Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 271807.4682 | 80033.0207 | 191774.4475 | -383223.0251 | 70007.738 | -453230.7631 |
Total P&L (%) | 271.8075 | 80.033 | 191.7744 | -383.223 | 70.0077 | -453.2308 |
Avg Daily Profit (%) | 0.1625 | 0.0479 | 0.1147 | 0 | 0.0317 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145998 | -80626 | -145998 | -983720 | -188574 | -965768 |
Profit Factor | 1.4312 | 1.2936 | 1.5362 | 0.821 | 1.0997 | 0.6849 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 64 | 26 | 38 | 31 | 22 | 9 |
Losing Trades | 29 | 21 | 8 | 62 | 25 | 37 |
Profitability (%) | 68.8172 | 55.3191 | 82.6087 | 33.3333 | 46.8085 | 19.5652 |
Ratio Avg Win / Avg Loss | 0.6485 | 1.0448 | 0.3234 | 1.6419 | 1.2497 | 2.8157 |
Largest Winning Trade | 48706 | 46072 | 48706 | 507999 | 232219 | 507999 |
Largest Losing Trade | -145998 | -50779 | -145998 | -299816 | -125840 | -299816 |
Avg Bars in Trades | 106 | 102 | 109 | 106 | 102 | 109 |
Avg Bars in Winners | 82 | 75 | 87 | 149 | 135 | 184 |
Avg Bars in Losers | 157 | 136 | 214 | 84 | 74 | 91 |
Bars Traded | 9883 | 4836 | 5047 | 9883 | 4836 | 5047 |
Profit Streak | 57.1149 | 57.1149 | 77.4482 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394022 | -127194 | -34851 | -584233 | -262474 | -631972 |
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{ "first_band": { "type": "vwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 3 } } }
{ "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": [ [ 271807.4681605712, 80033.0206665348, 191774.4474940366, -383223.0250976589, 70007.7380322289, -453230.763129888 ], [ 271.807468, 80.033021, 191.774447, -383.223025, 70.007738, -453.230763 ], [ 0.162548, 0.047862, 0.114686, 0, 0.031741, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -145998, -80626, -145998, -983720, -188574, -965768 ], [ 1.431249, 1.293588, 1.536168, 0.820951, 1.099725, 0.684888 ], [ 93, 47, 46, 93, 47, 46 ], [ 64, 26, 38, 31, 22, 9 ], [ 29, 21, 8, 62, 25, 37 ], [ 68.817204, 55.319149, 82.608696, 33.333333, 46.808511, 19.565217 ], [ 0.648535, 1.044821, 0.323404, 1.641902, 1.249688, 2.81565 ], [ 48706, 46072, 48706, 507999, 232219, 507999 ], [ -145998, -50779, -145998, -299816, -125840, -299816 ], [ 106, 102, 109, 106, 102, 109 ], [ 82, 75, 87, 149, 135, 184 ], [ 157, 136, 214, 84, 74, 91 ], [ 9883, 4836, 5047, 9883, 4836, 5047 ], [ 57.114898, 57.114898, 77.448231, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 394022, -127194, -34851, -584233, -262474, -631972 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10033, "evaluation_days": 1672.17, "actual_first_datapoint_time": 1615780800000, "first_datapoint_time": 1617307200000, "last_datapoint_time": 1760241600000, "evaluation_time": 1760251527158, "expiration_time": 1764575856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 3 } } }
# | 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) |
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