Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98364.8957 | 67576.0778 | 30788.818 | 86435.6896 | 61075.3624 | 25360.3271 |
Total P&L (%) | 98.3649 | 67.5761 | 30.7888 | 86.4357 | 61.0754 | 25.3603 |
Avg Daily Profit (%) | 0.251 | 0.1725 | 0.0786 | 0.1591 | 0.1217 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48625 | -26344 | -72842 | -50811 | -23220 | -68342 |
Profit Factor | 1.2905 | 1.4758 | 1.1566 | 1.2395 | 1.3932 | 1.1233 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 95 | 49 | 46 | 95 | 49 | 46 |
Losing Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Profitability (%) | 51.9126 | 53.8462 | 50 | 51.9126 | 53.8462 | 50 |
Ratio Avg Win / Avg Loss | 1.1954 | 1.265 | 1.1566 | 1.1481 | 1.1942 | 1.1233 |
Largest Winning Trade | 23779 | 16702 | 23779 | 19297 | 13319 | 19297 |
Largest Losing Trade | -24078 | -12394 | -24078 | -24251 | -14889 | -24251 |
Avg Bars in Trades | 100 | 101 | 99 | 100 | 101 | 99 |
Avg Bars in Winners | 129 | 132 | 126 | 129 | 132 | 126 |
Avg Bars in Losers | 69 | 65 | 73 | 69 | 65 | 73 |
Bars Traded | 18417 | 9237 | 9180 | 18417 | 9237 | 9180 |
Profit Streak | 5.2178 | 0 | 28.0303 | 5.2178 | 0 | 28.0303 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324850 | 273301 | -139093 | 285331 | -31226 | -204042 |
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{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 247, "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": [ [ 98364.8957140994, 67576.0777575278, 30788.8179565715, 86435.689562202, 61075.3624218809, 25360.327140321 ], [ 98.364896, 67.576078, 30.788818, 86.43569, 61.075362, 25.360327 ], [ 0.25104, 0.172463, 0.078577, 0.159103, 0.121734, 0.0577 ], [ 10, 10, 10, 10, 10, 10 ], [ -48625, -26344, -72842, -50811, -23220, -68342 ], [ 1.290519, 1.475827, 1.156634, 1.23947, 1.393223, 1.123333 ], [ 183, 91, 92, 183, 91, 92 ], [ 95, 49, 46, 95, 49, 46 ], [ 88, 42, 46, 88, 42, 46 ], [ 51.912568, 53.846154, 50, 51.912568, 53.846154, 50 ], [ 1.195428, 1.264995, 1.156634, 1.148141, 1.194191, 1.123333 ], [ 23779, 16702, 23779, 19297, 13319, 19297 ], [ -24078, -12394, -24078, -24251, -14889, -24251 ], [ 100, 101, 99, 100, 101, 99 ], [ 129, 132, 126, 129, 132, 126 ], [ 69, 65, 73, 69, 65, 73 ], [ 18417, 9237, 9180, 18417, 9237, 9180 ], [ 5.217782, 0, 28.030282, 5.217782, 0, 28.030282 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324850, 273301, -139093, 285331, -31226, -204042 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "30m", "packets": 18808, "actual_packets": 18808, "evaluation_days": 391.83, "actual_first_datapoint_time": 1724873400000, "first_datapoint_time": 1725316200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758971616376, "expiration_time": 1763601033600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 136, "offset": 0, "poles": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 247, "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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