Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537823.6592 | 511468.2415 | 26355.4177 | 185131.074 | 953976.9342 | -768845.8601 |
Total P&L (%) | 537.8237 | 511.4682 | 26.3554 | 185.1311 | 953.9769 | -768.8459 |
Avg Daily Profit (%) | 0.2841 | 0.2702 | 0.0139 | 0.0554 | 0.1245 | 0 |
Buy And Hold Return (%) | 147.1747 | 147.1747 | 147.1747 | 147.1747 | 147.1747 | 147.1747 |
Max Trade Drawdown | -143737 | -112835 | -152381 | -1150139 | -476751 | -1028759 |
Profit Factor | 1.3257 | 1.648 | 1.0306 | 1.0222 | 1.2553 | 0.8327 |
Total Trades | 443 | 222 | 221 | 443 | 222 | 221 |
Winning Trades | 220 | 104 | 116 | 220 | 104 | 116 |
Losing Trades | 223 | 118 | 105 | 223 | 118 | 105 |
Profitability (%) | 49.6614 | 46.8468 | 52.4887 | 49.6614 | 46.8468 | 52.4887 |
Ratio Avg Win / Avg Loss | 1.3438 | 1.8699 | 0.9328 | 1.0362 | 1.4243 | 0.7537 |
Largest Winning Trade | 223247 | 223247 | 30099 | 646102 | 646102 | 182164 |
Largest Losing Trade | -57395 | -30475 | -57395 | -638302 | -201068 | -638302 |
Avg Bars in Trades | 25 | 27 | 22 | 25 | 27 | 22 |
Avg Bars in Winners | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Losers | 22 | 25 | 19 | 22 | 25 | 19 |
Bars Traded | 11285 | 6208 | 5077 | 11285 | 6208 | 5077 |
Profit Streak | 0 | 0 | 29.0665 | 0 | 0 | 29.0665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321448 | 314193 | -526846 | -398158 | -27293 | -579036 |
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{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "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": [ [ 537823.6591904939, 511468.2414620706, 26355.4177284235, 185131.0740415861, 953976.9341833917, -768845.8601418063 ], [ 537.823659, 511.468241, 26.355418, 185.131074, 953.976934, -768.84586 ], [ 0.284086, 0.270165, 0.013921, 0.055361, 0.12448, 0 ], [ 147.174702, 147.174702, 147.174702, 147.174702, 147.174702, 147.174702 ], [ -143737, -112835, -152381, -1150139, -476751, -1028759 ], [ 1.325679, 1.64801, 1.030571, 1.022219, 1.255271, 0.832681 ], [ 443, 222, 221, 443, 222, 221 ], [ 220, 104, 116, 220, 104, 116 ], [ 223, 118, 105, 223, 118, 105 ], [ 49.6614, 46.846847, 52.488688, 49.6614, 46.846847, 52.488688 ], [ 1.343756, 1.869858, 0.932845, 1.036158, 1.42425, 0.75372 ], [ 223247, 223247, 30099, 646102, 646102, 182164 ], [ -57395, -30475, -57395, -638302, -201068, -638302 ], [ 25, 27, 22, 25, 27, 22 ], [ 28, 30, 26, 28, 30, 26 ], [ 22, 25, 19, 22, 25, 19 ], [ 11285, 6208, 5077, 11285, 6208, 5077 ], [ 0, 0, 29.066531, 0, 0, 29.066531 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321448, 314193, -526846, -398158, -27293, -579036 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11359, "evaluation_days": 1893.17, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1597492800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760261748290, "expiration_time": 1765163088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 56, "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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