Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386744.7473 | 262173.4701 | 124571.2772 | 179162.0448 | 306950.9198 | -127788.875 |
Total P&L (%) | 386.7447 | 262.1735 | 124.5713 | 179.162 | 306.9509 | -127.7889 |
Avg Daily Profit (%) | 0.2017 | 0.1367 | 0.065 | 0.0536 | 0.0732 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120635 | -150901 | -85229 | -1188678 | -1034435 | -708508 |
Profit Factor | 1.5057 | 1.7672 | 1.2945 | 1.0518 | 1.1913 | 0.9311 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 59.3496 | 56.4516 | 62.2951 | 59.3496 | 56.4516 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.0313 | 1.3632 | 0.7835 | 0.7204 | 0.919 | 0.5635 |
Largest Winning Trade | 145023 | 145023 | 44311 | 504177 | 504177 | 332531 |
Largest Losing Trade | -45267 | -43448 | -45267 | -576564 | -576564 | -456153 |
Avg Bars in Trades | 59 | 52 | 67 | 59 | 52 | 67 |
Avg Bars in Winners | 64 | 55 | 73 | 64 | 55 | 73 |
Avg Bars in Losers | 52 | 49 | 56 | 52 | 49 | 56 |
Bars Traded | 7349 | 3258 | 4091 | 7349 | 3258 | 4091 |
Profit Streak | 0 | 0 | 57.4393 | 0 | 0 | 57.4393 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378528 | -161607 | -267328 | -285082 | -260336 | -740303 |
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7670, "evaluation_days": 1917.5, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1598184000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882756075, "expiration_time": 1763685360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 112, "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": [ [ 386744.7473357049, 262173.4701000829, 124571.2772356221, 179162.0448368593, 306950.9197871785, -127788.8749503189 ], [ 386.744747, 262.17347, 124.571277, 179.162045, 306.95092, -127.788875 ], [ 0.201692, 0.136727, 0.064965, 0.053554, 0.073222, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -120635, -150901, -85229, -1188678, -1034435, -708508 ], [ 1.505694, 1.767154, 1.294472, 1.051795, 1.191253, 0.931078 ], [ 123, 62, 61, 123, 62, 61 ], [ 73, 35, 38, 73, 35, 38 ], [ 50, 27, 23, 50, 27, 23 ], [ 59.349593, 56.451613, 62.295082, 59.349593, 56.451613, 62.295082 ], [ 1.031297, 1.363233, 0.783496, 0.720408, 0.918967, 0.563547 ], [ 145023, 145023, 44311, 504177, 504177, 332531 ], [ -45267, -43448, -45267, -576564, -576564, -456153 ], [ 59, 52, 67, 59, 52, 67 ], [ 64, 55, 73, 64, 55, 73 ], [ 52, 49, 56, 52, 49, 56 ], [ 7349, 3258, 4091, 7349, 3258, 4091 ], [ 0, 0, 57.439306, 0, 0, 57.439306 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378528, -161607, -267328, -285082, -260336, -740303 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7670, "evaluation_days": 1917.5, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1598184000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882756075, "expiration_time": 1763685360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "alma", "factors": { "length": 112, "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) |
---|