Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2946254.4901 | 2838042.3545 | 108212.1356 | 2065486.357 | 1730738.3503 | 334748.0067 |
Total P&L (%) | 2946.2545 | 2838.0424 | 108.2121 | 2065.4864 | 1730.7384 | 334.748 |
Avg Daily Profit (%) | 1.274 | 1.2272 | 0.0468 | 0.1331 | 0.1258 | 0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154589 | -103579 | -125620 | -3000536 | -1772248 | -1822722 |
Profit Factor | 4.3928 | 6.9449 | 1.2768 | 1.1741 | 1.2526 | 1.0668 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 36.4486 | 29.6296 | 43.3962 | 36.4486 | 29.6296 | 43.3962 |
Ratio Avg Win / Avg Loss | 7.6592 | 16.4941 | 1.6653 | 2.0472 | 2.975 | 1.3915 |
Largest Winning Trade | 2502752 | 2502752 | 83624 | 3367699 | 3367699 | 927276 |
Largest Losing Trade | -38066 | -38066 | -35791 | -710315 | -640337 | -710315 |
Avg Bars in Trades | 62 | 56 | 68 | 62 | 56 | 68 |
Avg Bars in Winners | 122 | 128 | 119 | 122 | 128 | 119 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 6708 | 3061 | 3647 | 6708 | 3061 | 3647 |
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 | 573896 | -167678 | -311988 | -47847 | -213506 | -437735 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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": [ [ 2946254.490105729, 2838042.3545444286, 108212.1355613007, 2065486.3569983356, 1730738.3502880768, 334748.0067102585 ], [ 2946.25449, 2838.042355, 108.212136, 2065.486357, 1730.73835, 334.748007 ], [ 1.273962, 1.227171, 0.046791, 0.133062, 0.125791, 0.063566 ], [ 10, 10, 10, 10, 10, 10 ], [ -154589, -103579, -125620, -3000536, -1772248, -1822722 ], [ 4.392754, 6.944886, 1.276755, 1.174116, 1.25264, 1.066788 ], [ 107, 54, 53, 107, 54, 53 ], [ 39, 16, 23, 39, 16, 23 ], [ 68, 38, 30, 68, 38, 30 ], [ 36.448598, 29.62963, 43.396226, 36.448598, 29.62963, 43.396226 ], [ 7.659161, 16.494104, 1.665332, 2.047177, 2.97502, 1.391463 ], [ 2502752, 2502752, 83624, 3367699, 3367699, 927276 ], [ -38066, -38066, -35791, -710315, -640337, -710315 ], [ 62, 56, 68, 62, 56, 68 ], [ 122, 128, 119, 122, 128, 119 ], [ 28, 26, 30, 28, 26, 30 ], [ 6708, 3061, 3647, 6708, 3061, 3647 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 573896, -167678, -311988, -47847, -213506, -437735 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6938, "evaluation_days": 2312.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562198400000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759137974246, "expiration_time": 1765127232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 11, "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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