Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1736560.4394 | 1718209.2355 | 18351.204 | 308800.2507 | 1656485.5261 | -1347685.2754 |
Total P&L (%) | 1736.5604 | 1718.2092 | 18.3512 | 308.8003 | 1656.4855 | -1347.6853 |
Avg Daily Profit (%) | 0.9398 | 0.9299 | 0.0099 | 0.0762 | 0.1552 | 0 |
Buy And Hold Return (%) | 58.6923 | 58.6923 | 58.6923 | 58.6923 | 58.6923 | 58.6923 |
Max Trade Drawdown | -151830 | -132944 | -91556 | -2514512 | -1628209 | -1415409 |
Profit Factor | 4.0972 | 7.2858 | 1.0639 | 1.0533 | 1.6677 | 0.5932 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 39.0625 | 31.25 | 46.875 | 39.0625 | 31.25 | 46.875 |
Ratio Avg Win / Avg Loss | 6.3917 | 16.0288 | 1.2057 | 1.6432 | 3.669 | 0.6723 |
Largest Winning Trade | 1675907 | 1675907 | 62519 | 1675907 | 1675907 | 517086 |
Largest Losing Trade | -36344 | -34832 | -36344 | -834210 | -834210 | -800548 |
Avg Bars in Trades | 112 | 114 | 109 | 112 | 114 | 109 |
Avg Bars in Winners | 184 | 213 | 165 | 184 | 213 | 165 |
Avg Bars in Losers | 65 | 69 | 60 | 65 | 69 | 60 |
Bars Traded | 7174 | 3660 | 3514 | 7174 | 3660 | 3514 |
Profit Streak | 182.5 | 182.5 | 209 | 182.5 | 182.5 | 209 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126199 | 556357 | -495478 | -399725 | 160610 | -580641 |
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{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 1.87833 } } }
{ "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": [ [ 1736560.4394101945, 1718209.2354511009, 18351.2039590937, 308800.2506758078, 1656485.5260645442, -1347685.2753887363 ], [ 1736.560439, 1718.209235, 18.351204, 308.800251, 1656.485526, -1347.685275 ], [ 0.939824, 0.929893, 0.009932, 0.076233, 0.155222, 0 ], [ 58.69228, 58.69228, 58.69228, 58.69228, 58.69228, 58.69228 ], [ -151830, -132944, -91556, -2514512, -1628209, -1415409 ], [ 4.097221, 7.285799, 1.063867, 1.053302, 1.667722, 0.593168 ], [ 64, 32, 32, 64, 32, 32 ], [ 25, 10, 15, 25, 10, 15 ], [ 39, 22, 17, 39, 22, 17 ], [ 39.0625, 31.25, 46.875, 39.0625, 31.25, 46.875 ], [ 6.391665, 16.028759, 1.205716, 1.643151, 3.668988, 0.672257 ], [ 1675907, 1675907, 62519, 1675907, 1675907, 517086 ], [ -36344, -34832, -36344, -834210, -834210, -800548 ], [ 112, 114, 109, 112, 114, 109 ], [ 184, 213, 165, 184, 213, 165 ], [ 65, 69, 60, 65, 69, 60 ], [ 7174, 3660, 3514, 7174, 3660, 3514 ], [ 182.499967, 182.499967, 208.999967, 182.499967, 182.499967, 208.999967 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -126199, 556357, -495478, -399725, 160610, -580641 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601942400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759039197121, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 236, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 1.87833 } } }
# | 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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