Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2381680.8895 | 2383492.5667 | -1811.6772 | 107857.4815 | 747254.9143 | -639397.4328 |
Total P&L (%) | 2381.6809 | 2383.4926 | -1.8117 | 107.8575 | 747.2549 | -639.3974 |
Avg Daily Profit (%) | 1.0301 | 1.0309 | -0.0008 | 0.0317 | 0.0925 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214756 | -205540 | -83769 | -5831040 | -5006795 | -1301091 |
Profit Factor | 4.6093 | 6.3697 | 0.9916 | 1.0125 | 1.1077 | 0.6208 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 40.9836 | 40 | 41.9355 | 40.9836 | 40 | 41.9355 |
Ratio Avg Win / Avg Loss | 6.6373 | 9.5546 | 1.373 | 1.458 | 1.6616 | 0.8596 |
Largest Winning Trade | 2176930 | 2176930 | 49055 | 4600353 | 4600353 | 406890 |
Largest Losing Trade | -68005 | -68005 | -42852 | -2437230 | -2437230 | -758897 |
Avg Bars in Trades | 71 | 117 | 26 | 71 | 117 | 26 |
Avg Bars in Winners | 96 | 152 | 44 | 96 | 152 | 44 |
Avg Bars in Losers | 53 | 93 | 13 | 53 | 93 | 13 |
Bars Traded | 4342 | 3513 | 829 | 4342 | 3513 | 829 |
Profit Streak | 0 | 119.3958 | 0 | 0 | 119.3958 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148909 | 666826 | -582009 | -527157 | -173401 | -583676 |
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{ "first_band": { "type": "swma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "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": [ [ 2381680.8895196877, 2383492.566700043, -1811.677180355, 107857.4815060742, 747254.9143250599, -639397.432818985 ], [ 2381.68089, 2383.492567, -1.811677, 107.857482, 747.254914, -639.397433 ], [ 1.030139, 1.030922, -0.000784, 0.031652, 0.092466, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -214756, -205540, -83769, -5831040, -5006795, -1301091 ], [ 4.609268, 6.369745, 0.991613, 1.012507, 1.107716, 0.620801 ], [ 61, 30, 31, 61, 30, 31 ], [ 25, 12, 13, 25, 12, 13 ], [ 36, 18, 18, 36, 18, 18 ], [ 40.983607, 40, 41.935484, 40.983607, 40, 41.935484 ], [ 6.637346, 9.554618, 1.373002, 1.458011, 1.661574, 0.85957 ], [ 2176930, 2176930, 49055, 4600353, 4600353, 406890 ], [ -68005, -68005, -42852, -2437230, -2437230, -758897 ], [ 71, 117, 26, 71, 117, 26 ], [ 96, 152, 44, 96, 152, 44 ], [ 53, 93, 13, 53, 93, 13 ], [ 4342, 3513, 829, 4342, 3513, 829 ], [ 0, 119.395822, 0, 0, 119.395822, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -148909, 666826, -582009, -527157, -173401, -583676 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4624, "evaluation_days": 2312, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566172800000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759094998994, "expiration_time": 1765053504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 159, "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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