50, 49, 51, 50, 49, 51 ], [ 23, 17, 32, 23, 17, 32 ], [ 9238, 3847, 5391, 9238, 3847, 5391 ], [ 0, 0, 21.456704, 0, 0, 21.456704 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319164, 241534, -360726, -311295, -388240, -284797 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9397, "evaluation_days": 2349.25, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1558807200000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759489059198, "expiration_time": 1765560456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 107, "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) |
---|