Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205777.3959 | 287887.0205 | -82109.6247 | -1875954.4331 | -930562.995 | -945391.4381 |
Total P&L (%) | 205.7774 | 287.887 | -82.1096 | -1875.9544 | -930.563 | -945.3914 |
Avg Daily Profit (%) | 0.1667 | 0.2332 | -0.0665 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -283875 | -71097 | -291948 | -1969380 | -1163212 | -1318584 |
Profit Factor | 1.2148 | 1.9849 | 0.8767 | 0.6987 | 0.6738 | 0.7197 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 132 | 65 | 67 | 72 | 37 | 35 |
Losing Trades | 71 | 36 | 35 | 131 | 64 | 67 |
Profitability (%) | 65.0246 | 64.3564 | 65.6863 | 35.468 | 36.6337 | 34.3137 |
Ratio Avg Win / Avg Loss | 0.6534 | 1.0993 | 0.458 | 1.2712 | 1.1656 | 1.3777 |
Largest Winning Trade | 46620 | 31583 | 46620 | 653747 | 653747 | 637330 |
Largest Losing Trade | -271510 | -40554 | -271510 | -446848 | -252768 | -446848 |
Avg Bars in Trades | 23 | 25 | 21 | 23 | 25 | 21 |
Avg Bars in Winners | 17 | 17 | 17 | 32 | 38 | 26 |
Avg Bars in Losers | 33 | 38 | 28 | 18 | 17 | 18 |
Bars Traded | 4741 | 2544 | 2197 | 4741 | 2544 | 2197 |
Profit Streak | 15.4054 | 15.6554 | 15.4054 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362334 | 485615 | -577677 | -583422 | -584316 | -585216 |
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{ "first_band": { "type": "ssf", "factors": { "length": 12, "offset": 5, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 1.6864 } } }
{ "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": [ [ 205777.395853252, 287887.0205195099, -82109.6246662579, -1875954.4331327924, -930562.9950387559, -945391.4380940364 ], [ 205.777396, 287.887021, -82.109625, -1875.954433, -930.562995, -945.391438 ], [ 0.166689, 0.233201, -0.066512, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -283875, -71097, -291948, -1969380, -1163212, -1318584 ], [ 1.214804, 1.984891, 0.876652, 0.698688, 0.673846, 0.719702 ], [ 203, 101, 102, 203, 101, 102 ], [ 132, 65, 67, 72, 37, 35 ], [ 71, 36, 35, 131, 64, 67 ], [ 65.024631, 64.356436, 65.686275, 35.46798, 36.633663, 34.313725 ], [ 0.653417, 1.099324, 0.457953, 1.271223, 1.165571, 1.377715 ], [ 46620, 31583, 46620, 653747, 653747, 637330 ], [ -271510, -40554, -271510, -446848, -252768, -446848 ], [ 23, 25, 21, 23, 25, 21 ], [ 17, 17, 17, 32, 38, 26 ], [ 33, 38, 28, 18, 17, 18 ], [ 4741, 2544, 2197, 4741, 2544, 2197 ], [ 15.405429, 15.655429, 15.405429, 0, 0, 0 ], [ 4, 2, 2, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362334, 485615, -577677, -583422, -584316, -585216 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1653393600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758858229052, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 12, "offset": 5, "poles": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 1.6864 } } }
# | 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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