Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042080.4801 | 848061.5539 | 194018.9262 | 20974892.5471 | -4513958.3594 | 25488850.9065 |
Total P&L (%) | 1042.0805 | 848.0616 | 194.0189 | 20974.8925 | -4513.9584 | 25488.8509 |
Avg Daily Profit (%) | 0.4516 | 0.3675 | 0.0841 | 0.2321 | 0 | 0.2406 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133746 | -84047 | -84391 | -45513599 | -35416315 | -21042252 |
Profit Factor | 2.4643 | 3.1021 | 1.6295 | 1.1283 | 0.9598 | 1.498 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 51.4019 | 50 | 52.8302 | 51.4019 | 50 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.3299 | 3.1021 | 1.4549 | 1.0668 | 0.9598 | 1.3375 |
Largest Winning Trade | 160418 | 160418 | 80041 | 19911185 | 19911185 | 14506608 |
Largest Losing Trade | -32722 | -31023 | -32722 | -14165448 | -14165448 | -6854162 |
Avg Bars in Trades | 79 | 63 | 96 | 79 | 63 | 96 |
Avg Bars in Winners | 106 | 78 | 133 | 106 | 78 | 133 |
Avg Bars in Losers | 51 | 48 | 55 | 51 | 48 | 55 |
Bars Traded | 8540 | 3425 | 5115 | 8540 | 3425 | 5115 |
Profit Streak | 55.2808 | 55.2808 | 74.0308 | 55.2808 | 55.2808 | 74.0308 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587984 | -164097 | -257865 | -69621 | -760271 | -169452 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 2 } } }
{ "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": [ [ 1042080.4800805384, 848061.5538899215, 194018.926190616, 20974892.547079258, -4513958.359444245, 25488850.906523496 ], [ 1042.08048, 848.061554, 194.018926, 20974.892547, -4513.958359, 25488.850907 ], [ 0.451557, 0.367484, 0.084073, 0.232125, 0, 0.240555 ], [ 10, 10, 10, 10, 10, 10 ], [ -133746, -84047, -84391, -45513599, -35416315, -21042252 ], [ 2.464294, 3.102109, 1.629468, 1.128313, 0.9598, 1.498034 ], [ 107, 54, 53, 107, 54, 53 ], [ 55, 27, 28, 55, 27, 28 ], [ 52, 27, 25, 52, 27, 25 ], [ 51.401869, 50, 52.830189, 51.401869, 50, 52.830189 ], [ 2.329878, 3.102109, 1.454882, 1.066769, 0.9598, 1.337531 ], [ 160418, 160418, 80041, 19911185, 19911185, 14506608 ], [ -32722, -31023, -32722, -14165448, -14165448, -6854162 ], [ 79, 63, 96, 79, 63, 96 ], [ 106, 78, 133, 106, 78, 133 ], [ 51, 48, 55, 51, 48, 55 ], [ 8540, 3425, 5115, 8540, 3425, 5115 ], [ 55.280801, 55.280801, 74.030801, 55.280801, 55.280801, 74.030801 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 587984, -164097, -257865, -69621, -760271, -169452 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 22136, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562695200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758869061210, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 2 } } }
# | 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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