Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526002.1384 | 321510.3402 | 204491.7983 | 503807.4149 | -36218.3319 | 540025.7468 |
Total P&L (%) | 526.0021 | 321.5103 | 204.4918 | 503.8074 | -36.2183 | 540.0257 |
Avg Daily Profit (%) | 0.2905 | 0.1776 | 0.1129 | 0.0994 | -0.0248 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140006 | -99762 | -86904 | -1340673 | -825097 | -1106207 |
Profit Factor | 1.9917 | 2.0533 | 1.9083 | 1.1335 | 0.9823 | 1.3137 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 50.5376 | 46.8085 | 54.3478 | 50.5376 | 46.8085 | 54.3478 |
Ratio Avg Win / Avg Loss | 1.9493 | 2.3333 | 1.6029 | 1.1094 | 1.1163 | 1.1035 |
Largest Winning Trade | 269468 | 269468 | 73055 | 575873 | 514060 | 575873 |
Largest Losing Trade | -68763 | -26279 | -68763 | -1058465 | -270946 | -1058465 |
Avg Bars in Trades | 113 | 94 | 133 | 113 | 94 | 133 |
Avg Bars in Winners | 156 | 132 | 178 | 156 | 132 | 178 |
Avg Bars in Losers | 69 | 60 | 80 | 69 | 60 | 80 |
Bars Traded | 10571 | 4422 | 6149 | 10571 | 4422 | 6149 |
Profit Streak | 0 | 0 | 46.4281 | 0 | 0 | 46.4281 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464884 | 366209 | -37390 | -133235 | -580271 | -54248 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10863, "evaluation_days": 1810.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604908800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198584856, "expiration_time": 1763883216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 77, "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": [ [ 526002.138438414, 321510.3401513646, 204491.7982870492, 503807.4148612462, -36218.3319472567, 540025.7468085034 ], [ 526.002138, 321.51034, 204.491798, 503.807415, -36.218332, 540.025747 ], [ 0.290529, 0.177581, 0.112948, 0.099364, -0.024836, 0.102584 ], [ 10, 10, 10, 10, 10, 10 ], [ -140006, -99762, -86904, -1340673, -825097, -1106207 ], [ 1.991717, 2.053275, 1.908257, 1.133526, 0.982346, 1.313693 ], [ 93, 47, 46, 93, 47, 46 ], [ 47, 22, 25, 47, 22, 25 ], [ 46, 25, 21, 46, 25, 21 ], [ 50.537634, 46.808511, 54.347826, 50.537634, 46.808511, 54.347826 ], [ 1.94934, 2.333267, 1.602936, 1.109408, 1.116303, 1.103502 ], [ 269468, 269468, 73055, 575873, 514060, 575873 ], [ -68763, -26279, -68763, -1058465, -270946, -1058465 ], [ 113, 94, 133, 113, 94, 133 ], [ 156, 132, 178, 156, 132, 178 ], [ 69, 60, 80, 69, 60, 80 ], [ 10571, 4422, 6149, 10571, 4422, 6149 ], [ 0, 0, 46.428065, 0, 0, 46.428065 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 464884, 366209, -37390, -133235, -580271, -54248 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10863, "evaluation_days": 1810.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604908800000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198584856, "expiration_time": 1763883216000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "sinwma", "factors": { "length": 77, "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) |
---|