Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 561991.0073 | 444265.3825 | 117725.6248 | 1713382.9693 | 825144.6976 | 888238.2717 |
Total P&L (%) | 561.991 | 444.2654 | 117.7256 | 1713.383 | 825.1447 | 888.2383 |
Avg Daily Profit (%) | 0.2396 | 0.1894 | 0.0502 | 0.1236 | 0.0949 | 0.0977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147533 | -51964 | -125359 | -2577861 | -1164197 | -1434412 |
Profit Factor | 1.6619 | 2.16 | 1.2526 | 1.1729 | 1.1802 | 1.1666 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 43.5484 | 44.086 | 43.0108 | 43.5484 | 44.086 | 43.0108 |
Ratio Avg Win / Avg Loss | 2.1543 | 2.7395 | 1.6597 | 1.5204 | 1.4968 | 1.5458 |
Largest Winning Trade | 127628 | 127628 | 70396 | 1201113 | 905234 | 1201113 |
Largest Losing Trade | -33736 | -26158 | -33736 | -805067 | -444080 | -805067 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 6941 | 3145 | 3796 | 6941 | 3145 | 3796 |
Profit Streak | 0 | 0 | 17.4271 | 0 | 0 | 17.4271 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359588 | 325207 | -127448 | -58374 | -90843 | -100710 |
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7038, "evaluation_days": 2346, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1558454400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759169704441, "expiration_time": 1765242432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 12, "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": [ [ 561991.0072945295, 444265.3824734573, 117725.6248210725, 1713382.9692681702, 825144.6975587782, 888238.2717093915 ], [ 561.991007, 444.265382, 117.725625, 1713.382969, 825.144698, 888.238272 ], [ 0.239553, 0.189371, 0.050181, 0.123596, 0.094878, 0.097693 ], [ 10, 10, 10, 10, 10, 10 ], [ -147533, -51964, -125359, -2577861, -1164197, -1434412 ], [ 1.661899, 2.160027, 1.252586, 1.172883, 1.180159, 1.166631 ], [ 186, 93, 93, 186, 93, 93 ], [ 81, 41, 40, 81, 41, 40 ], [ 105, 52, 53, 105, 52, 53 ], [ 43.548387, 44.086022, 43.010753, 43.548387, 44.086022, 43.010753 ], [ 2.154313, 2.739546, 1.659677, 1.520403, 1.496787, 1.545785 ], [ 127628, 127628, 70396, 1201113, 905234, 1201113 ], [ -33736, -26158, -33736, -805067, -444080, -805067 ], [ 37, 33, 40, 37, 33, 40 ], [ 52, 47, 57, 52, 47, 57 ], [ 25, 23, 28, 25, 23, 28 ], [ 6941, 3145, 3796, 6941, 3145, 3796 ], [ 0, 0, 17.427135, 0, 0, 17.427135 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359588, 325207, -127448, -58374, -90843, -100710 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7038, "evaluation_days": 2346, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1558454400000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759169704441, "expiration_time": 1765242432000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 12, "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) |
---|