Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 569071.0309 | 525389.0454 | 43681.9855 | 210884.0391 | 439701.419 | -228817.38 |
Total P&L (%) | 569.071 | 525.389 | 43.682 | 210.884 | 439.7014 | -228.8174 |
Avg Daily Profit (%) | 0.2878 | 0.2657 | 0.0221 | 0.0574 | 0.0853 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207351 | -125293 | -224040 | -418895 | -429338 | -443472 |
Profit Factor | 1.4257 | 1.7757 | 1.0662 | 1.062 | 1.2389 | 0.8532 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 153 | 81 | 72 | 153 | 81 | 72 |
Losing Trades | 255 | 123 | 132 | 255 | 123 | 132 |
Profitability (%) | 37.5 | 39.7059 | 35.2941 | 37.5 | 39.7059 | 35.2941 |
Ratio Avg Win / Avg Loss | 2.3761 | 2.6965 | 1.9547 | 1.7701 | 1.8813 | 1.5642 |
Largest Winning Trade | 152535 | 152535 | 73686 | 299006 | 299006 | 189763 |
Largest Losing Trade | -68553 | -33840 | -68553 | -131727 | -131727 | -105775 |
Avg Bars in Trades | 9 | 6 | 12 | 9 | 6 | 12 |
Avg Bars in Winners | 17 | 9 | 26 | 17 | 9 | 26 |
Avg Bars in Losers | 4 | 4 | 4 | 4 | 4 | 4 |
Bars Traded | 3881 | 1374 | 2507 | 3881 | 1374 | 2507 |
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 | 298806 | 315124 | -316748 | -269926 | -81480 | -582929 |
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{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 2.8626 } } }
{ "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": [ [ 569071.0308813846, 525389.0453697584, 43681.9855116267, 210884.0390678011, 439701.4190436126, -228817.3799758111 ], [ 569.071031, 525.389045, 43.681986, 210.884039, 439.701419, -228.81738 ], [ 0.287773, 0.265683, 0.022089, 0.057374, 0.085288, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -207351, -125293, -224040, -418895, -429338, -443472 ], [ 1.425663, 1.77573, 1.066223, 1.062044, 1.238909, 0.853179 ], [ 408, 204, 204, 408, 204, 204 ], [ 153, 81, 72, 153, 81, 72 ], [ 255, 123, 132, 255, 123, 132 ], [ 37.5, 39.705882, 35.294118, 37.5, 39.705882, 35.294118 ], [ 2.376105, 2.696479, 1.954742, 1.770074, 1.881306, 1.564161 ], [ 152535, 152535, 73686, 299006, 299006, 189763 ], [ -68553, -33840, -68553, -131727, -131727, -105775 ], [ 9, 6, 12, 9, 6, 12 ], [ 17, 9, 26, 17, 9, 26 ], [ 4, 4, 4, 4, 4, 4 ], [ 3881, 1374, 2507, 3881, 1374, 2507 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 298806, 315124, -316748, -269926, -81480, -582929 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3955, "evaluation_days": 1977.5, "actual_first_datapoint_time": 1547769600000, "first_datapoint_time": 1547812800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758938903100, "expiration_time": 1723708080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 86, "offset": 0, "poles": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 2.8626 } } }
# | 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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