Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470866.4597 | 396048.5115 | 74817.9481 | 110415.7118 | 128798.8761 | -18383.1644 |
Total P&L (%) | 470.8665 | 396.0485 | 74.8179 | 110.4157 | 128.7989 | -18.3832 |
Avg Daily Profit (%) | 0.2054 | 0.1727 | 0.0326 | 0.0324 | 0.0361 | -0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146087 | -179500 | -165799 | -153046 | -142692 | -172957 |
Profit Factor | 1.5971 | 1.8216 | 1.2441 | 1.1606 | 1.3119 | 0.933 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 53.1532 | 43.6364 | 62.5 | 53.1532 | 43.6364 | 62.5 |
Ratio Avg Win / Avg Loss | 1.4076 | 2.3529 | 0.7464 | 1.0229 | 1.6946 | 0.5598 |
Largest Winning Trade | 256333 | 256333 | 60486 | 138984 | 138984 | 40112 |
Largest Losing Trade | -39310 | -38054 | -39310 | -87064 | -87064 | -56228 |
Avg Bars in Trades | 118 | 161 | 77 | 118 | 161 | 77 |
Avg Bars in Winners | 132 | 196 | 88 | 132 | 196 | 88 |
Avg Bars in Losers | 103 | 133 | 60 | 103 | 133 | 60 |
Bars Traded | 13206 | 8856 | 4350 | 13206 | 8856 | 4350 |
Profit Streak | 29.2861 | 0 | 160.9528 | 29.2861 | 0 | 160.9528 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389166 | -171686 | -328307 | -192135 | -325932 | -757859 |
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13758, "evaluation_days": 2293, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1564675200000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759301519498, "expiration_time": 1765234656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 245, "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": [ [ 470866.4596662301, 396048.5115282544, 74817.9481379756, 110415.7117638546, 128798.8761236267, -18383.1643597721 ], [ 470.86646, 396.048512, 74.817948, 110.415712, 128.798876, -18.383164 ], [ 0.20535, 0.172721, 0.032629, 0.032448, 0.036102, -0.008859 ], [ 10, 10, 10, 10, 10, 10 ], [ -146087, -179500, -165799, -153046, -142692, -172957 ], [ 1.597102, 1.821623, 1.244061, 1.160627, 1.311921, 0.933026 ], [ 111, 55, 56, 111, 55, 56 ], [ 59, 24, 35, 59, 24, 35 ], [ 52, 31, 21, 52, 31, 21 ], [ 53.153153, 43.636364, 62.5, 53.153153, 43.636364, 62.5 ], [ 1.407615, 2.352929, 0.746436, 1.022925, 1.694565, 0.559816 ], [ 256333, 256333, 60486, 138984, 138984, 40112 ], [ -39310, -38054, -39310, -87064, -87064, -56228 ], [ 118, 161, 77, 118, 161, 77 ], [ 132, 196, 88, 132, 196, 88 ], [ 103, 133, 60, 103, 133, 60 ], [ 13206, 8856, 4350, 13206, 8856, 4350 ], [ 29.286105, 0, 160.952772, 29.286105, 0, 160.952772 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389166, -171686, -328307, -192135, -325932, -757859 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13758, "evaluation_days": 2293, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1564675200000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759301519498, "expiration_time": 1765234656000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sinwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 245, "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) |
---|