Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167988.535 | 114747.0031 | 53241.5319 | 161878.9193 | 136636.1188 | 25242.8004 |
Total P&L (%) | 167.9885 | 114.747 | 53.2415 | 161.8789 | 136.6361 | 25.2428 |
Avg Daily Profit (%) | 0.1613 | 0.1102 | 0.0511 | 0.0925 | 0.0827 | 0.0216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61128 | -36234 | -50015 | -176466 | -97693 | -130390 |
Profit Factor | 1.5104 | 1.831 | 1.2787 | 1.2368 | 1.494 | 1.062 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 71.6667 | 68.3333 | 75 | 71.6667 | 68.3333 | 75 |
Ratio Avg Win / Avg Loss | 0.5971 | 0.8485 | 0.4262 | 0.489 | 0.6923 | 0.354 |
Largest Winning Trade | 40081 | 40081 | 16605 | 48803 | 48803 | 33044 |
Largest Losing Trade | -50015 | -22866 | -50015 | -130390 | -66145 | -130390 |
Avg Bars in Trades | 204 | 220 | 188 | 204 | 220 | 188 |
Avg Bars in Winners | 115 | 122 | 109 | 115 | 122 | 109 |
Avg Bars in Losers | 428 | 430 | 425 | 428 | 430 | 425 |
Bars Traded | 24532 | 13219 | 11313 | 24532 | 13219 | 11313 |
Profit Streak | 15.0605 | 15.0605 | 58.4355 | 15.0605 | 15.0605 | 58.4355 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427925 | -211445 | -291968 | -66592 | -249117 | -485981 |
{ "trading_pair": "ETC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669557600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758875224972, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 155, "offset": 230, "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": [ [ 167988.5349904256, 114747.0030788061, 53241.5319116195, 161878.9192695598, 136636.1188287786, 25242.8004407811 ], [ 167.988535, 114.747003, 53.241532, 161.878919, 136.636119, 25.2428 ], [ 0.161276, 0.110162, 0.051114, 0.092467, 0.082728, 0.021611 ], [ 10, 10, 10, 10, 10, 10 ], [ -61128, -36234, -50015, -176466, -97693, -130390 ], [ 1.510404, 1.830958, 1.278696, 1.236802, 1.493994, 1.06202 ], [ 120, 60, 60, 120, 60, 60 ], [ 86, 41, 45, 86, 41, 45 ], [ 34, 19, 15, 34, 19, 15 ], [ 71.666667, 68.333333, 75, 71.666667, 68.333333, 75 ], [ 0.597137, 0.848493, 0.426232, 0.488968, 0.692339, 0.354007 ], [ 40081, 40081, 16605, 48803, 48803, 33044 ], [ -50015, -22866, -50015, -130390, -66145, -130390 ], [ 204, 220, 188, 204, 220, 188 ], [ 115, 122, 109, 115, 122, 109 ], [ 428, 430, 425, 428, 430, 425 ], [ 24532, 13219, 11313, 24532, 13219, 11313 ], [ 15.060474, 15.060474, 58.435474, 15.060474, 15.060474, 58.435474 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 427925, -211445, -291968, -66592, -249117, -485981 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669557600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758875224972, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 155, "offset": 230, "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) |
---|