Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734299.3504 | 426707.3894 | 307591.961 | 4636804.0987 | 598362.1566 | 4038441.9422 |
Total P&L (%) | 734.2994 | 426.7074 | 307.592 | 4636.8041 | 598.3622 | 4038.4419 |
Avg Daily Profit (%) | 0.405 | 0.2354 | 0.1697 | 0.213 | 0.1073 | 0.2056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72861 | -73285 | -52543 | -2679658 | -2688366 | -869050 |
Profit Factor | 2.3087 | 2.3671 | 2.2356 | 1.3563 | 1.0808 | 1.7202 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 64 | 40 | 24 | 64 | 40 | 24 |
Profitability (%) | 49.6063 | 37.5 | 61.9048 | 49.6063 | 37.5 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.3454 | 3.9451 | 1.3757 | 1.3778 | 1.8013 | 1.0586 |
Largest Winning Trade | 288857 | 288857 | 54155 | 2047998 | 2047998 | 1256958 |
Largest Losing Trade | -40734 | -30452 | -40734 | -855849 | -709304 | -855849 |
Avg Bars in Trades | 27 | 24 | 31 | 27 | 24 | 31 |
Avg Bars in Winners | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 3552 | 1587 | 1965 | 3552 | 1587 | 1965 |
Profit Streak | 0 | 0 | 146.1994 | 0 | 0 | 146.1994 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527308 | -131609 | -133249 | 325380 | -323966 | -133520 |
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{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 24, "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": [ [ 734299.3504312757, 426707.3894284071, 307591.9610028689, 4636804.098749947, 598362.1565585162, 4038441.942191429 ], [ 734.29935, 426.707389, 307.591961, 4636.804099, 598.362157, 4038.441942 ], [ 0.405019, 0.23536, 0.169659, 0.21302, 0.107259, 0.205556 ], [ 10, 10, 10, 10, 10, 10 ], [ -72861, -73285, -52543, -2679658, -2688366, -869050 ], [ 2.308724, 2.367076, 2.235562, 1.356301, 1.08079, 1.720209 ], [ 127, 64, 63, 127, 64, 63 ], [ 63, 24, 39, 63, 24, 39 ], [ 64, 40, 24, 64, 40, 24 ], [ 49.606299, 37.5, 61.904762, 49.606299, 37.5, 61.904762 ], [ 2.34537, 3.945126, 1.375731, 1.37783, 1.801317, 1.05859 ], [ 288857, 288857, 54155, 2047998, 2047998, 1256958 ], [ -40734, -30452, -40734, -855849, -709304, -855849 ], [ 27, 24, 31, 27, 24, 31 ], [ 37, 35, 39, 37, 35, 39 ], [ 18, 18, 17, 18, 18, 17 ], [ 3552, 1587, 1965, 3552, 1587, 1965 ], [ 0, 0, 146.1994, 0, 0, 146.1994 ], [ 0, 0, 4, 0, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527308, -131609, -133249, 325380, -323966, -133520 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3626, "evaluation_days": 1813, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603756800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759380428204, "expiration_time": 1764062496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 47, "offset": 0, "poles": 3 } }, "second_band": { "type": "jma", "factors": { "length": 24, "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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