Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177529.7066 | 65897.5052 | 111632.2015 | 274749.5091 | 78703.2781 | 196046.231 |
Total P&L (%) | 177.5297 | 65.8975 | 111.6322 | 274.7495 | 78.7033 | 196.0462 |
Avg Daily Profit (%) | 0.3409 | 0.1265 | 0.2143 | 0.254 | 0.1115 | 0.2086 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60458 | -41919 | -29646 | -203536 | -98411 | -136375 |
Profit Factor | 1.4096 | 1.3213 | 1.4889 | 1.2724 | 1.1603 | 1.3787 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 45.5399 | 43.3962 | 47.6636 | 45.5399 | 43.3962 | 47.6636 |
Ratio Avg Win / Avg Loss | 1.6857 | 1.7234 | 1.6349 | 1.5216 | 1.5134 | 1.5139 |
Largest Winning Trade | 30117 | 22192 | 30117 | 79672 | 79672 | 75961 |
Largest Losing Trade | -16474 | -9797 | -16474 | -37550 | -37550 | -35467 |
Avg Bars in Trades | 115 | 118 | 112 | 115 | 118 | 112 |
Avg Bars in Winners | 158 | 163 | 153 | 158 | 163 | 153 |
Avg Bars in Losers | 79 | 85 | 73 | 79 | 85 | 73 |
Bars Traded | 24594 | 12609 | 11985 | 24594 | 12609 | 11985 |
Profit Streak | 7.659 | 0 | 10.0757 | 7.659 | 0 | 10.0757 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366437 | -26465 | 324286 | 309519 | -90594 | 298276 |
{ "trading_pair": "FIL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714168800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758928738067, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 246, "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": [ [ 177529.7066355142, 65897.5051798992, 111632.201455615, 274749.509114449, 78703.2781137531, 196046.2310006959 ], [ 177.529707, 65.897505, 111.632201, 274.749509, 78.703278, 196.046231 ], [ 0.340859, 0.126524, 0.214335, 0.253972, 0.11153, 0.208605 ], [ 10, 10, 10, 10, 10, 10 ], [ -60458, -41919, -29646, -203536, -98411, -136375 ], [ 1.409582, 1.321277, 1.488906, 1.272388, 1.1603, 1.378692 ], [ 213, 106, 107, 213, 106, 107 ], [ 97, 46, 51, 97, 46, 51 ], [ 116, 60, 56, 116, 60, 56 ], [ 45.539906, 43.396226, 47.663551, 45.539906, 43.396226, 47.663551 ], [ 1.685685, 1.723405, 1.634878, 1.521619, 1.513435, 1.513857 ], [ 30117, 22192, 30117, 79672, 79672, 75961 ], [ -16474, -9797, -16474, -37550, -37550, -35467 ], [ 115, 118, 112, 115, 118, 112 ], [ 158, 163, 153, 158, 163, 153 ], [ 79, 85, 73, 79, 85, 73 ], [ 24594, 12609, 11985, 24594, 12609, 11985 ], [ 7.659005, 0, 10.075672, 7.659005, 0, 10.075672 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366437, -26465, 324286, 309519, -90594, 298276 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714168800000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758928738067, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 246, "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) |
---|