Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393201.8073 | 228264.1965 | 164937.6107 | 187108.7869 | -1282923.0556 | 1470031.8425 |
Total P&L (%) | 393.2018 | 228.2642 | 164.9376 | 187.1088 | -1282.9231 | 1470.0318 |
Avg Daily Profit (%) | 0.2178 | 0.1264 | 0.0914 | 0.0584 | 0 | 0.1527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192160 | -167639 | -107333 | -1794617 | -2064200 | -729999 |
Profit Factor | 1.7692 | 1.7588 | 1.7841 | 1.0496 | 0.5294 | 2.4076 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 42.4658 | 30.5556 | 54.0541 | 42.4658 | 30.5556 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.397 | 3.9972 | 1.5165 | 1.4221 | 1.2032 | 2.0464 |
Largest Winning Trade | 233088 | 233088 | 61383 | 741545 | 420109 | 741545 |
Largest Losing Trade | -55910 | -34522 | -55910 | -415641 | -415641 | -383173 |
Avg Bars in Trades | 96 | 78 | 114 | 96 | 78 | 114 |
Avg Bars in Winners | 146 | 140 | 150 | 146 | 140 | 150 |
Avg Bars in Losers | 59 | 51 | 71 | 59 | 51 | 71 |
Bars Traded | 7063 | 2832 | 4231 | 7063 | 2832 | 4231 |
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 | -68079 | -28442 | -67070 | -360033 | -586675 | 459029 |
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{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 1.60207 } } }
{ "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": [ [ 393201.8072600438, 228264.1965405447, 164937.6107194993, 187108.7869489012, -1282923.0555500211, 1470031.8424989227 ], [ 393.201807, 228.264197, 164.937611, 187.108787, -1282.923056, 1470.031842 ], [ 0.21781, 0.126445, 0.091366, 0.058441, 0, 0.152654 ], [ 10, 10, 10, 10, 10, 10 ], [ -192160, -167639, -107333, -1794617, -2064200, -729999 ], [ 1.769191, 1.758754, 1.784119, 1.049624, 0.529399, 2.407559 ], [ 73, 36, 37, 73, 36, 37 ], [ 31, 11, 20, 31, 11, 20 ], [ 42, 25, 17, 42, 25, 17 ], [ 42.465753, 30.555556, 54.054054, 42.465753, 30.555556, 54.054054 ], [ 2.396969, 3.997167, 1.516501, 1.422071, 1.20318, 2.046425 ], [ 233088, 233088, 61383, 741545, 420109, 741545 ], [ -55910, -34522, -55910, -415641, -415641, -383173 ], [ 96, 78, 114, 96, 78, 114 ], [ 146, 140, 150, 146, 140, 150 ], [ 59, 51, 71, 59, 51, 71 ], [ 7063, 2832, 4231, 7063, 2832, 4231 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -68079, -28442, -67070, -360033, -586675, 459029 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7221, "evaluation_days": 1805.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758975336684, "expiration_time": 1763394408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 193, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 1.60207 } } }
# | 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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