Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 753375.2951 | 867349.6906 | -113974.3955 | -74576.3121 | 133182.4267 | -207758.7388 |
Total P&L (%) | 753.3753 | 867.3497 | -113.9744 | -74.5763 | 133.1824 | -207.7587 |
Avg Daily Profit (%) | 0.3007 | 0.3462 | -0.0455 | -0.0546 | 0.0338 | 0 |
Buy And Hold Return (%) | 272.9444 | 272.9444 | 272.9444 | 272.9444 | 272.9444 | 272.9444 |
Max Trade Drawdown | -208661 | -111611 | -170046 | -558254 | -417945 | -352526 |
Profit Factor | 1.8548 | 3.1126 | 0.7579 | 0.9519 | 1.1758 | 0.7375 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Profitability (%) | 47.6636 | 46.2963 | 49.0566 | 47.6636 | 46.2963 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.0367 | 3.6106 | 0.787 | 1.0452 | 1.3639 | 0.7659 |
Largest Winning Trade | 818258 | 818258 | 46321 | 463911 | 463911 | 129812 |
Largest Losing Trade | -67379 | -37793 | -67379 | -305937 | -217111 | -305937 |
Avg Bars in Trades | 68 | 62 | 75 | 68 | 62 | 75 |
Avg Bars in Winners | 89 | 81 | 97 | 89 | 81 | 97 |
Avg Bars in Losers | 49 | 46 | 53 | 49 | 46 | 53 |
Bars Traded | 7366 | 3371 | 3995 | 7366 | 3371 | 3995 |
Profit Streak | 37.4613 | 37.4613 | 88.7947 | 37.4613 | 37.4613 | 88.7947 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340529 | -168669 | -760240 | -578746 | -521636 | -760240 |
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7517, "evaluation_days": 2505.67, "actual_first_datapoint_time": 1543593600000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760065460279, "expiration_time": 1766549088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 2 } } }
{ "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": [ [ 753375.2951234941, 867349.6906394511, -113974.3955159568, -74576.3121304236, 133182.426685667, -207758.7388160906 ], [ 753.375295, 867.349691, -113.974396, -74.576312, 133.182427, -207.758739 ], [ 0.300668, 0.346155, -0.045487, -0.054641, 0.033795, 0 ], [ 272.944438, 272.944438, 272.944438, 272.944438, 272.944438, 272.944438 ], [ -208661, -111611, -170046, -558254, -417945, -352526 ], [ 1.854841, 3.112576, 0.757882, 0.951858, 1.175787, 0.737502 ], [ 107, 54, 53, 107, 54, 53 ], [ 51, 25, 26, 51, 25, 26 ], [ 56, 29, 27, 56, 29, 27 ], [ 47.663551, 46.296296, 49.056604, 47.663551, 46.296296, 49.056604 ], [ 2.036689, 3.610588, 0.787031, 1.045178, 1.363913, 0.765867 ], [ 818258, 818258, 46321, 463911, 463911, 129812 ], [ -67379, -37793, -67379, -305937, -217111, -305937 ], [ 68, 62, 75, 68, 62, 75 ], [ 89, 81, 97, 89, 81, 97 ], [ 49, 46, 53, 49, 46, 53 ], [ 7366, 3371, 3995, 7366, 3371, 3995 ], [ 37.461346, 37.461346, 88.794679, 37.461346, 37.461346, 88.794679 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 340529, -168669, -760240, -578746, -521636, -760240 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7517, "evaluation_days": 2505.67, "actual_first_datapoint_time": 1543593600000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760065460279, "expiration_time": 1766549088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 2 } } }
# | 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) |
---|