Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122294.7453 | 84524.7515 | 37769.9938 | 187917.6114 | 151913.4481 | 36004.1634 |
Total P&L (%) | 122.2947 | 84.5248 | 37.77 | 187.9176 | 151.9134 | 36.0042 |
Avg Daily Profit (%) | 0.4696 | 0.3246 | 0.145 | 0.4069 | 0.3554 | 0.1182 |
Buy And Hold Return (%) | 31.4473 | 31.4473 | 31.4473 | 31.4473 | 31.4473 | 31.4473 |
Max Trade Drawdown | -29342 | -27761 | -27408 | -40209 | -36964 | -57937 |
Profit Factor | 1.6982 | 2.037 | 1.4034 | 1.5852 | 2.1784 | 1.1873 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Losing Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Profitability (%) | 63.6364 | 69.0141 | 58.3333 | 63.6364 | 69.0141 | 58.3333 |
Ratio Avg Win / Avg Loss | 0.9704 | 0.9146 | 1.0024 | 0.9058 | 0.9781 | 0.8481 |
Largest Winning Trade | 22961 | 22961 | 10568 | 29521 | 29521 | 14980 |
Largest Losing Trade | -21761 | -21761 | -13236 | -30247 | -30247 | -28435 |
Avg Bars in Trades | 169 | 162 | 175 | 169 | 162 | 175 |
Avg Bars in Winners | 120 | 117 | 125 | 120 | 117 | 125 |
Avg Bars in Losers | 253 | 265 | 244 | 253 | 265 | 244 |
Bars Traded | 24179 | 11571 | 12608 | 24179 | 11571 | 12608 |
Profit Streak | 0 | 11.5483 | 0 | 0 | 11.5483 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316625 | -78588 | -181432 | 346214 | -76147 | -251615 |
{ "trading_pair": "BCH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736435700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758944373848, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 232, "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": [ [ 122294.7453009997, 84524.7514775822, 37769.9938234175, 187917.6114258766, 151913.4480572712, 36004.1633686052 ], [ 122.294745, 84.524751, 37.769994, 187.917611, 151.913448, 36.004163 ], [ 0.469606, 0.324571, 0.145035, 0.406902, 0.355409, 0.118154 ], [ 31.447276, 31.447276, 31.447276, 31.447276, 31.447276, 31.447276 ], [ -29342, -27761, -27408, -40209, -36964, -57937 ], [ 1.698241, 2.037034, 1.40335, 1.585165, 2.178395, 1.187307 ], [ 143, 71, 72, 143, 71, 72 ], [ 91, 49, 42, 91, 49, 42 ], [ 52, 22, 30, 52, 22, 30 ], [ 63.636364, 69.014085, 58.333333, 63.636364, 69.014085, 58.333333 ], [ 0.970423, 0.914587, 1.002393, 0.905809, 0.978055, 0.848076 ], [ 22961, 22961, 10568, 29521, 29521, 14980 ], [ -21761, -21761, -13236, -30247, -30247, -28435 ], [ 169, 162, 175, 169, 162, 175 ], [ 120, 117, 125, 120, 117, 125 ], [ 253, 265, 244, 253, 265, 244 ], [ 24179, 11571, 12608, 24179, 11571, 12608 ], [ 0, 11.548308, 0, 0, 11.548308, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 316625, -78588, -181432, 346214, -76147, -251615 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736435700000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758944373848, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 232, "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) |
---|