Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1983744.1083 | 1840829.0798 | 142915.0286 | 7378919.1353 | 2339679.592 | 5039239.5434 |
Total P&L (%) | 1983.7441 | 1840.8291 | 142.915 | 7378.9191 | 2339.6796 | 5039.2395 |
Avg Daily Profit (%) | 0.8596 | 0.7977 | 0.0619 | 0.1871 | 0.1385 | 0.1709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84307 | -78939 | -94540 | -4168943 | -2981704 | -2620180 |
Profit Factor | 5.3859 | 8.5317 | 1.6875 | 1.5706 | 1.2977 | 1.9931 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 40 | 41.3793 | 40.678 | 40 | 41.3793 |
Ratio Avg Win / Avg Loss | 7.8545 | 12.7975 | 2.3906 | 2.2904 | 1.9466 | 2.8235 |
Largest Winning Trade | 1499208 | 1499208 | 82344 | 3680405 | 2917920 | 3680405 |
Largest Losing Trade | -45540 | -33809 | -45540 | -2088712 | -1657219 | -2088712 |
Avg Bars in Trades | 145 | 123 | 167 | 145 | 123 | 167 |
Avg Bars in Winners | 260 | 231 | 288 | 260 | 231 | 288 |
Avg Bars in Losers | 66 | 52 | 81 | 66 | 52 | 81 |
Bars Traded | 8563 | 3713 | 4850 | 8563 | 3713 | 4850 |
Profit Streak | 11.4481 | 37.6981 | 0 | 11.4481 | 37.6981 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161474 | 658185 | -110446 | -171993 | -9907 | 294042 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564660800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758883516096, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 28, "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": [ [ 1983744.1083302253, 1840829.0797517, 142915.028578525, 7378919.1353222355, 2339679.5919711697, 5039239.543351065 ], [ 1983.744108, 1840.82908, 142.915029, 7378.919135, 2339.679592, 5039.239543 ], [ 0.859601, 0.797673, 0.061928, 0.187139, 0.138519, 0.170853 ], [ 10, 10, 10, 10, 10, 10 ], [ -84307, -78939, -94540, -4168943, -2981704, -2620180 ], [ 5.385914, 8.531667, 1.687465, 1.570572, 1.297743, 1.99306 ], [ 59, 30, 29, 59, 30, 29 ], [ 24, 12, 12, 24, 12, 12 ], [ 35, 18, 17, 35, 18, 17 ], [ 40.677966, 40, 41.37931, 40.677966, 40, 41.37931 ], [ 7.854457, 12.7975, 2.390575, 2.290417, 1.946615, 2.823502 ], [ 1499208, 1499208, 82344, 3680405, 2917920, 3680405 ], [ -45540, -33809, -45540, -2088712, -1657219, -2088712 ], [ 145, 123, 167, 145, 123, 167 ], [ 260, 231, 288, 260, 231, 288 ], [ 66, 52, 81, 66, 52, 81 ], [ 8563, 3713, 4850, 8563, 3713, 4850 ], [ 11.448103, 37.698103, 0, 11.448103, 37.698103, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161474, 658185, -110446, -171993, -9907, 294042 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564660800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758883516096, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 28, "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) |
---|