Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745401.3922 | 703373.1759 | 42028.2162 | 1507696.309 | 709771.5948 | 797924.7142 |
Total P&L (%) | 745.4014 | 703.3732 | 42.0282 | 1507.6963 | 709.7716 | 797.9247 |
Avg Daily Profit (%) | 0.3424 | 0.3231 | 0.0193 | 0.1277 | 0.0961 | 0.1009 |
Buy And Hold Return (%) | 181.0427 | 181.0427 | 181.0427 | 181.0427 | 181.0427 | 181.0427 |
Max Trade Drawdown | -166130 | -160627 | -42400 | -2846930 | -2638868 | -613064 |
Profit Factor | 2.3364 | 3.3887 | 1.1596 | 1.2235 | 1.1731 | 1.3016 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 45 | 40 | 50 | 45 | 40 | 50 |
Ratio Avg Win / Avg Loss | 2.8556 | 5.0831 | 1.1596 | 1.4954 | 1.7597 | 1.3016 |
Largest Winning Trade | 228007 | 228007 | 55987 | 1630448 | 1630448 | 873181 |
Largest Losing Trade | -42266 | -34862 | -42266 | -967442 | -967442 | -613064 |
Avg Bars in Trades | 106 | 159 | 53 | 106 | 159 | 53 |
Avg Bars in Winners | 138 | 233 | 62 | 138 | 233 | 62 |
Avg Bars in Losers | 80 | 110 | 44 | 80 | 110 | 44 |
Bars Traded | 8522 | 6382 | 2140 | 8522 | 6382 | 2140 |
Profit Streak | 4.7617 | 0 | 27.5117 | 4.7617 | 0 | 27.5117 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13642 | 337857 | -377235 | -47788 | -99377 | -59088 |
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{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 58, "offset": 0, "std": 1.38042 } } }
{ "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": [ [ 745401.3921502436, 703373.1759256112, 42028.2162246329, 1507696.3089771294, 709771.5948199054, 797924.7141572244 ], [ 745.401392, 703.373176, 42.028216, 1507.696309, 709.771595, 797.924714 ], [ 0.342398, 0.323093, 0.019306, 0.12766, 0.096123, 0.100874 ], [ 181.042654, 181.042654, 181.042654, 181.042654, 181.042654, 181.042654 ], [ -166130, -160627, -42400, -2846930, -2638868, -613064 ], [ 2.336362, 3.388711, 1.159605, 1.223513, 1.173107, 1.301643 ], [ 80, 40, 40, 80, 40, 40 ], [ 36, 16, 20, 36, 16, 20 ], [ 44, 24, 20, 44, 24, 20 ], [ 45, 40, 50, 45, 40, 50 ], [ 2.855554, 5.083066, 1.159605, 1.495405, 1.759661, 1.301643 ], [ 228007, 228007, 55987, 1630448, 1630448, 873181 ], [ -42266, -34862, -42266, -967442, -967442, -613064 ], [ 106, 159, 53, 106, 159, 53 ], [ 138, 233, 62, 138, 233, 62 ], [ 80, 110, 44, 80, 110, 44 ], [ 8522, 6382, 2140, 8522, 6382, 2140 ], [ 4.761741, 0, 27.511741, 4.761741, 0, 27.511741 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -13642, 337857, -377235, -47788, -99377, -59088 ] ] }
{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8708, "evaluation_days": 2177, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573192800000, "last_datapoint_time": 1760032800000, "evaluation_time": 1760055414467, "expiration_time": 1765675584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 228, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 58, "offset": 0, "std": 1.38042 } } }
# | 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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