Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87818.3783 | 18699.7355 | 69118.6428 | 56320.3427 | 12630.0376 | 43690.3051 |
Total P&L (%) | 87.8184 | 18.6997 | 69.1186 | 56.3203 | 12.63 | 43.6903 |
Avg Daily Profit (%) | 0.1686 | 0.0359 | 0.1327 | 0.0858 | 0.0228 | 0.0696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81444 | -55643 | -60908 | -86859 | -60868 | -61003 |
Profit Factor | 1.2562 | 1.105 | 1.4196 | 1.1705 | 1.0772 | 1.2618 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 61.7834 | 62.8205 | 60.7595 | 61.7834 | 62.8205 | 60.7595 |
Ratio Avg Win / Avg Loss | 0.777 | 0.654 | 0.9168 | 0.724 | 0.6376 | 0.8149 |
Largest Winning Trade | 20922 | 20922 | 14556 | 15589 | 15589 | 11545 |
Largest Losing Trade | -33606 | -26027 | -33606 | -33947 | -33947 | -29988 |
Avg Bars in Trades | 154 | 155 | 153 | 154 | 155 | 153 |
Avg Bars in Winners | 116 | 117 | 115 | 116 | 117 | 115 |
Avg Bars in Losers | 216 | 220 | 212 | 216 | 220 | 212 |
Bars Traded | 24264 | 12134 | 12130 | 24264 | 12134 | 12130 |
Profit Streak | 10.8562 | 23.1062 | 10.8562 | 10.8562 | 23.1062 | 10.8562 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301636 | -290959 | -41982 | -111097 | -415150 | -128896 |
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{ "first_band": { "type": "sinwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 51, "offset": 210 } } }
{ "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": [ [ 87818.3782752202, 18699.7354964266, 69118.6427787934, 56320.3426955673, 12630.0375790219, 43690.3051165455 ], [ 87.818378, 18.699735, 69.118643, 56.320343, 12.630038, 43.690305 ], [ 0.168612, 0.035904, 0.132709, 0.085811, 0.022839, 0.069623 ], [ 10, 10, 10, 10, 10, 10 ], [ -81444, -55643, -60908, -86859, -60868, -61003 ], [ 1.256206, 1.105042, 1.419552, 1.170476, 1.077249, 1.261817 ], [ 157, 78, 79, 157, 78, 79 ], [ 97, 49, 48, 97, 49, 48 ], [ 60, 29, 31, 60, 29, 31 ], [ 61.783439, 62.820513, 60.759494, 61.783439, 62.820513, 60.759494 ], [ 0.777034, 0.654005, 0.916794, 0.724006, 0.637556, 0.814923 ], [ 20922, 20922, 14556, 15589, 15589, 11545 ], [ -33606, -26027, -33606, -33947, -33947, -29988 ], [ 154, 155, 153, 154, 155, 153 ], [ 116, 117, 115, 116, 117, 115 ], [ 216, 220, 212, 216, 220, 212 ], [ 24264, 12134, 12130, 24264, 12134, 12130 ], [ 10.856196, 23.106196, 10.856196, 10.856196, 23.106196, 10.856196 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 301636, -290959, -41982, -111097, -415150, -128896 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714195800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758886375358, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 51, "offset": 210 } } }
# | 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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