Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2136676.5904 | 1971729.4361 | 164947.1543 | 4378252.8658 | 6778477.4391 | -2400224.5733 |
Total P&L (%) | 2136.6766 | 1971.7294 | 164.9472 | 4378.2529 | 6778.4774 | -2400.2246 |
Avg Daily Profit (%) | 0.921 | 0.8499 | 0.0711 | 0.164 | 0.1825 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140793 | -103666 | -123446 | -7448999 | -4054484 | -5749015 |
Profit Factor | 4.4535 | 6.7982 | 1.592 | 1.1941 | 1.6499 | 0.8021 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 34.1176 | 26.1905 | 41.8605 | 34.1176 | 26.1905 | 41.8605 |
Ratio Avg Win / Avg Loss | 8.5998 | 19.1587 | 2.211 | 2.3058 | 4.6498 | 1.1141 |
Largest Winning Trade | 1607246 | 1607246 | 82739 | 5842609 | 5842609 | 3810760 |
Largest Losing Trade | -69464 | -35275 | -69464 | -4311065 | -983376 | -4311065 |
Avg Bars in Trades | 80 | 71 | 88 | 80 | 71 | 88 |
Avg Bars in Winners | 177 | 191 | 168 | 177 | 191 | 168 |
Avg Bars in Losers | 30 | 29 | 31 | 30 | 29 | 31 |
Bars Traded | 6835 | 3011 | 3824 | 6835 | 3011 | 3824 |
Profit Streak | 17.7172 | 0 | 18.7172 | 17.7172 | 0 | 18.7172 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550158 | -2787 | -97583 | -3595 | -13511 | -581664 |
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{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 102, "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": [ [ 2136676.5904205022, 1971729.4360994662, 164947.1543210365, 4378252.865803963, 6778477.439110309, -2400224.5733063477 ], [ 2136.67659, 1971.729436, 164.947154, 4378.252866, 6778.477439, -2400.224573 ], [ 0.920981, 0.849883, 0.071098, 0.164006, 0.182536, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -140793, -103666, -123446, -7448999, -4054484, -5749015 ], [ 4.453455, 6.798241, 1.59195, 1.194067, 1.649928, 0.802141 ], [ 85, 42, 43, 85, 42, 43 ], [ 29, 11, 18, 29, 11, 18 ], [ 56, 31, 25, 56, 31, 25 ], [ 34.117647, 26.190476, 41.860465, 34.117647, 26.190476, 41.860465 ], [ 8.599776, 19.158678, 2.211042, 2.305784, 4.649798, 1.114084 ], [ 1607246, 1607246, 82739, 5842609, 5842609, 3810760 ], [ -69464, -35275, -69464, -4311065, -983376, -4311065 ], [ 80, 71, 88, 80, 71, 88 ], [ 177, 191, 168, 177, 191, 168 ], [ 30, 29, 31, 30, 29, 31 ], [ 6835, 3011, 3824, 6835, 3011, 3824 ], [ 17.717162, 0, 18.717162, 17.717162, 0, 18.717162 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 550158, -2787, -97583, -3595, -13511, -581664 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6960, "evaluation_days": 2320, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562256000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759799562764, "expiration_time": 1765779840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 90, "offset": 0, "poles": 2 } }, "second_band": { "type": "tema", "factors": { "length": 102, "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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