Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122328.5233 | 16158.1749 | 106170.3484 | 173757.1145 | 29108.7973 | 144648.3172 |
Total P&L (%) | 122.3285 | 16.1582 | 106.1703 | 173.7571 | 29.1088 | 144.6483 |
Avg Daily Profit (%) | 0.2349 | 0.031 | 0.2038 | 0.1935 | 0.0491 | 0.1719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38070 | -7521 | -38070 | -69345 | -12202 | -69345 |
Profit Factor | 2.2157 | 1.6825 | 2.3798 | 1.8958 | 1.7024 | 1.9483 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 66.6667 | 54.8387 | 78.125 | 66.6667 | 54.8387 | 78.125 |
Ratio Avg Win / Avg Loss | 1.1079 | 1.3856 | 0.6663 | 0.9479 | 1.402 | 0.5455 |
Largest Winning Trade | 21791 | 6071 | 21791 | 29453 | 8697 | 29453 |
Largest Losing Trade | -38070 | -4841 | -38070 | -69345 | -9844 | -69345 |
Avg Bars in Trades | 392 | 28 | 745 | 392 | 28 | 745 |
Avg Bars in Winners | 372 | 24 | 609 | 372 | 24 | 609 |
Avg Bars in Losers | 432 | 32 | 1231 | 432 | 32 | 1231 |
Bars Traded | 24721 | 873 | 23848 | 24721 | 873 | 23848 |
Profit Streak | 4.1281 | 0 | 40.3989 | 4.1281 | 0 | 40.3989 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138484 | -158240 | 503728 | -141121 | -128164 | 463929 |
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{ "first_band": { "type": "bbu", "factors": { "length": 108, "offset": 0, "std": 2.63193 } }, "second_band": { "type": "sinwma", "factors": { "length": 242, "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": [ [ 122328.5233140093, 16158.1749278153, 106170.348386194, 173757.1144745349, 29108.7973203285, 144648.3171542064 ], [ 122.328523, 16.158175, 106.170348, 173.757114, 29.108797, 144.648317 ], [ 0.234872, 0.031024, 0.203848, 0.193546, 0.049066, 0.171922 ], [ 10, 10, 10, 10, 10, 10 ], [ -38070, -7521, -38070, -69345, -12202, -69345 ], [ 2.215726, 1.682495, 2.379791, 1.895783, 1.702383, 1.948331 ], [ 63, 31, 32, 63, 31, 32 ], [ 42, 17, 25, 42, 17, 25 ], [ 21, 14, 7, 21, 14, 7 ], [ 66.666667, 54.83871, 78.125, 66.666667, 54.83871, 78.125 ], [ 1.107863, 1.385584, 0.666342, 0.947892, 1.401963, 0.545533 ], [ 21791, 6071, 21791, 29453, 8697, 29453 ], [ -38070, -4841, -38070, -69345, -9844, -69345 ], [ 392, 28, 745, 392, 28, 745 ], [ 372, 24, 609, 372, 24, 609 ], [ 432, 32, 1231, 432, 32, 1231 ], [ 24721, 873, 23848, 24721, 873, 23848 ], [ 4.128083, 0, 40.398917, 4.128083, 0, 40.398917 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -138484, -158240, 503728, -141121, -128164, 463929 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714161600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758857666397, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 108, "offset": 0, "std": 2.63193 } }, "second_band": { "type": "sinwma", "factors": { "length": 242, "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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