Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106297.2847 | 1015955.9329 | 90341.3518 | 5207210.3145 | 1980545.0961 | 3226665.2184 |
Total P&L (%) | 1106.2973 | 1015.9559 | 90.3414 | 5207.2103 | 1980.5451 | 3226.6652 |
Avg Daily Profit (%) | 0.5117 | 0.4699 | 0.0418 | 0.1839 | 0.1405 | 0.1622 |
Buy And Hold Return (%) | 422.1162 | 422.1162 | 422.1162 | 422.1162 | 422.1162 | 422.1162 |
Max Trade Drawdown | -112741 | -111213 | -23102 | -3107335 | -4170217 | -1235155 |
Profit Factor | 4.1709 | 5.2307 | 1.8307 | 1.5469 | 1.2662 | 2.5494 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 49.1228 | 46.4286 | 51.7241 | 49.1228 | 46.4286 | 51.7241 |
Ratio Avg Win / Avg Loss | 4.3198 | 6.0354 | 1.7087 | 1.6021 | 1.461 | 2.3795 |
Largest Winning Trade | 471306 | 471306 | 36283 | 4392531 | 4392531 | 1614571 |
Largest Losing Trade | -60826 | -60826 | -23102 | -2193388 | -2193388 | -753384 |
Avg Bars in Trades | 70 | 123 | 18 | 70 | 123 | 18 |
Avg Bars in Winners | 108 | 204 | 25 | 108 | 204 | 25 |
Avg Bars in Losers | 32 | 52 | 11 | 32 | 52 | 11 |
Bars Traded | 3990 | 3448 | 542 | 3990 | 3448 | 542 |
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 | -165400 | -8312 | -298949 | -169237 | -29246 | 468779 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 234, "std": 3.71906 } } }
{ "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": [ [ 1106297.284655209, 1015955.9329009994, 90341.3517542089, 5207210.314506732, 1980545.0961021022, 3226665.2184046293 ], [ 1106.297285, 1015.955933, 90.341352, 5207.210315, 1980.545096, 3226.665218 ], [ 0.511701, 0.469915, 0.041786, 0.183871, 0.140488, 0.162229 ], [ 422.116219, 422.116219, 422.116219, 422.116219, 422.116219, 422.116219 ], [ -112741, -111213, -23102, -3107335, -4170217, -1235155 ], [ 4.170877, 5.230661, 1.83071, 1.54688, 1.266231, 2.549434 ], [ 57, 28, 29, 57, 28, 29 ], [ 28, 13, 15, 28, 13, 15 ], [ 29, 15, 14, 29, 15, 14 ], [ 49.122807, 46.428571, 51.724138, 49.122807, 46.428571, 51.724138 ], [ 4.319837, 6.035378, 1.708663, 1.602125, 1.461036, 2.379472 ], [ 471306, 471306, 36283, 4392531, 4392531, 1614571 ], [ -60826, -60826, -23102, -2193388, -2193388, -753384 ], [ 70, 123, 18, 70, 123, 18 ], [ 108, 204, 25, 108, 204, 25 ], [ 32, 52, 11, 32, 52, 11 ], [ 3990, 3448, 542, 3990, 3448, 542 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165400, -8312, -298949, -169237, -29246, 468779 ] ] }
{ "trading_pair": "STX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4324, "evaluation_days": 2162, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1577275200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758908860618, "expiration_time": 1764319104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 234, "std": 3.71906 } } }
# | 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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