Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353687.0081 | 317577.8448 | 36109.1633 | -38129.9628 | 22832.6188 | -60962.5816 |
Total P&L (%) | 353.687 | 317.5778 | 36.1092 | -38.13 | 22.8326 | -60.9626 |
Avg Daily Profit (%) | 0.1859 | 0.1669 | 0.019 | -0.0252 | 0.0108 | -0.0494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206229 | -184292 | -70902 | -454948 | -377733 | -146632 |
Profit Factor | 1.4831 | 1.7514 | 1.1167 | 0.9651 | 1.0345 | 0.8586 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 48.7179 | 46.1538 | 51.2821 | 48.7179 | 46.1538 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.5611 | 2.0433 | 1.0608 | 1.0159 | 1.2069 | 0.8157 |
Largest Winning Trade | 164283 | 164283 | 47635 | 227926 | 227926 | 112481 |
Largest Losing Trade | -52667 | -39251 | -52667 | -188072 | -188072 | -87104 |
Avg Bars in Trades | 71 | 90 | 53 | 71 | 90 | 53 |
Avg Bars in Winners | 97 | 122 | 75 | 97 | 122 | 75 |
Avg Bars in Losers | 47 | 62 | 30 | 47 | 62 | 30 |
Bars Traded | 5614 | 3524 | 2090 | 5614 | 3524 | 2090 |
Profit Streak | 0 | 0 | 830.934 | 0 | 0 | 830.934 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29461 | 330618 | -260726 | -618387 | -367441 | -579231 |
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{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 2.05954 } } }
{ "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": [ [ 353687.0080569039, 317577.8447515697, 36109.1633053342, -38129.962813937, 22832.6188020255, -60962.5816159626 ], [ 353.687008, 317.577845, 36.109163, -38.129963, 22.832619, -60.962582 ], [ 0.185923, 0.166942, 0.018982, -0.025236, 0.010811, -0.049435 ], [ 10, 10, 10, 10, 10, 10 ], [ -206229, -184292, -70902, -454948, -377733, -146632 ], [ 1.48305, 1.751386, 1.116654, 0.965111, 1.034503, 0.858598 ], [ 78, 39, 39, 78, 39, 39 ], [ 38, 18, 20, 38, 18, 20 ], [ 40, 21, 19, 40, 21, 19 ], [ 48.717949, 46.153846, 51.282051, 48.717949, 46.153846, 51.282051 ], [ 1.561105, 2.043283, 1.060822, 1.015906, 1.20692, 0.815668 ], [ 164283, 164283, 47635, 227926, 227926, 112481 ], [ -52667, -39251, -52667, -188072, -188072, -87104 ], [ 71, 90, 53, 71, 90, 53 ], [ 97, 122, 75, 97, 122, 75 ], [ 47, 62, 30, 47, 62, 30 ], [ 5614, 3524, 2090, 5614, 3524, 2090 ], [ 0, 0, 830.933959, 0, 0, 830.933959 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29461, 330618, -260726, -618387, -367441, -579231 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554883200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759415094036, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 184, "offset": 0, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 2.05954 } } }
# | 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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