Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207457.4111 | 150863.6364 | 56593.7746 | 214965.2851 | 143575.4505 | 71389.8346 |
Total P&L (%) | 207.4574 | 150.8636 | 56.5938 | 214.9653 | 143.5755 | 71.3898 |
Avg Daily Profit (%) | 0.5195 | 0.3778 | 0.1417 | 0.2877 | 0.2232 | 0.135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65411 | -50038 | -20443 | -212994 | -148758 | -77756 |
Profit Factor | 2.3015 | 2.8198 | 1.7399 | 1.5457 | 1.7319 | 1.361 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 40 | 44.8276 | 42.3729 | 40 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.1301 | 4.2297 | 2.1414 | 2.1022 | 2.5978 | 1.6751 |
Largest Winning Trade | 163196 | 163196 | 34743 | 194598 | 194598 | 109038 |
Largest Losing Trade | -15853 | -15853 | -15740 | -58023 | -47803 | -58023 |
Avg Bars in Trades | 305 | 293 | 317 | 305 | 293 | 317 |
Avg Bars in Winners | 511 | 509 | 514 | 511 | 509 | 514 |
Avg Bars in Losers | 153 | 149 | 158 | 153 | 149 | 158 |
Bars Traded | 18025 | 8810 | 9215 | 18025 | 8810 | 9215 |
Profit Streak | 146.1651 | 196.4984 | 0 | 146.1651 | 196.4984 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168113 | 395727 | -4451 | -171780 | 272571 | -14238 |
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{ "first_band": { "type": "wma", "factors": { "length": 246, "offset": 181 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "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": [ [ 207457.4110520094, 150863.6364182631, 56593.7746337462, 214965.2851126638, 143575.450469778, 71389.8346428858 ], [ 207.457411, 150.863636, 56.593775, 214.965285, 143.57545, 71.389835 ], [ 0.51954, 0.377811, 0.141729, 0.287732, 0.223197, 0.135016 ], [ 10, 10, 10, 10, 10, 10 ], [ -65411, -50038, -20443, -212994, -148758, -77756 ], [ 2.301538, 2.819812, 1.739852, 1.545701, 1.731888, 1.361004 ], [ 59, 30, 29, 59, 30, 29 ], [ 25, 12, 13, 25, 12, 13 ], [ 34, 18, 16, 34, 18, 16 ], [ 42.372881, 40, 44.827586, 42.372881, 40, 44.827586 ], [ 3.130092, 4.229718, 2.141356, 2.102154, 2.597832, 1.675082 ], [ 163196, 163196, 34743, 194598, 194598, 109038 ], [ -15853, -15853, -15740, -58023, -47803, -58023 ], [ 305, 293, 317, 305, 293, 317 ], [ 511, 509, 514, 511, 509, 514 ], [ 153, 149, 158, 153, 149, 158 ], [ 18025, 8810, 9215, 18025, 8810, 9215 ], [ 146.165076, 196.498409, 0, 146.165076, 196.498409, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -168113, 395727, -4451, -171780, 272571, -14238 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 19167, "evaluation_days": 399.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714494600000, "last_datapoint_time": 1748226600000, "evaluation_time": 1759255062578, "expiration_time": 1753194686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 246, "offset": 181 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "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) |
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