Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392525.3523 | 335236.8439 | 57288.5084 | 149243.701 | 96368.3845 | 52875.3165 |
Total P&L (%) | 392.5254 | 335.2368 | 57.2885 | 149.2437 | 96.3684 | 52.8753 |
Avg Daily Profit (%) | 0.3213 | 0.2744 | 0.0469 | 0.0748 | 0.0553 | 0.0348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115956 | -119014 | -63440 | -1041103 | -1059718 | -445533 |
Profit Factor | 1.4772 | 1.7247 | 1.1591 | 1.0288 | 1.0336 | 1.0229 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 116 | 53 | 63 | 116 | 53 | 63 |
Losing Trades | 133 | 71 | 62 | 133 | 71 | 62 |
Profitability (%) | 46.5863 | 42.7419 | 50.4 | 46.5863 | 42.7419 | 50.4 |
Ratio Avg Win / Avg Loss | 1.6936 | 2.3104 | 1.1407 | 1.1796 | 1.3846 | 1.0066 |
Largest Winning Trade | 233720 | 233720 | 30094 | 572384 | 572384 | 226614 |
Largest Losing Trade | -26147 | -26147 | -22083 | -269844 | -269844 | -222556 |
Avg Bars in Trades | 29 | 43 | 15 | 29 | 43 | 15 |
Avg Bars in Winners | 39 | 65 | 17 | 39 | 65 | 17 |
Avg Bars in Losers | 20 | 26 | 12 | 20 | 26 | 12 |
Bars Traded | 7257 | 5382 | 1875 | 7257 | 5382 | 1875 |
Profit Streak | 34.1246 | 34.1246 | 36.9579 | 34.1246 | 34.1246 | 36.9579 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454827 | 324735 | -175525 | -280230 | -305211 | -341888 |
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{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 4.37421 } } }
{ "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": [ [ 392525.3522738257, 335236.8438910841, 57288.5083827418, 149243.700992571, 96368.3844899287, 52875.3165026426 ], [ 392.525352, 335.236844, 57.288508, 149.243701, 96.368384, 52.875317 ], [ 0.321347, 0.274447, 0.0469, 0.074793, 0.055261, 0.034755 ], [ 10, 10, 10, 10, 10, 10 ], [ -115956, -119014, -63440, -1041103, -1059718, -445533 ], [ 1.477158, 1.724702, 1.159114, 1.028801, 1.033588, 1.022863 ], [ 249, 124, 125, 249, 124, 125 ], [ 116, 53, 63, 116, 53, 63 ], [ 133, 71, 62, 133, 71, 62 ], [ 46.586345, 42.741935, 50.4, 46.586345, 42.741935, 50.4 ], [ 1.693638, 2.310449, 1.140716, 1.179574, 1.384618, 1.006627 ], [ 233720, 233720, 30094, 572384, 572384, 226614 ], [ -26147, -26147, -22083, -269844, -269844, -222556 ], [ 29, 43, 15, 29, 43, 15 ], [ 39, 65, 17, 39, 65, 17 ], [ 20, 26, 12, 20, 26, 12 ], [ 7257, 5382, 1875, 7257, 5382, 1875 ], [ 34.124592, 34.124592, 36.957925, 34.124592, 34.124592, 36.957925 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 454827, 324735, -175525, -280230, -305211, -341888 ] ] }
{ "trading_pair": "OP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7329, "evaluation_days": 1221.5, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654185600000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759604364765, "expiration_time": 1762759728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 183, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 4.37421 } } }
# | 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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