Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360171.9302 | 252536.5863 | 107635.3439 | 121661.6634 | 73951.9703 | 47709.6931 |
Total P&L (%) | 360.1719 | 252.5366 | 107.6353 | 121.6617 | 73.952 | 47.7097 |
Avg Daily Profit (%) | 0.1878 | 0.1316 | 0.0561 | 0.0415 | 0.0289 | 0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120855 | -57423 | -148903 | -605080 | -252983 | -352096 |
Profit Factor | 1.4283 | 1.6406 | 1.241 | 1.0983 | 1.123 | 1.075 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 48.6301 | 46.5753 | 50.6849 | 48.6301 | 46.5753 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.5088 | 1.8818 | 1.2075 | 1.1602 | 1.2881 | 1.046 |
Largest Winning Trade | 127460 | 127460 | 59426 | 197048 | 197048 | 120599 |
Largest Losing Trade | -41418 | -27535 | -41418 | -173735 | -108077 | -173735 |
Avg Bars in Trades | 38 | 33 | 42 | 38 | 33 | 42 |
Avg Bars in Winners | 46 | 42 | 50 | 46 | 42 | 50 |
Avg Bars in Losers | 30 | 26 | 34 | 30 | 26 | 34 |
Bars Traded | 5577 | 2467 | 3110 | 5577 | 2467 | 3110 |
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 | 336573 | -87464 | -190140 | -249990 | -312858 | -377117 |
{ "trading_pair": "COMP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5755, "evaluation_days": 1918.33, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1594512000000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758793467127, "expiration_time": 1763730720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 45, "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": [ [ 360171.9301876754, 252536.5862637543, 107635.3439239212, 121661.6634399199, 73951.9703031759, 47709.693136744 ], [ 360.17193, 252.536586, 107.635344, 121.661663, 73.95197, 47.709693 ], [ 0.187753, 0.131644, 0.056109, 0.041502, 0.028863, 0.020336 ], [ 10, 10, 10, 10, 10, 10 ], [ -120855, -57423, -148903, -605080, -252983, -352096 ], [ 1.428343, 1.640578, 1.241001, 1.098321, 1.122983, 1.075007 ], [ 146, 73, 73, 146, 73, 73 ], [ 71, 34, 37, 71, 34, 37 ], [ 75, 39, 36, 75, 39, 36 ], [ 48.630137, 46.575342, 50.684932, 48.630137, 46.575342, 50.684932 ], [ 1.508813, 1.881839, 1.20746, 1.160198, 1.288127, 1.045952 ], [ 127460, 127460, 59426, 197048, 197048, 120599 ], [ -41418, -27535, -41418, -173735, -108077, -173735 ], [ 38, 33, 42, 38, 33, 42 ], [ 46, 42, 50, 46, 42, 50 ], [ 30, 26, 34, 30, 26, 34 ], [ 5577, 2467, 3110, 5577, 2467, 3110 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 336573, -87464, -190140, -249990, -312858, -377117 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5755, "evaluation_days": 1918.33, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1594512000000, "last_datapoint_time": 1758758400000, "evaluation_time": 1758793467127, "expiration_time": 1763730720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 45, "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) |
---|