Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578867.0814 | 406032.4127 | 172834.6686 | 874753.2669 | 365086.8228 | 509666.4441 |
Total P&L (%) | 578.8671 | 406.0324 | 172.8347 | 874.7533 | 365.0868 | 509.6664 |
Avg Daily Profit (%) | 0.3012 | 0.2113 | 0.0899 | 0.1186 | 0.08 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93405 | -57615 | -87484 | -1086681 | -655834 | -603681 |
Profit Factor | 1.8763 | 2.2655 | 1.5088 | 1.2517 | 1.2064 | 1.2987 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 43.3333 | 40 | 46.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.4537 | 3.3982 | 1.7243 | 1.6368 | 1.8096 | 1.4842 |
Largest Winning Trade | 232019 | 232019 | 50846 | 696613 | 696613 | 337536 |
Largest Losing Trade | -55422 | -33871 | -55422 | -319227 | -218530 | -319227 |
Avg Bars in Trades | 63 | 57 | 69 | 63 | 57 | 69 |
Avg Bars in Winners | 89 | 83 | 95 | 89 | 83 | 95 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 7582 | 3421 | 4161 | 7582 | 3421 | 4161 |
Profit Streak | 0 | 0 | 49.0529 | 0 | 0 | 49.0529 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366851 | -161317 | -240334 | -35687 | -258845 | -236744 |
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{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 141, "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": [ [ 578867.0813827503, 406032.4127476796, 172834.66863507, 874753.2669092752, 365086.8228215252, 509666.4440877498 ], [ 578.867081, 406.032413, 172.834669, 874.753267, 365.086823, 509.666444 ], [ 0.301219, 0.211283, 0.089936, 0.118557, 0.080014, 0.094112 ], [ 10, 10, 10, 10, 10, 10 ], [ -93405, -57615, -87484, -1086681, -655834, -603681 ], [ 1.876338, 2.26546, 1.508794, 1.251699, 1.206372, 1.298694 ], [ 120, 60, 60, 120, 60, 60 ], [ 52, 24, 28, 52, 24, 28 ], [ 68, 36, 32, 68, 36, 32 ], [ 43.333333, 40, 46.666667, 43.333333, 40, 46.666667 ], [ 2.453673, 3.398191, 1.724336, 1.636838, 1.809558, 1.484222 ], [ 232019, 232019, 50846, 696613, 696613, 337536 ], [ -55422, -33871, -55422, -319227, -218530, -319227 ], [ 63, 57, 69, 63, 57, 69 ], [ 89, 83, 95, 89, 83, 95 ], [ 42, 39, 46, 42, 39, 46 ], [ 7582, 3421, 4161, 7582, 3421, 4161 ], [ 0, 0, 49.052871, 0, 0, 49.052871 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 366851, -161317, -240334, -35687, -258845, -236744 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7687, "evaluation_days": 1921.75, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1593064800000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759086968059, "expiration_time": 1764063576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 120, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 141, "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) |
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