Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394951.6444 | 232836.1109 | 162115.5335 | 139403.9506 | -123803.0313 | 263206.9818 |
Total P&L (%) | 394.9516 | 232.8361 | 162.1155 | 139.404 | -123.803 | 263.207 |
Avg Daily Profit (%) | 0.2182 | 0.1287 | 0.0896 | 0.0483 | 0 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80710 | -155743 | -63877 | -278049 | -270218 | -92002 |
Profit Factor | 1.2339 | 1.2801 | 1.1891 | 1.0455 | 0.9195 | 1.1725 |
Total Trades | 918 | 459 | 459 | 918 | 459 | 459 |
Winning Trades | 411 | 196 | 215 | 411 | 196 | 215 |
Losing Trades | 507 | 263 | 244 | 507 | 263 | 244 |
Profitability (%) | 44.7712 | 42.7015 | 46.841 | 44.7712 | 42.7015 | 46.841 |
Ratio Avg Win / Avg Loss | 1.5221 | 1.7176 | 1.3495 | 1.2897 | 1.2338 | 1.3307 |
Largest Winning Trade | 241407 | 241407 | 35733 | 130350 | 130350 | 108381 |
Largest Losing Trade | -19935 | -19610 | -19935 | -32096 | -32096 | -30698 |
Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Winners | 17 | 15 | 18 | 17 | 15 | 18 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 10704 | 4705 | 5999 | 10704 | 4705 | 5999 |
Profit Streak | 0 | 0 | 8.476 | 0 | 0 | 8.476 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432848 | -20901 | -84276 | -295476 | -579828 | -126942 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10858, "evaluation_days": 1809.67, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604491200000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759130725035, "expiration_time": 1763809056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.79275, "nc": 0.46149 } } }
{ "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": [ [ 394951.6444025289, 232836.1108554425, 162115.5335470859, 139403.9505569318, -123803.0312724859, 263206.9818294173 ], [ 394.951644, 232.836111, 162.115534, 139.403951, -123.803031, 263.206982 ], [ 0.218245, 0.128662, 0.089583, 0.048251, 0, 0.071298 ], [ 10, 10, 10, 10, 10, 10 ], [ -80710, -155743, -63877, -278049, -270218, -92002 ], [ 1.233907, 1.280068, 1.189136, 1.045515, 0.919457, 1.172512 ], [ 918, 459, 459, 918, 459, 459 ], [ 411, 196, 215, 411, 196, 215 ], [ 507, 263, 244, 507, 263, 244 ], [ 44.771242, 42.701525, 46.840959, 44.771242, 42.701525, 46.840959 ], [ 1.522119, 1.717642, 1.349531, 1.289722, 1.233761, 1.330665 ], [ 241407, 241407, 35733, 130350, 130350, 108381 ], [ -19935, -19610, -19935, -32096, -32096, -30698 ], [ 11, 10, 13, 11, 10, 13 ], [ 17, 15, 18, 17, 15, 18 ], [ 7, 6, 7, 7, 6, 7 ], [ 10704, 4705, 5999, 10704, 4705, 5999 ], [ 0, 0, 8.475984, 0, 0, 8.475984 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 432848, -20901, -84276, -295476, -579828, -126942 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10858, "evaluation_days": 1809.67, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604491200000, "last_datapoint_time": 1759118400000, "evaluation_time": 1759130725035, "expiration_time": 1763809056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 120, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.79275, "nc": 0.46149 } } }
# | 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) |
---|