Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395828.1667 | 335525.3541 | 60302.8126 | 167028.5927 | 440778.0369 | -273749.4442 |
Total P&L (%) | 395.8282 | 335.5254 | 60.3028 | 167.0286 | 440.778 | -273.7494 |
Avg Daily Profit (%) | 0.1799 | 0.1525 | 0.0274 | 0.0447 | 0.0767 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216344 | -148895 | -126161 | -1162344 | -579774 | -717985 |
Profit Factor | 1.4489 | 1.7595 | 1.1371 | 1.0561 | 1.3419 | 0.8377 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 46.0123 | 41.4634 | 50.6173 | 46.0123 | 41.4634 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.7001 | 2.484 | 1.1093 | 1.2392 | 1.8945 | 0.8173 |
Largest Winning Trade | 132319 | 132319 | 55755 | 313084 | 225516 | 313084 |
Largest Losing Trade | -40354 | -38059 | -40354 | -304927 | -304927 | -217287 |
Avg Bars in Trades | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 48 | 55 | 39 | 48 | 55 | 39 |
Bars Traded | 8628 | 4750 | 3878 | 8628 | 4750 | 3878 |
Profit Streak | 0 | 0 | 97.3437 | 0 | 0 | 97.3437 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318868 | 99837 | -237594 | -292762 | -96811 | -591697 |
{ "trading_pair": "XTZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8801, "evaluation_days": 2200.25, "actual_first_datapoint_time": 1569304800000, "first_datapoint_time": 1572285600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759392894176, "expiration_time": 1765087848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "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": [ [ 395828.1667241695, 335525.3541138858, 60302.8126102836, 167028.5927026489, 440778.0369489496, -273749.4442463004 ], [ 395.828167, 335.525354, 60.302813, 167.028593, 440.778037, -273.749444 ], [ 0.179901, 0.152494, 0.027407, 0.04465, 0.076741, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -216344, -148895, -126161, -1162344, -579774, -717985 ], [ 1.448912, 1.759508, 1.137057, 1.056122, 1.34191, 0.837732 ], [ 163, 82, 81, 163, 82, 81 ], [ 75, 34, 41, 75, 34, 41 ], [ 88, 48, 40, 88, 48, 40 ], [ 46.01227, 41.463415, 50.617284, 46.01227, 41.463415, 50.617284 ], [ 1.700057, 2.484012, 1.109324, 1.239183, 1.894462, 0.817299 ], [ 132319, 132319, 55755, 313084, 225516, 313084 ], [ -40354, -38059, -40354, -304927, -304927, -217287 ], [ 52, 57, 47, 52, 57, 47 ], [ 58, 60, 56, 58, 60, 56 ], [ 48, 55, 39, 48, 55, 39 ], [ 8628, 4750, 3878, 8628, 4750, 3878 ], [ 0, 0, 97.343683, 0, 0, 97.343683 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 318868, 99837, -237594, -292762, -96811, -591697 ] ] }
{ "trading_pair": "XTZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8801, "evaluation_days": 2200.25, "actual_first_datapoint_time": 1569304800000, "first_datapoint_time": 1572285600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759392894176, "expiration_time": 1765087848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 25, "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) |
---|