Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 998028.8479 | 901239.9651 | 96788.8828 | 4331607.8645 | 1602902.8199 | 2728705.0446 |
Total P&L (%) | 998.0288 | 901.24 | 96.7889 | 4331.6079 | 1602.9028 | 2728.705 |
Avg Daily Profit (%) | 0.5294 | 0.478 | 0.0513 | 0.2013 | 0.1505 | 0.1774 |
Buy And Hold Return (%) | 203.6502 | 203.6502 | 203.6502 | 203.6502 | 203.6502 | 203.6502 |
Max Trade Drawdown | -121472 | -109680 | -124233 | -2871642 | -3554737 | -1554451 |
Profit Factor | 1.5627 | 2.0449 | 1.1062 | 1.1197 | 1.0855 | 1.1564 |
Total Trades | 593 | 297 | 296 | 593 | 297 | 296 |
Winning Trades | 187 | 87 | 100 | 187 | 87 | 100 |
Losing Trades | 406 | 210 | 196 | 406 | 210 | 196 |
Profitability (%) | 31.5346 | 29.2929 | 33.7838 | 31.5346 | 29.2929 | 33.7838 |
Ratio Avg Win / Avg Loss | 3.3929 | 4.9359 | 2.1682 | 2.431 | 2.6203 | 2.2665 |
Largest Winning Trade | 240641 | 240641 | 37252 | 2307938 | 2307938 | 1349533 |
Largest Losing Trade | -37366 | -32819 | -37366 | -578653 | -538830 | -578653 |
Avg Bars in Trades | 9 | 8 | 10 | 9 | 8 | 10 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 5 | 4 | 5 | 5 | 4 | 5 |
Bars Traded | 5623 | 2654 | 2969 | 5623 | 2654 | 2969 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303366 | 102176 | -397712 | -83497 | -127316 | -44588 |
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{ "first_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 2, "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": [ [ 998028.8478940774, 901239.9651259119, 96788.8827681675, 4331607.864513618, 1602902.8199062403, 2728705.0446073804 ], [ 998.028848, 901.239965, 96.788883, 4331.607865, 1602.90282, 2728.705045 ], [ 0.529366, 0.478028, 0.051338, 0.2013, 0.15048, 0.177442 ], [ 203.650166, 203.650166, 203.650166, 203.650166, 203.650166, 203.650166 ], [ -121472, -109680, -124233, -2871642, -3554737, -1554451 ], [ 1.562744, 2.044873, 1.106248, 1.119704, 1.085549, 1.156381 ], [ 593, 297, 296, 593, 297, 296 ], [ 187, 87, 100, 187, 87, 100 ], [ 406, 210, 196, 406, 210, 196 ], [ 31.53457, 29.292929, 33.783784, 31.53457, 29.292929, 33.783784 ], [ 3.39291, 4.9359, 2.168247, 2.431016, 2.62029, 2.266506 ], [ 240641, 240641, 37252, 2307938, 2307938, 1349533 ], [ -37366, -32819, -37366, -578653, -538830, -578653 ], [ 9, 8, 10, 9, 8, 10 ], [ 19, 18, 19, 19, 18, 19 ], [ 5, 4, 5, 5, 4, 5 ], [ 5623, 2654, 2969, 5623, 2654, 2969 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303366, 102176, -397712, -83497, -127316, -44588 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5656, "evaluation_days": 1885.33, "actual_first_datapoint_time": 1597392000000, "first_datapoint_time": 1597420800000, "last_datapoint_time": 1760256000000, "evaluation_time": 1760266169252, "expiration_time": 1765142784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 32, "offset": 0, "poles": 2 } }, "second_band": { "type": "swma", "factors": { "length": 2, "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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