Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253614.503 | 41349.9964 | 212264.5066 | 82379.2116 | 14179.1793 | 68200.0322 |
Total P&L (%) | 253.6145 | 41.35 | 212.2645 | 82.3792 | 14.1792 | 68.2 |
Avg Daily Profit (%) | 0.1656 | 0.027 | 0.1386 | 0.0392 | 0.0087 | 0.034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110315 | -68718 | -89464 | -203704 | -122716 | -181493 |
Profit Factor | 1.299 | 1.1004 | 1.4864 | 1.0714 | 1.026 | 1.1118 |
Total Trades | 197 | 99 | 98 | 197 | 99 | 98 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 52.2843 | 50.5051 | 54.0816 | 52.2843 | 50.5051 | 54.0816 |
Ratio Avg Win / Avg Loss | 1.1855 | 1.0784 | 1.262 | 0.9777 | 1.0055 | 0.944 |
Largest Winning Trade | 55948 | 49512 | 55948 | 73154 | 73154 | 55910 |
Largest Losing Trade | -34582 | -33054 | -34582 | -67420 | -48090 | -67420 |
Avg Bars in Trades | 90 | 64 | 117 | 90 | 64 | 117 |
Avg Bars in Winners | 93 | 56 | 127 | 93 | 56 | 127 |
Avg Bars in Losers | 87 | 71 | 105 | 87 | 71 | 105 |
Bars Traded | 17866 | 6346 | 11520 | 17866 | 6346 | 11520 |
Profit Streak | 41.8675 | 41.8675 | 49.7009 | 41.8675 | 41.8675 | 49.7009 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368438 | -268208 | -5578 | -281350 | -408145 | -245596 |
{ "trading_pair": "C98_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18380, "evaluation_days": 1531.67, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1628625600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759387754612, "expiration_time": 1764148896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 193, "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": [ [ 253614.5030260062, 41349.9964376963, 212264.5065883098, 82379.2115695248, 14179.179327219, 68200.0322423059 ], [ 253.614503, 41.349996, 212.264507, 82.379212, 14.179179, 68.200032 ], [ 0.16558, 0.026997, 0.138584, 0.039241, 0.008658, 0.033955 ], [ 10, 10, 10, 10, 10, 10 ], [ -110315, -68718, -89464, -203704, -122716, -181493 ], [ 1.299009, 1.100426, 1.486357, 1.071362, 1.026037, 1.11184 ], [ 197, 99, 98, 197, 99, 98 ], [ 103, 50, 53, 103, 50, 53 ], [ 94, 49, 45, 94, 49, 45 ], [ 52.284264, 50.505051, 54.081633, 52.284264, 50.505051, 54.081633 ], [ 1.185504, 1.078418, 1.262001, 0.977748, 1.005516, 0.944015 ], [ 55948, 49512, 55948, 73154, 73154, 55910 ], [ -34582, -33054, -34582, -67420, -48090, -67420 ], [ 90, 64, 117, 90, 64, 117 ], [ 93, 56, 127, 93, 56, 127 ], [ 87, 71, 105, 87, 71, 105 ], [ 17866, 6346, 11520, 17866, 6346, 11520 ], [ 41.86753, 41.86753, 49.700863, 41.86753, 41.86753, 49.700864 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 368438, -268208, -5578, -281350, -408145, -245596 ] ] }
{ "trading_pair": "C98_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18380, "evaluation_days": 1531.67, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1628625600000, "last_datapoint_time": 1759384800000, "evaluation_time": 1759387754612, "expiration_time": 1764148896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 193, "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) |
---|