Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121346.5641 | 53190.0744 | 68156.4897 | 173100.4938 | 85544.2161 | 87556.2777 |
Total P&L (%) | 121.3466 | 53.1901 | 68.1565 | 173.1005 | 85.5442 | 87.5563 |
Avg Daily Profit (%) | 0.466 | 0.2042 | 0.2617 | 0.3865 | 0.2376 | 0.2418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36426 | -16552 | -23805 | -90133 | -43078 | -65008 |
Profit Factor | 1.5989 | 1.5705 | 1.6231 | 1.3596 | 1.3892 | 1.3348 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 55.0388 | 56.25 | 53.8462 | 55.0388 | 56.25 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.3061 | 1.2215 | 1.3913 | 1.1107 | 1.0805 | 1.1441 |
Largest Winning Trade | 32922 | 13092 | 32922 | 45464 | 24032 | 45464 |
Largest Losing Trade | -14296 | -9185 | -14296 | -37342 | -25045 | -37342 |
Avg Bars in Trades | 188 | 195 | 181 | 188 | 195 | 181 |
Avg Bars in Winners | 189 | 205 | 172 | 189 | 205 | 172 |
Avg Bars in Losers | 187 | 183 | 191 | 187 | 183 | 191 |
Bars Traded | 24293 | 12525 | 11768 | 24293 | 12525 | 11768 |
Profit Streak | 20.1326 | 26.2367 | 20.1326 | 20.1326 | 26.2367 | 20.1326 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465133 | -129989 | -121526 | 388058 | -129690 | -123239 |
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736568000000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759032653707, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 145 } }, "second_band": { "type": "wma", "factors": { "length": 132, "offset": 247 } } }
{ "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": [ [ 121346.5640669258, 53190.0743667539, 68156.489700172, 173100.493783122, 85544.2161231704, 87556.2776599515 ], [ 121.346564, 53.190074, 68.15649, 173.100494, 85.544216, 87.556278 ], [ 0.465965, 0.204247, 0.261718, 0.386533, 0.237638, 0.24179 ], [ 10, 10, 10, 10, 10, 10 ], [ -36426, -16552, -23805, -90133, -43078, -65008 ], [ 1.598897, 1.570464, 1.623135, 1.359649, 1.389236, 1.334785 ], [ 129, 64, 65, 129, 64, 65 ], [ 71, 36, 35, 71, 36, 35 ], [ 58, 28, 30, 58, 28, 30 ], [ 55.03876, 56.25, 53.846154, 55.03876, 56.25, 53.846154 ], [ 1.306141, 1.221472, 1.391259, 1.110699, 1.080517, 1.144101 ], [ 32922, 13092, 32922, 45464, 24032, 45464 ], [ -14296, -9185, -14296, -37342, -25045, -37342 ], [ 188, 195, 181, 188, 195, 181 ], [ 189, 205, 172, 189, 205, 172 ], [ 187, 183, 191, 187, 183, 191 ], [ 24293, 12525, 11768, 24293, 12525, 11768 ], [ 20.132566, 26.236733, 20.132566, 20.132566, 26.236733, 20.132566 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 465133, -129989, -121526, 388058, -129690, -123239 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736568000000, "last_datapoint_time": 1758726900000, "evaluation_time": 1759032653707, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 232, "offset": 145 } }, "second_band": { "type": "wma", "factors": { "length": 132, "offset": 247 } } }
# | 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) |
---|