Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112627.6314 | 31357.7446 | 81269.8868 | 124944.4073 | 23954.8117 | 100989.5955 |
Total P&L (%) | 112.6276 | 31.3577 | 81.2699 | 124.9444 | 23.9548 | 100.9896 |
Avg Daily Profit (%) | 0.2162 | 0.0602 | 0.156 | 0.1558 | 0.0412 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62037 | -49780 | -31123 | -70967 | -59698 | -39360 |
Profit Factor | 1.3697 | 1.1845 | 1.6036 | 1.2811 | 1.0968 | 1.5127 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 56.6879 | 57.6923 | 55.6962 | 56.6879 | 57.6923 | 55.6962 |
Ratio Avg Win / Avg Loss | 1.0465 | 0.8686 | 1.2756 | 0.9788 | 0.8043 | 1.2033 |
Largest Winning Trade | 33439 | 14939 | 33439 | 32628 | 19665 | 32628 |
Largest Losing Trade | -20589 | -15021 | -20589 | -27692 | -20902 | -27692 |
Avg Bars in Trades | 156 | 172 | 141 | 156 | 172 | 141 |
Avg Bars in Winners | 142 | 142 | 141 | 142 | 142 | 141 |
Avg Bars in Losers | 176 | 211 | 142 | 176 | 211 | 142 |
Bars Traded | 24639 | 13426 | 11213 | 24639 | 13426 | 11213 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338061 | -168554 | -17619 | 239959 | -291558 | -39380 |
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{ "first_band": { "type": "t3", "factors": { "length": 234, "offset": 0, "a": 0.71256 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "offset": 179, "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": [ [ 112627.6313914559, 31357.7446235513, 81269.8867679045, 124944.4072559641, 23954.8117292252, 100989.5955267388 ], [ 112.627631, 31.357745, 81.269887, 124.944407, 23.954812, 100.989596 ], [ 0.216246, 0.060207, 0.156039, 0.155773, 0.04124, 0.134123 ], [ 10, 10, 10, 10, 10, 10 ], [ -62037, -49780, -31123, -70967, -59698, -39360 ], [ 1.369712, 1.184466, 1.603589, 1.281098, 1.096781, 1.512715 ], [ 157, 78, 79, 157, 78, 79 ], [ 89, 45, 44, 89, 45, 44 ], [ 68, 33, 35, 68, 33, 35 ], [ 56.687898, 57.692308, 55.696203, 56.687898, 57.692308, 55.696203 ], [ 1.046521, 0.868608, 1.275582, 0.978817, 0.804306, 1.203296 ], [ 33439, 14939, 33439, 32628, 19665, 32628 ], [ -20589, -15021, -20589, -27692, -20902, -27692 ], [ 156, 172, 141, 156, 172, 141 ], [ 142, 142, 141, 142, 142, 141 ], [ 176, 211, 142, 176, 211, 142 ], [ 24639, 13426, 11213, 24639, 13426, 11213 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 338061, -168554, -17619, 239959, -291558, -39380 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714865400000, "first_datapoint_time": 1715284800000, "last_datapoint_time": 1759863600000, "evaluation_time": 1759865106239, "expiration_time": 1766343600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 234, "offset": 0, "a": 0.71256 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "offset": 179, "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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