Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524292.528 | 270771.7629 | 253520.7651 | 1008747.3394 | -659599.4169 | 1668346.7563 |
Total P&L (%) | 524.2925 | 270.7718 | 253.5208 | 1008.7473 | -659.5994 | 1668.3468 |
Avg Daily Profit (%) | 0.2894 | 0.1495 | 0.1399 | 0.1329 | 0 | 0.1587 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129450 | -109231 | -55578 | -3096898 | -2911999 | -1065686 |
Profit Factor | 1.3889 | 1.3708 | 1.4102 | 1.0548 | 0.933 | 1.1943 |
Total Trades | 528 | 264 | 264 | 528 | 264 | 264 |
Winning Trades | 201 | 99 | 102 | 201 | 99 | 102 |
Losing Trades | 327 | 165 | 162 | 327 | 165 | 162 |
Profitability (%) | 38.0682 | 37.5 | 38.6364 | 38.0682 | 37.5 | 38.6364 |
Ratio Avg Win / Avg Loss | 2.2595 | 2.2847 | 2.2398 | 1.7159 | 1.5549 | 1.8969 |
Largest Winning Trade | 93543 | 93543 | 54365 | 978393 | 978393 | 649520 |
Largest Losing Trade | -28620 | -28620 | -16127 | -350985 | -350985 | -249312 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 6 | 6 | 7 | 6 | 6 | 7 |
Bars Traded | 5424 | 2553 | 2871 | 5424 | 2553 | 2871 |
Profit Streak | 0 | 11.0401 | 0 | 0 | 11.0401 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321715 | 179435 | -7669 | -176004 | -581117 | -1294 |
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{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 3, "offset": 0 } } }
{ "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": [ [ 524292.5279972804, 270771.762853612, 253520.7651436687, 1008747.3394025194, -659599.4168545249, 1668346.7562570442 ], [ 524.292528, 270.771763, 253.520765, 1008.747339, -659.599417, 1668.346756 ], [ 0.289397, 0.14946, 0.139938, 0.132884, 0, 0.158688 ], [ 10, 10, 10, 10, 10, 10 ], [ -129450, -109231, -55578, -3096898, -2911999, -1065686 ], [ 1.388881, 1.370821, 1.41022, 1.054751, 0.932959, 1.194321 ], [ 528, 264, 264, 528, 264, 264 ], [ 201, 99, 102, 201, 99, 102 ], [ 327, 165, 162, 327, 165, 162 ], [ 38.068182, 37.5, 38.636364, 38.068182, 37.5, 38.636364 ], [ 2.259523, 2.284702, 2.239761, 1.715938, 1.554932, 1.896863 ], [ 93543, 93543, 54365, 978393, 978393, 649520 ], [ -28620, -28620, -16127, -350985, -350985, -249312 ], [ 10, 9, 10, 10, 9, 10 ], [ 16, 15, 16, 16, 15, 16 ], [ 6, 6, 7, 6, 6, 7 ], [ 5424, 2553, 2871, 5424, 2553, 2871 ], [ 0, 11.040143, 0, 0, 11.040143, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321715, 179435, -7669, -176004, -581117, -1294 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5435, "evaluation_days": 1811.67, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1602835200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759280268358, "expiration_time": 1763972640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 30, "offset": 0, "poles": 3 } }, "second_band": { "type": "alma", "factors": { "length": 3, "offset": 0 } } }
# | 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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