Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571123.375 | 493675.3655 | 77448.0095 | 1742532.6349 | 1274911.226 | 467621.4089 |
Total P&L (%) | 571.1234 | 493.6754 | 77.448 | 1742.5326 | 1274.9112 | 467.6214 |
Avg Daily Profit (%) | 0.3038 | 0.2626 | 0.0412 | 0.1551 | 0.1395 | 0.0924 |
Buy And Hold Return (%) | 175.6257 | 175.6257 | 175.6257 | 175.6257 | 175.6257 | 175.6257 |
Max Trade Drawdown | -82160 | -75602 | -64899 | -498891 | -416788 | -458106 |
Profit Factor | 2.2863 | 3.1011 | 1.3705 | 1.5533 | 1.7061 | 1.348 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 48.5294 | 48.5294 | 48.5294 | 48.5294 | 48.5294 | 48.5294 |
Ratio Avg Win / Avg Loss | 2.4248 | 3.289 | 1.4535 | 1.6475 | 1.8095 | 1.4297 |
Largest Winning Trade | 305649 | 305649 | 33740 | 327237 | 327237 | 221933 |
Largest Losing Trade | -30939 | -28284 | -30939 | -375948 | -375948 | -209088 |
Avg Bars in Trades | 52 | 54 | 51 | 52 | 54 | 51 |
Avg Bars in Winners | 68 | 70 | 66 | 68 | 70 | 66 |
Avg Bars in Losers | 38 | 39 | 37 | 38 | 39 | 37 |
Bars Traded | 7204 | 3701 | 3503 | 7204 | 3701 | 3503 |
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 | 366442 | -99227 | -413165 | 366680 | -113147 | -182655 |
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{ "first_band": { "type": "t3", "factors": { "length": 3, "offset": 108, "a": 0.69978 } }, "second_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 2 } } }
{ "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": [ [ 571123.3750342269, 493675.365500512, 77448.0095337151, 1742532.6349236902, 1274911.2259969309, 467621.4089267595 ], [ 571.123375, 493.675366, 77.44801, 1742.532635, 1274.911226, 467.621409 ], [ 0.303829, 0.262628, 0.041201, 0.155126, 0.139529, 0.092411 ], [ 175.625731, 175.625731, 175.625731, 175.625731, 175.625731, 175.625731 ], [ -82160, -75602, -64899, -498891, -416788, -458106 ], [ 2.286251, 3.101103, 1.370456, 1.553322, 1.706118, 1.34801 ], [ 136, 68, 68, 136, 68, 68 ], [ 66, 33, 33, 66, 33, 33 ], [ 70, 35, 35, 70, 35, 35 ], [ 48.529412, 48.529412, 48.529412, 48.529412, 48.529412, 48.529412 ], [ 2.424812, 3.289049, 1.453514, 1.647463, 1.809519, 1.429708 ], [ 305649, 305649, 33740, 327237, 327237, 221933 ], [ -30939, -28284, -30939, -375948, -375948, -209088 ], [ 52, 54, 51, 52, 54, 51 ], [ 68, 70, 66, 68, 70, 66 ], [ 38, 39, 37, 38, 39, 37 ], [ 7204, 3701, 3503, 7204, 3701, 3503 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366442, -99227, -413165, 366680, -113147, -182655 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7519, "evaluation_days": 1879.75, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597881600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1758868151271, "expiration_time": 1762766712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 3, "offset": 108, "a": 0.69978 } }, "second_band": { "type": "ssf", "factors": { "length": 125, "offset": 0, "poles": 2 } } }
# | 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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