Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589167.4627 | 353414.1427 | 235753.32 | 1240644.8919 | -658639.9182 | 1899284.8101 |
Total P&L (%) | 589.1675 | 353.4141 | 235.7533 | 1240.6449 | -658.6399 | 1899.2848 |
Avg Daily Profit (%) | 0.3239 | 0.1943 | 0.1296 | 0.1428 | 0 | 0.1648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118728 | -82635 | -47948 | -3103212 | -3023403 | -1320546 |
Profit Factor | 1.7646 | 1.8197 | 1.6947 | 1.0809 | 0.9218 | 1.2748 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 32.7957 | 26.8817 | 38.7097 | 32.7957 | 26.8817 | 38.7097 |
Ratio Avg Win / Avg Loss | 3.616 | 4.9495 | 2.6832 | 2.215 | 2.5073 | 2.0185 |
Largest Winning Trade | 251378 | 251378 | 63103 | 1775531 | 1775531 | 1017808 |
Largest Losing Trade | -18860 | -16497 | -18860 | -598290 | -524822 | -598290 |
Avg Bars in Trades | 19 | 15 | 22 | 19 | 15 | 22 |
Avg Bars in Winners | 37 | 30 | 41 | 37 | 30 | 41 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 3573 | 1444 | 2129 | 3573 | 1444 | 2129 |
Profit Streak | 53.3103 | 53.3103 | 60.3103 | 53.3103 | 53.3103 | 60.3103 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302820 | -9962 | -20229 | -136420 | -598986 | 192094 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "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": [ [ 589167.4626651495, 353414.1427127306, 235753.3199524191, 1240644.8918595647, -658639.9182315414, 1899284.8100911044 ], [ 589.167463, 353.414143, 235.75332, 1240.644892, -658.639918, 1899.28481 ], [ 0.323896, 0.19429, 0.129606, 0.142803, 0, 0.164807 ], [ 10, 10, 10, 10, 10, 10 ], [ -118728, -82635, -47948, -3103212, -3023403, -1320546 ], [ 1.764606, 1.81967, 1.694651, 1.08092, 0.921789, 1.274847 ], [ 186, 93, 93, 186, 93, 93 ], [ 61, 25, 36, 61, 25, 36 ], [ 125, 68, 57, 125, 68, 57 ], [ 32.795699, 26.88172, 38.709677, 32.795699, 26.88172, 38.709677 ], [ 3.615996, 4.949503, 2.683197, 2.215001, 2.507266, 2.018507 ], [ 251378, 251378, 63103, 1775531, 1775531, 1017808 ], [ -18860, -16497, -18860, -598290, -524822, -598290 ], [ 19, 15, 22, 19, 15, 22 ], [ 37, 30, 41, 37, 30, 41 ], [ 10, 9, 10, 10, 9, 10 ], [ 3573, 1444, 2129, 3573, 1444, 2129 ], [ 53.310256, 53.310256, 60.310256, 53.310256, 53.310256, 60.310256 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302820, -9962, -20229, -136420, -598986, 192094 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3638, "evaluation_days": 1819, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759908406160, "expiration_time": 1764596448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 10, "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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