Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663578.1692 | 504932.5653 | 158645.6039 | 377814.2554 | -1747195.2509 | 2125009.5063 |
Total P&L (%) | 663.5782 | 504.9326 | 158.6456 | 377.8143 | -1747.1953 | 2125.0095 |
Avg Daily Profit (%) | 0.3645 | 0.2773 | 0.0871 | 0.0859 | 0 | 0.1705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148628 | -94713 | -91794 | -4407768 | -2806028 | -2119345 |
Profit Factor | 2.5391 | 3.274 | 1.7587 | 1.0486 | 0.5837 | 1.595 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 35.2941 | 26.4706 | 44.1176 | 35.2941 | 26.4706 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.655 | 9.0944 | 2.2277 | 1.9225 | 1.6213 | 2.0203 |
Largest Winning Trade | 558361 | 558361 | 71947 | 2044267 | 664987 | 2044267 |
Largest Losing Trade | -39100 | -30089 | -39100 | -1050643 | -1050643 | -755669 |
Avg Bars in Trades | 103 | 84 | 122 | 103 | 84 | 122 |
Avg Bars in Winners | 178 | 155 | 192 | 178 | 155 | 192 |
Avg Bars in Losers | 61 | 58 | 66 | 61 | 58 | 66 |
Bars Traded | 7013 | 2865 | 4148 | 7013 | 2865 | 4148 |
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 | -105212 | -8393 | -75600 | -363636 | -601350 | 305229 |
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{ "first_band": { "type": "hma", "factors": { "length": 131, "offset": 104 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 3 } } }
{ "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": [ [ 663578.1691832354, 504932.5653107922, 158645.6038724432, 377814.2554411908, -1747195.2509027268, 2125009.506343917 ], [ 663.578169, 504.932565, 158.645604, 377.814255, -1747.195251, 2125.009506 ], [ 0.364453, 0.277321, 0.087132, 0.085938, 0, 0.170534 ], [ 10, 10, 10, 10, 10, 10 ], [ -148628, -94713, -91794, -4407768, -2806028, -2119345 ], [ 2.53908, 3.27398, 1.758691, 1.048635, 0.58367, 1.594963 ], [ 68, 34, 34, 68, 34, 34 ], [ 24, 9, 15, 24, 9, 15 ], [ 44, 25, 19, 44, 25, 19 ], [ 35.294118, 26.470588, 44.117647, 35.294118, 26.470588, 44.117647 ], [ 4.654981, 9.094389, 2.227675, 1.922498, 1.621305, 2.020286 ], [ 558361, 558361, 71947, 2044267, 664987, 2044267 ], [ -39100, -30089, -39100, -1050643, -1050643, -755669 ], [ 103, 84, 122, 103, 84, 122 ], [ 178, 155, 192, 178, 155, 192 ], [ 61, 58, 66, 61, 58, 66 ], [ 7013, 2865, 4148, 7013, 2865, 4148 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105212, -8393, -75600, -363636, -601350, 305229 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7283, "evaluation_days": 1820.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1608033600000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760061470403, "expiration_time": 1764773784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 131, "offset": 104 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 3 } } }
# | 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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