Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430479.8791 | 244062.629 | 186417.2501 | 363851.3125 | 101768.7804 | 262082.5321 |
Total P&L (%) | 430.4799 | 244.0626 | 186.4173 | 363.8513 | 101.7688 | 262.0825 |
Avg Daily Profit (%) | 0.2385 | 0.1352 | 0.1033 | 0.085 | 0.0389 | 0.0713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185947 | -198970 | -115330 | -465041 | -450555 | -181375 |
Profit Factor | 1.2089 | 1.2287 | 1.1877 | 1.1018 | 1.0538 | 1.1557 |
Total Trades | 840 | 420 | 420 | 840 | 420 | 420 |
Winning Trades | 358 | 171 | 187 | 358 | 171 | 187 |
Losing Trades | 482 | 249 | 233 | 482 | 249 | 233 |
Profitability (%) | 42.619 | 40.7143 | 44.5238 | 42.619 | 40.7143 | 44.5238 |
Ratio Avg Win / Avg Loss | 1.6277 | 1.7891 | 1.4799 | 1.4835 | 1.5346 | 1.44 |
Largest Winning Trade | 62602 | 62602 | 33406 | 89411 | 89411 | 87145 |
Largest Losing Trade | -30646 | -27780 | -30646 | -72103 | -72103 | -71246 |
Avg Bars in Trades | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Winners | 17 | 18 | 17 | 17 | 18 | 17 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 10777 | 5602 | 5175 | 10777 | 5602 | 5175 |
Profit Streak | 6.687 | 0 | 9.3537 | 6.687 | 0 | 9.3537 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398557 | -13454 | -68685 | -185435 | -302820 | -146487 |
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{ "first_band": { "type": "hma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "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": [ [ 430479.8791124813, 244062.6290379203, 186417.2500745619, 363851.3124537886, 101768.7803836458, 262082.5320701429 ], [ 430.479879, 244.062629, 186.41725, 363.851312, 101.76878, 262.082532 ], [ 0.238493, 0.135215, 0.103278, 0.085044, 0.038897, 0.071311 ], [ 10, 10, 10, 10, 10, 10 ], [ -185947, -198970, -115330, -465041, -450555, -181375 ], [ 1.208934, 1.228674, 1.187718, 1.10184, 1.053848, 1.155737 ], [ 840, 420, 420, 840, 420, 420 ], [ 358, 171, 187, 358, 171, 187 ], [ 482, 249, 233, 482, 249, 233 ], [ 42.619048, 40.714286, 44.52381, 42.619048, 40.714286, 44.52381 ], [ 1.62767, 1.789122, 1.479884, 1.483483, 1.534551, 1.440036 ], [ 62602, 62602, 33406, 89411, 89411, 87145 ], [ -30646, -27780, -30646, -72103, -72103, -71246 ], [ 12, 13, 12, 12, 13, 12 ], [ 17, 18, 17, 17, 18, 17 ], [ 9, 9, 8, 9, 9, 8 ], [ 10777, 5602, 5175, 10777, 5602, 5175 ], [ 6.687002, 0, 9.353669, 6.687002, 0, 9.353669 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398557, -13454, -68685, -185435, -302820, -146487 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603411200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758846556998, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "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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