Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4149754.0903 | 4129100.3201 | 20653.7702 | -33503.4318 | -122828.4746 | 89325.0428 |
Total P&L (%) | 4149.7541 | 4129.1003 | 20.6538 | -33.5034 | -122.8285 | 89.325 |
Avg Daily Profit (%) | 1.7919 | 1.783 | 0.0089 | -0.0176 | 0 | 0.0276 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216184 | -223386 | -25224 | -821065 | -843864 | -54879 |
Profit Factor | 6.016 | 6.8301 | 1.1735 | 0.9774 | 0.9069 | 1.549 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 41.7266 | 34.7826 | 48.5714 | 41.7266 | 34.7826 | 48.5714 |
Ratio Avg Win / Avg Loss | 8.4016 | 12.8064 | 1.2425 | 1.365 | 1.7004 | 1.6401 |
Largest Winning Trade | 4235184 | 4235184 | 10525 | 741563 | 741563 | 58432 |
Largest Losing Trade | -58127 | -58127 | -10788 | -300605 | -300605 | -42997 |
Avg Bars in Trades | 99 | 192 | 7 | 99 | 192 | 7 |
Avg Bars in Winners | 144 | 336 | 8 | 144 | 336 | 8 |
Avg Bars in Losers | 66 | 115 | 5 | 66 | 115 | 5 |
Bars Traded | 13770 | 13255 | 515 | 13770 | 13255 | 515 |
Profit Streak | 0 | 8.1507 | 0 | 0 | 8.1507 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 709412 | -84654 | -311824 | -581960 | -685202 | -248071 |
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{ "first_band": { "type": "wma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 4.05556 } } }
{ "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": [ [ 4149754.090268881, 4129100.320060146, 20653.7702087365, -33503.4317704751, -122828.4745675497, 89325.0427970747 ], [ 4149.75409, 4129.10032, 20.65377, -33.503432, -122.828475, 89.325043 ], [ 1.791908, 1.782989, 0.008919, -0.017617, 0, 0.027566 ], [ 10, 10, 10, 10, 10, 10 ], [ -216184, -223386, -25224, -821065, -843864, -54879 ], [ 6.015976, 6.8301, 1.17346, 0.977388, 0.906874, 1.548978 ], [ 139, 69, 70, 139, 69, 70 ], [ 58, 24, 34, 58, 24, 34 ], [ 81, 45, 36, 81, 45, 36 ], [ 41.726619, 34.782609, 48.571429, 41.726619, 34.782609, 48.571429 ], [ 8.401621, 12.806438, 1.242487, 1.364973, 1.70039, 1.640094 ], [ 4235184, 4235184, 10525, 741563, 741563, 58432 ], [ -58127, -58127, -10788, -300605, -300605, -42997 ], [ 99, 192, 7, 99, 192, 7 ], [ 144, 336, 8, 144, 336, 8 ], [ 66, 115, 5, 66, 115, 5 ], [ 13770, 13255, 515, 13770, 13255, 515 ], [ 0, 8.150742, 0, 0, 8.150742, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 709412, -84654, -311824, -581960, -685202, -248071 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13895, "evaluation_days": 2315.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560571200000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759477024121, "expiration_time": 1765466640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 4.05556 } } }
# | 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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