Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581919.8061 | 504420.449 | 77499.3571 | 173786.4297 | 16923.7052 | 156862.7245 |
Total P&L (%) | 581.9198 | 504.4204 | 77.4994 | 173.7864 | 16.9237 | 156.8627 |
Avg Daily Profit (%) | 0.2538 | 0.22 | 0.0338 | 0.0439 | 0.0068 | 0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140785 | -187150 | -50789 | -372441 | -398595 | -72521 |
Profit Factor | 2.0786 | 2.2877 | 1.5244 | 1.1934 | 1.0239 | 1.8211 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 49.3671 | 43.5897 | 55 | 49.3671 | 43.5897 | 55 |
Ratio Avg Win / Avg Loss | 2.1319 | 2.9605 | 1.2473 | 1.224 | 1.3251 | 1.49 |
Largest Winning Trade | 364485 | 364485 | 40326 | 180322 | 180322 | 60921 |
Largest Losing Trade | -46828 | -46828 | -22202 | -175364 | -175364 | -54182 |
Avg Bars in Trades | 111 | 171 | 54 | 111 | 171 | 54 |
Avg Bars in Winners | 93 | 150 | 50 | 93 | 150 | 50 |
Avg Bars in Losers | 129 | 187 | 58 | 129 | 187 | 58 |
Bars Traded | 8842 | 6676 | 2166 | 8842 | 6676 | 2166 |
Profit Streak | 8.8423 | 0 | 94.5923 | 8.8423 | 0 | 94.5923 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18405 | 363290 | -144255 | -172900 | -389348 | -133567 |
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9173, "evaluation_days": 2293.25, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1566194400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759284777535, "expiration_time": 1765220904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 229, "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": [ [ 581919.8061069937, 504420.4490298865, 77499.357077107, 173786.4296613834, 16923.7051608672, 156862.7245005162 ], [ 581.919806, 504.420449, 77.499357, 173.78643, 16.923705, 156.862725 ], [ 0.253753, 0.219959, 0.033795, 0.043929, 0.006818, 0.041145 ], [ 10, 10, 10, 10, 10, 10 ], [ -140785, -187150, -50789, -372441, -398595, -72521 ], [ 2.078609, 2.287654, 1.524448, 1.193378, 1.023915, 1.821137 ], [ 79, 39, 40, 79, 39, 40 ], [ 39, 17, 22, 39, 17, 22 ], [ 40, 22, 18, 40, 22, 18 ], [ 49.367089, 43.589744, 55, 49.367089, 43.589744, 55 ], [ 2.131907, 2.960493, 1.247276, 1.223977, 1.325067, 1.490021 ], [ 364485, 364485, 40326, 180322, 180322, 60921 ], [ -46828, -46828, -22202, -175364, -175364, -54182 ], [ 111, 171, 54, 111, 171, 54 ], [ 93, 150, 50, 93, 150, 50 ], [ 129, 187, 58, 129, 187, 58 ], [ 8842, 6676, 2166, 8842, 6676, 2166 ], [ 8.842332, 0, 94.592332, 8.842333, 0, 94.592333 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -18405, 363290, -144255, -172900, -389348, -133567 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9173, "evaluation_days": 2293.25, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1566194400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759284777535, "expiration_time": 1765220904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 229, "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) |
---|