Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 684626.7844 | 417751.3305 | 266875.4539 | 1824654.0565 | 1428424.8788 | 396229.1777 |
Total P&L (%) | 684.6268 | 417.7513 | 266.8755 | 1824.6541 | 1428.4249 | 396.2292 |
Avg Daily Profit (%) | 0.3792 | 0.2314 | 0.1478 | 0.1639 | 0.1511 | 0.0888 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143088 | -76144 | -122198 | -7116837 | -2099137 | -7476169 |
Profit Factor | 1.8897 | 1.995 | 1.7633 | 1.0887 | 1.1563 | 1.0347 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 89 | 38 | 51 | 89 | 38 | 51 |
Losing Trades | 83 | 48 | 35 | 83 | 48 | 35 |
Profitability (%) | 51.7442 | 44.186 | 59.3023 | 51.7442 | 44.186 | 59.3023 |
Ratio Avg Win / Avg Loss | 1.7623 | 2.52 | 1.2101 | 1.0153 | 1.4606 | 0.7101 |
Largest Winning Trade | 295729 | 295729 | 48537 | 1870738 | 1806370 | 1870738 |
Largest Losing Trade | -56936 | -26154 | -56936 | -4744142 | -1055823 | -4744142 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Losers | 16 | 16 | 16 | 16 | 16 | 16 |
Bars Traded | 3569 | 1681 | 1888 | 3569 | 1681 | 1888 |
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 | 524214 | 337412 | 276054 | -113805 | -43245 | -257361 |
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{ "first_band": { "type": "alma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } } }
{ "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": [ [ 684626.7844107397, 417751.3304862226, 266875.4539245171, 1824654.0565224912, 1428424.8787961863, 396229.1777263024 ], [ 684.626784, 417.75133, 266.875454, 1824.654057, 1428.424879, 396.229178 ], [ 0.37919, 0.231377, 0.147812, 0.16393, 0.151143, 0.088761 ], [ 10, 10, 10, 10, 10, 10 ], [ -143088, -76144, -122198, -7116837, -2099137, -7476169 ], [ 1.889719, 1.995025, 1.763272, 1.088716, 1.156335, 1.034665 ], [ 172, 86, 86, 172, 86, 86 ], [ 89, 38, 51, 89, 38, 51 ], [ 83, 48, 35, 83, 48, 35 ], [ 51.744186, 44.186047, 59.302326, 51.744186, 44.186047, 59.302326 ], [ 1.762322, 2.520031, 1.210089, 1.01532, 1.460633, 0.710064 ], [ 295729, 295729, 48537, 1870738, 1806370, 1870738 ], [ -56936, -26154, -56936, -4744142, -1055823, -4744142 ], [ 20, 19, 21, 20, 19, 21 ], [ 24, 23, 25, 24, 23, 25 ], [ 16, 16, 16, 16, 16, 16 ], [ 3569, 1681, 1888, 3569, 1681, 1888 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524214, 337412, 276054, -113805, -43245, -257361 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604232000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759000787784, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 76, "offset": 0, "poles": 3 } } }
# | 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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