Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144833.2638 | 1038418.7667 | 106414.4971 | 1527858.362 | 936054.3945 | 591803.9675 |
Total P&L (%) | 1144.8333 | 1038.4188 | 106.4145 | 1527.8584 | 936.0544 | 591.804 |
Avg Daily Profit (%) | 0.4946 | 0.4487 | 0.046 | 0.1206 | 0.1011 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107153 | -103820 | -113769 | -4480027 | -3656373 | -1513868 |
Profit Factor | 2.0756 | 2.919 | 1.2034 | 1.1129 | 1.1299 | 1.0935 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 36.1963 | 31.7073 | 40.7407 | 36.1963 | 31.7073 | 40.7407 |
Ratio Avg Win / Avg Loss | 3.6586 | 6.287 | 1.7504 | 1.9616 | 2.4335 | 1.5905 |
Largest Winning Trade | 429115 | 429115 | 82583 | 3402745 | 3402745 | 1105883 |
Largest Losing Trade | -32336 | -30039 | -32336 | -1259350 | -1259350 | -931771 |
Avg Bars in Trades | 54 | 50 | 59 | 54 | 50 | 59 |
Avg Bars in Winners | 100 | 95 | 103 | 100 | 95 | 103 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 8950 | 4104 | 4846 | 8950 | 4104 | 4846 |
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 | 359565 | 149930 | -146458 | -131369 | -145785 | -213056 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 14, "offset": 186, "std": 3.01529 } } }
{ "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": [ [ 1144833.2638450095, 1038418.7667298617, 106414.4971151473, 1527858.3620002707, 936054.3944506093, 591803.9675496595 ], [ 1144.833264, 1038.418767, 106.414497, 1527.858362, 936.054394, 591.803968 ], [ 0.494635, 0.448658, 0.045977, 0.120611, 0.101067, 0.083601 ], [ 10, 10, 10, 10, 10, 10 ], [ -107153, -103820, -113769, -4480027, -3656373, -1513868 ], [ 2.075577, 2.918956, 1.203371, 1.112851, 1.129851, 1.093491 ], [ 163, 82, 81, 163, 82, 81 ], [ 59, 26, 33, 59, 26, 33 ], [ 104, 56, 48, 104, 56, 48 ], [ 36.196319, 31.707317, 40.740741, 36.196319, 31.707317, 40.740741 ], [ 3.658645, 6.286982, 1.750358, 1.961635, 2.433525, 1.590532 ], [ 429115, 429115, 82583, 3402745, 3402745, 1105883 ], [ -32336, -30039, -32336, -1259350, -1259350, -931771 ], [ 54, 50, 59, 54, 50, 59 ], [ 100, 95, 103, 100, 95, 103 ], [ 29, 28, 29, 29, 28, 29 ], [ 8950, 4104, 4846, 8950, 4104, 4846 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359565, 149930, -146458, -131369, -145785, -213056 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9258, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560945600000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759317214913, "expiration_time": 1765297584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 14, "offset": 186, "std": 3.01529 } } }
# | 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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