Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183951.4286 | 109279.4063 | 74672.0224 | 255923.3236 | 181964.0029 | 73959.3207 |
Total P&L (%) | 183.9514 | 109.2794 | 74.672 | 255.9233 | 181.964 | 73.9593 |
Avg Daily Profit (%) | 2.119 | 1.2588 | 0.8602 | 1.4732 | 1.2013 | 0.6398 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22143 | -14114 | -8973 | -21462 | -14152 | -8440 |
Profit Factor | 2.9071 | 2.7513 | 3.1925 | 3.7916 | 4.0534 | 3.3053 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 41.1765 | 43.1373 | 39.2157 | 41.1765 | 43.1373 | 39.2157 |
Ratio Avg Win / Avg Loss | 4.153 | 3.6267 | 4.9484 | 5.4166 | 5.3432 | 5.1232 |
Largest Winning Trade | 115233 | 115233 | 64539 | 190557 | 190557 | 64863 |
Largest Losing Trade | -4780 | -4780 | -3880 | -4702 | -4702 | -3422 |
Avg Bars in Trades | 237 | 385 | 89 | 237 | 385 | 89 |
Avg Bars in Winners | 390 | 617 | 140 | 390 | 617 | 140 |
Avg Bars in Losers | 130 | 210 | 56 | 130 | 210 | 56 |
Bars Traded | 24231 | 19678 | 4553 | 24231 | 19678 | 4553 |
Profit Streak | 0.4989 | 0.4989 | 3.1829 | 0.4989 | 0.4989 | 3.1829 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415312 | -169445 | -167533 | 444022 | -167644 | -168736 |
{ "trading_pair": "FIL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752662400000, "first_datapoint_time": 1752721200000, "last_datapoint_time": 1760162100000, "evaluation_time": 1760162303134, "expiration_time": 1766642100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 82, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 183951.4286117058, 109279.4062535084, 74672.0223581974, 255923.3235673497, 181964.0029065567, 73959.320660793 ], [ 183.951429, 109.279406, 74.672022, 255.923324, 181.964003, 73.959321 ], [ 2.119012, 1.258834, 0.860178, 1.473187, 1.201271, 0.639812 ], [ 10, 10, 10, 10, 10, 10 ], [ -22143, -14114, -8973, -21462, -14152, -8440 ], [ 2.907067, 2.751282, 3.192491, 3.79163, 4.05344, 3.305313 ], [ 102, 51, 51, 102, 51, 51 ], [ 42, 22, 20, 42, 22, 20 ], [ 60, 29, 31, 60, 29, 31 ], [ 41.176471, 43.137255, 39.215686, 41.176471, 43.137255, 39.215686 ], [ 4.152953, 3.626689, 4.948361, 5.416614, 5.343171, 5.123234 ], [ 115233, 115233, 64539, 190557, 190557, 64863 ], [ -4780, -4780, -3880, -4702, -4702, -3422 ], [ 237, 385, 89, 237, 385, 89 ], [ 390, 617, 140, 390, 617, 140 ], [ 130, 210, 56, 130, 210, 56 ], [ 24231, 19678, 4553, 24231, 19678, 4553 ], [ 0.498879, 0.498879, 3.182907, 0.498879, 0.498879, 3.182907 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 415312, -169445, -167533, 444022, -167644, -168736 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752662400000, "first_datapoint_time": 1752721200000, "last_datapoint_time": 1760162100000, "evaluation_time": 1760162303134, "expiration_time": 1766642100000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 82, "offset": 0, "scalar": 3 } } }
# | 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) |
---|