Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861132.0096 | 646429.1765 | 214702.833 | 1199745.1011 | 176257.9589 | 1023487.1423 |
Total P&L (%) | 861.132 | 646.4292 | 214.7028 | 1199.7451 | 176.258 | 1023.4871 |
Avg Daily Profit (%) | 0.4769 | 0.358 | 0.1189 | 0.1422 | 0.0563 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77370 | -48750 | -69259 | -2417990 | -1169789 | -2466616 |
Profit Factor | 3.3662 | 4.6702 | 2.1433 | 1.1578 | 1.0552 | 1.2319 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 56.8966 | 51.7241 | 62.069 | 56.8966 | 51.7241 | 62.069 |
Ratio Avg Win / Avg Loss | 2.5502 | 4.3589 | 1.3098 | 0.8771 | 0.9849 | 0.7528 |
Largest Winning Trade | 640611 | 640611 | 72734 | 1231882 | 993987 | 1231882 |
Largest Losing Trade | -63932 | -25993 | -63932 | -1758795 | -780924 | -1758795 |
Avg Bars in Trades | 59 | 53 | 64 | 59 | 53 | 64 |
Avg Bars in Winners | 69 | 60 | 76 | 69 | 60 | 76 |
Avg Bars in Losers | 46 | 46 | 45 | 46 | 46 | 45 |
Bars Traded | 3439 | 1564 | 1875 | 3439 | 1564 | 1875 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161764 | 615959 | -29776 | -230099 | -278999 | -14117 |
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{ "first_band": { "type": "swma", "factors": { "length": 31, "offset": 53 } }, "second_band": { "type": "ema", "factors": { "length": 89, "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": [ [ 861132.0095653747, 646429.1765282594, 214702.8330371152, 1199745.1011198445, 176257.958864189, 1023487.142255656 ], [ 861.13201, 646.429177, 214.702833, 1199.745101, 176.257959, 1023.487142 ], [ 0.476949, 0.358033, 0.118916, 0.142153, 0.056297, 0.134071 ], [ 10, 10, 10, 10, 10, 10 ], [ -77370, -48750, -69259, -2417990, -1169789, -2466616 ], [ 3.366244, 4.670241, 2.143274, 1.157775, 1.055245, 1.231889 ], [ 58, 29, 29, 58, 29, 29 ], [ 33, 15, 18, 33, 15, 18 ], [ 25, 14, 11, 25, 14, 11 ], [ 56.896552, 51.724138, 62.068966, 56.896552, 51.724138, 62.068966 ], [ 2.550185, 4.358892, 1.309779, 0.877102, 0.984896, 0.752821 ], [ 640611, 640611, 72734, 1231882, 993987, 1231882 ], [ -63932, -25993, -63932, -1758795, -780924, -1758795 ], [ 59, 53, 64, 59, 53, 64 ], [ 69, 60, 76, 69, 60, 76 ], [ 46, 46, 45, 46, 46, 45 ], [ 3439, 1564, 1875, 3439, 1564, 1875 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -161764, 615959, -29776, -230099, -278999, -14117 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606564800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758821806382, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 31, "offset": 53 } }, "second_band": { "type": "ema", "factors": { "length": 89, "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) |
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