Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650860.7831 | 392662.4105 | 258198.3726 | 1607617.4531 | 291101.9591 | 1316515.494 |
Total P&L (%) | 650.8608 | 392.6624 | 258.1984 | 1607.6175 | 291.102 | 1316.5155 |
Avg Daily Profit (%) | 0.3588 | 0.2165 | 0.1423 | 0.1566 | 0.0752 | 0.1462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78200 | -59866 | -54101 | -1788802 | -1304751 | -1466681 |
Profit Factor | 2.1184 | 2.1259 | 2.1072 | 1.1974 | 1.0677 | 1.3422 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 42 | 12 | 30 | 42 | 12 | 30 |
Losing Trades | 65 | 42 | 23 | 65 | 42 | 23 |
Profitability (%) | 39.2523 | 22.2222 | 56.6038 | 39.2523 | 22.2222 | 56.6038 |
Ratio Avg Win / Avg Loss | 3.2785 | 7.4407 | 1.6155 | 1.8531 | 3.737 | 1.029 |
Largest Winning Trade | 309252 | 309252 | 72174 | 1049661 | 1049661 | 604994 |
Largest Losing Trade | -54101 | -18889 | -54101 | -1456720 | -489726 | -1456720 |
Avg Bars in Trades | 98 | 81 | 116 | 98 | 81 | 116 |
Avg Bars in Winners | 168 | 186 | 161 | 168 | 186 | 161 |
Avg Bars in Losers | 53 | 51 | 57 | 53 | 51 | 57 |
Bars Traded | 10572 | 4417 | 6155 | 10572 | 4417 | 6155 |
Profit Streak | 0 | 0 | 146.5172 | 0 | 0 | 146.5172 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343031 | -210585 | -176865 | 52044 | -459848 | -174914 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10884, "evaluation_days": 1814, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604534400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759508684485, "expiration_time": 1764194688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 79, "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": [ [ 650860.783080857, 392662.4105063826, 258198.3725744744, 1607617.453077901, 291101.9590856505, 1316515.4939922509 ], [ 650.860783, 392.662411, 258.198373, 1607.617453, 291.101959, 1316.515494 ], [ 0.358799, 0.216462, 0.142336, 0.156555, 0.07521, 0.146236 ], [ 10, 10, 10, 10, 10, 10 ], [ -78200, -59866, -54101, -1788802, -1304751, -1466681 ], [ 2.118407, 2.125902, 2.107198, 1.197355, 1.067713, 1.342238 ], [ 107, 54, 53, 107, 54, 53 ], [ 42, 12, 30, 42, 12, 30 ], [ 65, 42, 23, 65, 42, 23 ], [ 39.252336, 22.222222, 56.603774, 39.252336, 22.222222, 56.603774 ], [ 3.278487, 7.440658, 1.615519, 1.85305, 3.736997, 1.029049 ], [ 309252, 309252, 72174, 1049661, 1049661, 604994 ], [ -54101, -18889, -54101, -1456720, -489726, -1456720 ], [ 98, 81, 116, 98, 81, 116 ], [ 168, 186, 161, 168, 186, 161 ], [ 53, 51, 57, 53, 51, 57 ], [ 10572, 4417, 6155, 10572, 4417, 6155 ], [ 0, 0, 146.517181, 0, 0, 146.517182 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 343031, -210585, -176865, 52044, -459848, -174914 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10884, "evaluation_days": 1814, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604534400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759508684485, "expiration_time": 1764194688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 79, "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) |
---|