Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1179898.6979 | 950723.4144 | 229175.2835 | 5956141.1713 | 4170190.1148 | 1785951.0565 |
Total P&L (%) | 1179.8987 | 950.7234 | 229.1753 | 5956.1412 | 4170.1901 | 1785.9511 |
Avg Daily Profit (%) | 0.509 | 0.4101 | 0.0989 | 0.1772 | 0.1621 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107451 | -126368 | -110051 | -16070934 | -11461132 | -4609801 |
Profit Factor | 1.9523 | 2.4594 | 1.39 | 1.1244 | 1.1589 | 1.0826 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 104 | 44 | 60 | 104 | 44 | 60 |
Losing Trades | 133 | 74 | 59 | 133 | 74 | 59 |
Profitability (%) | 43.8819 | 37.2881 | 50.4202 | 43.8819 | 37.2881 | 50.4202 |
Ratio Avg Win / Avg Loss | 2.4967 | 4.1363 | 1.3669 | 1.438 | 1.9491 | 1.0646 |
Largest Winning Trade | 504505 | 504505 | 56022 | 10764348 | 10764348 | 3175485 |
Largest Losing Trade | -39500 | -34448 | -39500 | -3699648 | -3535867 | -3699648 |
Avg Bars in Trades | 38 | 38 | 39 | 38 | 38 | 39 |
Avg Bars in Winners | 56 | 62 | 52 | 56 | 62 | 52 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 9217 | 4541 | 4676 | 9217 | 4541 | 4676 |
Profit Streak | 24.3798 | 37.8798 | 24.3798 | 24.3798 | 37.8798 | 24.3798 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513949 | 355743 | -59987 | -75901 | -41549 | -152626 |
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{ "first_band": { "type": "ssf", "factors": { "length": 83, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "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": [ [ 1179898.6978888835, 950723.4143957798, 229175.283493104, 5956141.171321333, 4170190.11478044, 1785951.0565408901 ], [ 1179.898698, 950.723414, 229.175283, 5956.141171, 4170.190115, 1785.951057 ], [ 0.509016, 0.410148, 0.098868, 0.177191, 0.162092, 0.126785 ], [ 10, 10, 10, 10, 10, 10 ], [ -107451, -126368, -110051, -16070934, -11461132, -4609801 ], [ 1.952282, 2.459424, 1.390029, 1.124449, 1.158902, 1.082621 ], [ 237, 118, 119, 237, 118, 119 ], [ 104, 44, 60, 104, 44, 60 ], [ 133, 74, 59, 133, 74, 59 ], [ 43.881857, 37.288136, 50.420168, 43.881857, 37.288136, 50.420168 ], [ 2.496668, 4.136304, 1.366862, 1.437997, 1.949062, 1.064577 ], [ 504505, 504505, 56022, 10764348, 10764348, 3175485 ], [ -39500, -34448, -39500, -3699648, -3535867, -3699648 ], [ 38, 38, 39, 38, 38, 39 ], [ 56, 62, 52, 56, 62, 52 ], [ 25, 24, 25, 25, 24, 25 ], [ 9217, 4541, 4676, 9217, 4541, 4676 ], [ 24.379825, 37.879825, 24.379825, 24.379825, 37.879825, 24.379825 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 513949, 355743, -59987, -75901, -41549, -152626 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9272, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1559347200000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759612016881, "expiration_time": 1765609056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 83, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 37, "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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