Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407118.1411 | 380883.5723 | 26234.5687 | 99805.9776 | 120935.5964 | -21129.6188 |
Total P&L (%) | 407.1181 | 380.8836 | 26.2346 | 99.806 | 120.9356 | -21.1296 |
Avg Daily Profit (%) | 0.1735 | 0.1624 | 0.0112 | 0.0295 | 0.0338 | -0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175895 | -74671 | -201898 | -221696 | -117191 | -176288 |
Profit Factor | 1.3728 | 1.7314 | 1.0459 | 1.0764 | 1.1957 | 0.9693 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 123 | 55 | 68 | 123 | 55 | 68 |
Losing Trades | 142 | 78 | 64 | 142 | 78 | 64 |
Profitability (%) | 46.4151 | 41.3534 | 51.5152 | 46.4151 | 41.3534 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.5848 | 2.4554 | 0.9844 | 1.2427 | 1.6957 | 0.9123 |
Largest Winning Trade | 153690 | 153690 | 61249 | 122121 | 122121 | 73981 |
Largest Losing Trade | -38633 | -38633 | -31880 | -94301 | -93347 | -94301 |
Avg Bars in Trades | 34 | 32 | 37 | 34 | 32 | 37 |
Avg Bars in Winners | 43 | 43 | 44 | 43 | 43 | 44 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 9269 | 4355 | 4914 | 9269 | 4355 | 4914 |
Profit Streak | 0 | 0 | 18.6626 | 0 | 0 | 18.6626 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324966 | 252616 | -352470 | -289932 | -155466 | -580224 |
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9384, "evaluation_days": 2346, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557986400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204448929, "expiration_time": 1765271232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "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": [ [ 407118.1410602141, 380883.5723440185, 26234.5687161954, 99805.9776358386, 120935.5964381779, -21129.6188023392 ], [ 407.118141, 380.883572, 26.234569, 99.805978, 120.935596, -21.129619 ], [ 0.173537, 0.162354, 0.011183, 0.029509, 0.033795, -0.010117 ], [ 10, 10, 10, 10, 10, 10 ], [ -175895, -74671, -201898, -221696, -117191, -176288 ], [ 1.372787, 1.731388, 1.045919, 1.076421, 1.195691, 0.969288 ], [ 265, 133, 132, 265, 133, 132 ], [ 123, 55, 68, 123, 55, 68 ], [ 142, 78, 64, 142, 78, 64 ], [ 46.415094, 41.353383, 51.515152, 46.415094, 41.353383, 51.515152 ], [ 1.584844, 2.455423, 0.984394, 1.242698, 1.695707, 0.912271 ], [ 153690, 153690, 61249, 122121, 122121, 73981 ], [ -38633, -38633, -31880, -94301, -93347, -94301 ], [ 34, 32, 37, 34, 32, 37 ], [ 43, 43, 44, 43, 43, 44 ], [ 27, 25, 29, 27, 25, 29 ], [ 9269, 4355, 4914, 9269, 4355, 4914 ], [ 0, 0, 18.662603, 0, 0, 18.662603 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324966, 252616, -352470, -289932, -155466, -580224 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9384, "evaluation_days": 2346, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557986400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759204448929, "expiration_time": 1765271232000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "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) |
---|