Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 261409.6632 | 102679.7617 | 158729.9015 | 38782.1283 | -191020.5436 | 229802.6719 |
Total P&L (%) | 261.4097 | 102.6798 | 158.7299 | 38.7821 | -191.0205 | 229.8027 |
Avg Daily Profit (%) | 0.1714 | 0.0673 | 0.1041 | 0.0215 | 0 | 0.0783 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260253 | -193007 | -81768 | -1450922 | -1131300 | -349562 |
Profit Factor | 1.2794 | 1.176 | 1.4507 | 1.0112 | 0.9116 | 1.1762 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 103 | 43 | 60 | 103 | 43 | 60 |
Losing Trades | 110 | 64 | 46 | 110 | 64 | 46 |
Profitability (%) | 48.3568 | 40.1869 | 56.6038 | 48.3568 | 40.1869 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.3664 | 1.7504 | 1.1122 | 1.0799 | 1.3568 | 0.9018 |
Largest Winning Trade | 101467 | 101467 | 36549 | 351770 | 351770 | 202411 |
Largest Losing Trade | -36199 | -31565 | -36199 | -348349 | -347487 | -348349 |
Avg Bars in Trades | 84 | 109 | 59 | 84 | 109 | 59 |
Avg Bars in Winners | 95 | 131 | 69 | 95 | 131 | 69 |
Avg Bars in Losers | 74 | 95 | 45 | 74 | 95 | 45 |
Bars Traded | 18020 | 11765 | 6255 | 18020 | 11765 | 6255 |
Profit Streak | 15.8545 | 17.4379 | 0 | 15.8545 | 17.4379 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302043 | -132320 | -52414 | -373635 | -582628 | -116163 |
{ "trading_pair": "MINA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18297, "evaluation_days": 1524.75, "actual_first_datapoint_time": 1628575200000, "first_datapoint_time": 1629806400000, "last_datapoint_time": 1760320800000, "evaluation_time": 1760322630277, "expiration_time": 1765063382400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 170, "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": [ [ 261409.6632372107, 102679.7617442647, 158729.9014929463, 38782.1283010121, -191020.5435546802, 229802.6718556918 ], [ 261.409663, 102.679762, 158.729901, 38.782128, -191.020544, 229.802672 ], [ 0.171444, 0.067342, 0.104102, 0.021497, 0, 0.078294 ], [ 10, 10, 10, 10, 10, 10 ], [ -260253, -193007, -81768, -1450922, -1131300, -349562 ], [ 1.279431, 1.176027, 1.450695, 1.011192, 0.911614, 1.176237 ], [ 213, 107, 106, 213, 107, 106 ], [ 103, 43, 60, 103, 43, 60 ], [ 110, 64, 46, 110, 64, 46 ], [ 48.356808, 40.186916, 56.603774, 48.356808, 40.186916, 56.603774 ], [ 1.366382, 1.750365, 1.1122, 1.079914, 1.35682, 0.901781 ], [ 101467, 101467, 36549, 351770, 351770, 202411 ], [ -36199, -31565, -36199, -348349, -347487, -348349 ], [ 84, 109, 59, 84, 109, 59 ], [ 95, 131, 69, 95, 131, 69 ], [ 74, 95, 45, 74, 95, 45 ], [ 18020, 11765, 6255, 18020, 11765, 6255 ], [ 15.854517, 17.43785, 0, 15.854517, 17.43785, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302043, -132320, -52414, -373635, -582628, -116163 ] ] }
{ "trading_pair": "MINA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18297, "evaluation_days": 1524.75, "actual_first_datapoint_time": 1628575200000, "first_datapoint_time": 1629806400000, "last_datapoint_time": 1760320800000, "evaluation_time": 1760322630277, "expiration_time": 1765063382400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "vwma", "factors": { "length": 170, "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) |
---|