Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765205.3339 | 771239.878 | -6034.5441 | 12887.752 | 35775.0866 | -22887.3346 |
Total P&L (%) | 765.2053 | 771.2399 | -6.0345 | 12.8878 | 35.7751 | -22.8873 |
Avg Daily Profit (%) | 0.4059 | 0.4091 | -0.0032 | 0.0064 | 0.0162 | -0.0138 |
Buy And Hold Return (%) | 15.7548 | 15.7548 | 15.7548 | 15.7548 | 15.7548 | 15.7548 |
Max Trade Drawdown | -183310 | -146899 | -45848 | -1442117 | -1225680 | -238208 |
Profit Factor | 2.4132 | 2.7498 | 0.9401 | 1.0055 | 1.0183 | 0.938 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 46.6667 | 43.3333 | 50 | 46.6667 | 43.3333 | 50 |
Ratio Avg Win / Avg Loss | 2.758 | 3.5958 | 0.9401 | 1.1492 | 1.3316 | 0.938 |
Largest Winning Trade | 710456 | 710456 | 13868 | 1206794 | 1206794 | 152579 |
Largest Losing Trade | -48924 | -48924 | -26174 | -707949 | -707949 | -134230 |
Avg Bars in Trades | 91 | 176 | 6 | 91 | 176 | 6 |
Avg Bars in Winners | 96 | 198 | 8 | 96 | 198 | 8 |
Avg Bars in Losers | 86 | 158 | 4 | 86 | 158 | 4 |
Bars Traded | 5473 | 5285 | 188 | 5473 | 5285 | 188 |
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 | -160400 | 447563 | -580547 | -739228 | -379277 | -580547 |
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{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 3.05146 } } }
{ "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": [ [ 765205.3339114774, 771239.8779797908, -6034.5440683136, 12887.7520127656, 35775.0865941218, -22887.334581356 ], [ 765.205334, 771.239878, -6.034544, 12.887752, 35.775087, -22.887335 ], [ 0.405944, 0.409146, -0.003201, 0.006431, 0.016226, -0.013787 ], [ 15.754813, 15.754813, 15.754813, 15.754813, 15.754813, 15.754813 ], [ -183310, -146899, -45848, -1442117, -1225680, -238208 ], [ 2.41324, 2.74975, 0.940064, 1.005549, 1.018314, 0.937997 ], [ 60, 30, 30, 60, 30, 30 ], [ 28, 13, 15, 28, 13, 15 ], [ 32, 17, 15, 32, 17, 15 ], [ 46.666667, 43.333333, 50, 46.666667, 43.333333, 50 ], [ 2.757989, 3.595827, 0.940064, 1.149199, 1.331641, 0.937997 ], [ 710456, 710456, 13868, 1206794, 1206794, 152579 ], [ -48924, -48924, -26174, -707949, -707949, -134230 ], [ 91, 176, 6, 91, 176, 6 ], [ 96, 198, 8, 96, 198, 8 ], [ 86, 158, 4, 86, 158, 4 ], [ 5473, 5285, 188, 5473, 5285, 188 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160400, 447563, -580547, -739228, -379277, -580547 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5655, "evaluation_days": 1885, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596643200000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758931524740, "expiration_time": 1763788320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 103, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 3.05146 } } }
# | 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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