Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175809.7377 | 148598.893 | 27210.8446 | 41271.4711 | 34975.6448 | 6295.8264 |
Total P&L (%) | 175.8097 | 148.5989 | 27.2108 | 41.2715 | 34.9756 | 6.2958 |
Avg Daily Profit (%) | 0.1688 | 0.1427 | 0.0261 | 0.0332 | 0.0288 | 0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95758 | -83481 | -63713 | -183546 | -155740 | -114202 |
Profit Factor | 1.3396 | 1.5506 | 1.1098 | 1.0474 | 1.0755 | 1.0155 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 44.4444 | 38.806 | 50 | 44.4444 | 38.806 | 50 |
Ratio Avg Win / Avg Loss | 1.6745 | 2.4451 | 1.1098 | 1.3093 | 1.6961 | 1.0155 |
Largest Winning Trade | 112689 | 112689 | 30010 | 103238 | 103238 | 41168 |
Largest Losing Trade | -33668 | -33668 | -18061 | -77385 | -77385 | -33624 |
Avg Bars in Trades | 182 | 171 | 193 | 182 | 171 | 193 |
Avg Bars in Winners | 255 | 242 | 265 | 255 | 242 | 265 |
Avg Bars in Losers | 124 | 126 | 122 | 124 | 126 | 122 |
Bars Traded | 24670 | 11500 | 13170 | 24670 | 11500 | 13170 |
Profit Streak | 38.2639 | 38.2639 | 42.2222 | 38.2639 | 38.2639 | 42.2222 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303118 | -120640 | -369247 | -319405 | -414159 | -662479 |
{ "trading_pair": "MANA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669730400000, "first_datapoint_time": 1670504400000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759731598206, "expiration_time": 1766210400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 158, "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": [ [ 175809.7376760505, 148598.8930363086, 27210.8446397417, 41271.4711328891, 34975.6447621617, 6295.8263707273 ], [ 175.809738, 148.598893, 27.210845, 41.271471, 34.975645, 6.295826 ], [ 0.168777, 0.142654, 0.026122, 0.033175, 0.028797, 0.005862 ], [ 10, 10, 10, 10, 10, 10 ], [ -95758, -83481, -63713, -183546, -155740, -114202 ], [ 1.339618, 1.550558, 1.109826, 1.047432, 1.075547, 1.015463 ], [ 135, 67, 68, 135, 67, 68 ], [ 60, 26, 34, 60, 26, 34 ], [ 75, 41, 34, 75, 41, 34 ], [ 44.444444, 38.80597, 50, 44.444444, 38.80597, 50 ], [ 1.674523, 2.44511, 1.109826, 1.30929, 1.696054, 1.015463 ], [ 112689, 112689, 30010, 103238, 103238, 41168 ], [ -33668, -33668, -18061, -77385, -77385, -33624 ], [ 182, 171, 193, 182, 171, 193 ], [ 255, 242, 265, 255, 242, 265 ], [ 124, 126, 122, 124, 126, 122 ], [ 24670, 11500, 13170, 24670, 11500, 13170 ], [ 38.263868, 38.263868, 42.222201, 38.263868, 38.263868, 42.222201 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303118, -120640, -369247, -319405, -414159, -662479 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669730400000, "first_datapoint_time": 1670504400000, "last_datapoint_time": 1759730400000, "evaluation_time": 1759731598206, "expiration_time": 1766210400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 158, "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) |
---|