Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704372.6232 | 495180.4417 | 209192.1816 | 1177772.0712 | -710378.3339 | 1888150.4051 |
Total P&L (%) | 704.3726 | 495.1804 | 209.1922 | 1177.7721 | -710.3783 | 1888.1504 |
Avg Daily Profit (%) | 0.3884 | 0.2731 | 0.1154 | 0.1406 | 0 | 0.165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102045 | -100622 | -50233 | -3153475 | -3135560 | -1229266 |
Profit Factor | 2.7099 | 3.0101 | 2.2633 | 1.1352 | 0.8678 | 1.5661 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 33.3333 | 25 | 41.8605 | 33.3333 | 25 | 41.8605 |
Ratio Avg Win / Avg Loss | 5.4198 | 9.0304 | 3.1434 | 2.2704 | 2.6035 | 2.1751 |
Largest Winning Trade | 508293 | 508293 | 70462 | 1609129 | 1609129 | 986757 |
Largest Losing Trade | -27766 | -27766 | -17469 | -580641 | -580641 | -395623 |
Avg Bars in Trades | 40 | 28 | 52 | 40 | 28 | 52 |
Avg Bars in Winners | 92 | 76 | 102 | 92 | 76 | 102 |
Avg Bars in Losers | 14 | 12 | 16 | 14 | 12 | 16 |
Bars Traded | 3524 | 1252 | 2272 | 3524 | 1252 | 2272 |
Profit Streak | 0 | 0 | 50.0068 | 0 | 0 | 50.0068 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308488 | -15483 | -37243 | -81864 | -607478 | 288360 |
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3627, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759450189324, "expiration_time": 1764106992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 1.39735 } } }
{ "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": [ [ 704372.623224039, 495180.4416578772, 209192.1815661623, 1177772.071191487, -710378.3339450291, 1888150.4051365156 ], [ 704.372623, 495.180442, 209.192182, 1177.772071, -710.378334, 1888.150405 ], [ 0.388405, 0.273052, 0.115353, 0.140584, 0, 0.164999 ], [ 10, 10, 10, 10, 10, 10 ], [ -102045, -100622, -50233, -3153475, -3135560, -1229266 ], [ 2.709909, 3.010142, 2.263279, 1.135223, 0.867824, 1.566094 ], [ 87, 44, 43, 87, 44, 43 ], [ 29, 11, 18, 29, 11, 18 ], [ 58, 33, 25, 58, 33, 25 ], [ 33.333333, 25, 41.860465, 33.333333, 25, 41.860465 ], [ 5.419818, 9.030425, 3.143443, 2.270445, 2.603471, 2.17513 ], [ 508293, 508293, 70462, 1609129, 1609129, 986757 ], [ -27766, -27766, -17469, -580641, -580641, -395623 ], [ 40, 28, 52, 40, 28, 52 ], [ 92, 76, 102, 92, 76, 102 ], [ 14, 12, 16, 14, 12, 16 ], [ 3524, 1252, 2272, 3524, 1252, 2272 ], [ 0, 0, 50.006821, 0, 0, 50.006821 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 308488, -15483, -37243, -81864, -607478, 288360 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3627, "evaluation_days": 1813.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759450189324, "expiration_time": 1764106992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 1.39735 } } }
# | 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) |
---|