Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355835.5015 | 365680.2217 | -9844.7201 | 12221.237 | 5297.991 | 6923.246 |
Total P&L (%) | 355.8355 | 365.6802 | -9.8447 | 12.2212 | 5.298 | 6.9232 |
Avg Daily Profit (%) | 0.1512 | 0.1554 | -0.0042 | 0.0049 | 0.0022 | 0.0028 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170693 | -56923 | -158289 | -136154 | -87387 | -110771 |
Profit Factor | 1.5575 | 2.2226 | 0.971 | 1.0205 | 1.0175 | 1.0237 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 42.0455 | 43.1818 | 40.9091 | 42.0455 | 43.1818 | 40.9091 |
Ratio Avg Win / Avg Loss | 2.1468 | 2.9244 | 1.4025 | 1.4067 | 1.3388 | 1.4787 |
Largest Winning Trade | 212613 | 212613 | 69589 | 44028 | 44028 | 40798 |
Largest Losing Trade | -52134 | -52134 | -45199 | -40620 | -40620 | -35409 |
Avg Bars in Trades | 79 | 74 | 83 | 79 | 74 | 83 |
Avg Bars in Winners | 120 | 110 | 131 | 120 | 110 | 131 |
Avg Bars in Losers | 49 | 47 | 50 | 49 | 47 | 50 |
Bars Traded | 6977 | 3299 | 3678 | 6977 | 3299 | 3678 |
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 | 256121 | 319565 | -582588 | -483748 | -559567 | -552710 |
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7058, "evaluation_days": 2352.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557820800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759745682669, "expiration_time": 1765835712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 47, "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": [ [ 355835.5015270052, 365680.2216650261, -9844.720138021, 12221.2370412435, 5297.991036623, 6923.2460046205 ], [ 355.835502, 365.680222, -9.84472, 12.221237, 5.297991, 6.923246 ], [ 0.151248, 0.155432, -0.004184, 0.004901, 0.002194, 0.002845 ], [ 10, 10, 10, 10, 10, 10 ], [ -170693, -56923, -158289, -136154, -87387, -110771 ], [ 1.557502, 2.222577, 0.970973, 1.020529, 1.017465, 1.023713 ], [ 88, 44, 44, 88, 44, 44 ], [ 37, 19, 18, 37, 19, 18 ], [ 51, 25, 26, 51, 25, 26 ], [ 42.045455, 43.181818, 40.909091, 42.045455, 43.181818, 40.909091 ], [ 2.146827, 2.924443, 1.402517, 1.406675, 1.33877, 1.478696 ], [ 212613, 212613, 69589, 44028, 44028, 40798 ], [ -52134, -52134, -45199, -40620, -40620, -35409 ], [ 79, 74, 83, 79, 74, 83 ], [ 120, 110, 131, 120, 110, 131 ], [ 49, 47, 50, 49, 47, 50 ], [ 6977, 3299, 3678, 6977, 3299, 3678 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 256121, 319565, -582588, -483748, -559567, -552710 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7058, "evaluation_days": 2352.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557820800000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759745682669, "expiration_time": 1765835712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 182, "offset": 0, "poles": 2 } }, "second_band": { "type": "sinwma", "factors": { "length": 47, "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) |
---|