Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 142630.1595 | 93971.5989 | 48658.5607 | 163925.9858 | 121138.0889 | 42787.8969 |
Total P&L (%) | 142.6302 | 93.9716 | 48.6586 | 163.926 | 121.1381 | 42.7879 |
Avg Daily Profit (%) | 0.5356 | 0.3529 | 0.1827 | 0.3651 | 0.2984 | 0.1338 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51551 | -33035 | -41910 | -94943 | -42969 | -84353 |
Profit Factor | 1.5867 | 1.7859 | 1.3939 | 1.5116 | 1.7545 | 1.2677 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 50 | 52.0833 | 47.9167 | 50 | 52.0833 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.5867 | 1.643 | 1.5152 | 1.5116 | 1.6141 | 1.3779 |
Largest Winning Trade | 48615 | 48615 | 29688 | 67562 | 67562 | 37649 |
Largest Losing Trade | -17182 | -15667 | -17182 | -31500 | -31500 | -17852 |
Avg Bars in Trades | 129 | 132 | 127 | 129 | 132 | 127 |
Avg Bars in Winners | 147 | 144 | 150 | 147 | 144 | 150 |
Avg Bars in Losers | 112 | 119 | 106 | 112 | 119 | 106 |
Bars Traded | 12464 | 6356 | 6108 | 12464 | 6356 | 6108 |
Profit Streak | 281.6927 | 281.6927 | 291.9636 | 281.6927 | 281.6927 | 291.9636 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491925 | 427865 | 253422 | 422939 | 408939 | -17191 |
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{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 127, "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": [ [ 142630.1595436511, 93971.5988754823, 48658.5606681688, 163925.9858370631, 121138.0888938042, 42787.8969432588 ], [ 142.63016, 93.971599, 48.658561, 163.925986, 121.138089, 42.787897 ], [ 0.535579, 0.352865, 0.182714, 0.365089, 0.298449, 0.13384 ], [ 10, 10, 10, 10, 10, 10 ], [ -51551, -33035, -41910, -94943, -42969, -84353 ], [ 1.586736, 1.785886, 1.393943, 1.511614, 1.754466, 1.267678 ], [ 96, 48, 48, 96, 48, 48 ], [ 48, 25, 23, 48, 25, 23 ], [ 48, 23, 25, 48, 23, 25 ], [ 50, 52.083333, 47.916667, 50, 52.083333, 47.916667 ], [ 1.586736, 1.643016, 1.515155, 1.511614, 1.614109, 1.377911 ], [ 48615, 48615, 29688, 67562, 67562, 37649 ], [ -17182, -15667, -17182, -31500, -31500, -17852 ], [ 129, 132, 127, 129, 132, 127 ], [ 147, 144, 150, 147, 144, 150 ], [ 112, 119, 106, 112, 119, 106 ], [ 12464, 6356, 6108, 12464, 6356, 6108 ], [ 281.692744, 281.692744, 291.963577, 281.692744, 281.692744, 291.963577 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 491925, 427865, 253422, 422939, 408939, -17191 ] ] }
{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714147200000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759563453057, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 127, "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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