Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455266.3773 | 378871.4988 | 76394.8785 | 394126.1269 | 507283.689 | -113157.5622 |
Total P&L (%) | 455.2664 | 378.8715 | 76.3949 | 394.1261 | 507.2837 | -113.1576 |
Avg Daily Profit (%) | 0.1934 | 0.1609 | 0.0325 | 0.0679 | 0.0767 | 0 |
Buy And Hold Return (%) | 93.7185 | 93.7185 | 93.7185 | 93.7185 | 93.7185 | 93.7185 |
Max Trade Drawdown | -76776 | -55138 | -108110 | -314848 | -234776 | -469269 |
Profit Factor | 1.9192 | 2.539 | 1.3067 | 1.2217 | 1.6045 | 0.8794 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 70.3125 | 68.75 | 71.875 | 70.3125 | 68.75 | 71.875 |
Ratio Avg Win / Avg Loss | 0.8103 | 1.1541 | 0.5113 | 0.5158 | 0.7293 | 0.3441 |
Largest Winning Trade | 82996 | 82996 | 41207 | 270930 | 270930 | 108829 |
Largest Losing Trade | -69779 | -51188 | -69779 | -291325 | -215460 | -291325 |
Avg Bars in Trades | 66 | 68 | 63 | 66 | 68 | 63 |
Avg Bars in Winners | 63 | 69 | 57 | 63 | 69 | 57 |
Avg Bars in Losers | 72 | 67 | 78 | 72 | 67 | 78 |
Bars Traded | 4232 | 2207 | 2025 | 4232 | 2207 | 2025 |
Profit Streak | 253.1603 | 253.1603 | 302.6603 | 253.1603 | 253.1603 | 302.6603 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132542 | 425524 | -313084 | -245899 | -87991 | -577007 |
{ "trading_pair": "ATOM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4708, "evaluation_days": 2354, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759852245676, "expiration_time": 1765939968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 231, "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": [ [ 455266.377260631, 378871.4987950287, 76394.8784656021, 394126.1268741837, 507283.6890333267, -113157.5621591432 ], [ 455.266377, 378.871499, 76.394878, 394.126127, 507.283689, -113.157562 ], [ 0.193401, 0.160948, 0.032453, 0.067891, 0.076657, 0 ], [ 93.718478, 93.718478, 93.718478, 93.718478, 93.718478, 93.718478 ], [ -76776, -55138, -108110, -314848, -234776, -469269 ], [ 1.919191, 2.538987, 1.306674, 1.221741, 1.604524, 0.879398 ], [ 64, 32, 32, 64, 32, 32 ], [ 45, 22, 23, 45, 22, 23 ], [ 19, 10, 9, 19, 10, 9 ], [ 70.3125, 68.75, 71.875, 70.3125, 68.75, 71.875 ], [ 0.810325, 1.154085, 0.511307, 0.515846, 0.729329, 0.344112 ], [ 82996, 82996, 41207, 270930, 270930, 108829 ], [ -69779, -51188, -69779, -291325, -215460, -291325 ], [ 66, 68, 63, 66, 68, 63 ], [ 63, 69, 57, 63, 69, 57 ], [ 72, 67, 78, 72, 67, 78 ], [ 4232, 2207, 2025, 4232, 2207, 2025 ], [ 253.160251, 253.160251, 302.660251, 253.160251, 253.160251, 302.660251 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132542, 425524, -313084, -245899, -87991, -577007 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4708, "evaluation_days": 2354, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1567036800000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759852245676, "expiration_time": 1765939968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 231, "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) |
---|