Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781461.3809 | 553109.9616 | 228351.4193 | 1682348.1699 | -1650401.9443 | 3332750.1142 |
Total P&L (%) | 781.4614 | 553.11 | 228.3514 | 1682.3482 | -1650.4019 | 3332.7501 |
Avg Daily Profit (%) | 0.4307 | 0.3048 | 0.1258 | 0.1589 | 0 | 0.1951 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118971 | -98395 | -37792 | -5187130 | -4410819 | -1430711 |
Profit Factor | 3.2677 | 3.5513 | 2.7867 | 1.148 | 0.7789 | 1.8533 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 38.0952 | 31.25 | 45.1613 | 38.0952 | 31.25 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.3101 | 7.8129 | 3.3839 | 1.8654 | 1.7136 | 2.2505 |
Largest Winning Trade | 560224 | 560224 | 69895 | 1777666 | 1777666 | 1630695 |
Largest Losing Trade | -27766 | -27766 | -17974 | -1141815 | -1141815 | -565641 |
Avg Bars in Trades | 111 | 77 | 146 | 111 | 77 | 146 |
Avg Bars in Winners | 222 | 164 | 264 | 222 | 164 | 264 |
Avg Bars in Losers | 42 | 38 | 49 | 42 | 38 | 49 |
Bars Traded | 7025 | 2484 | 4541 | 7025 | 2484 | 4541 |
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 | -139651 | 300321 | -21612 | -204871 | -585324 | 345278 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7258, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606824000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759521045525, "expiration_time": 1764217584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "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": [ [ 781461.3808860964, 553109.9616118247, 228351.4192742715, 1682348.1698591977, -1650401.9443100938, 3332750.1141692917 ], [ 781.461381, 553.109962, 228.351419, 1682.34817, -1650.401944, 3332.750114 ], [ 0.430676, 0.304828, 0.125848, 0.158876, 0, 0.195062 ], [ 10, 10, 10, 10, 10, 10 ], [ -118971, -98395, -37792, -5187130, -4410819, -1430711 ], [ 3.267748, 3.551312, 2.786735, 1.147969, 0.778888, 1.853341 ], [ 63, 32, 31, 63, 32, 31 ], [ 24, 10, 14, 24, 10, 14 ], [ 39, 22, 17, 39, 22, 17 ], [ 38.095238, 31.25, 45.16129, 38.095238, 31.25, 45.16129 ], [ 5.31009, 7.812886, 3.383893, 1.865449, 1.713553, 2.250486 ], [ 560224, 560224, 69895, 1777666, 1777666, 1630695 ], [ -27766, -27766, -17974, -1141815, -1141815, -565641 ], [ 111, 77, 146, 111, 77, 146 ], [ 222, 164, 264, 222, 164, 264 ], [ 42, 38, 49, 42, 38, 49 ], [ 7025, 2484, 4541, 7025, 2484, 4541 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139651, 300321, -21612, -204871, -585324, 345278 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7258, "evaluation_days": 1814.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606824000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759521045525, "expiration_time": 1764217584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 17, "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) |
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