Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734531.6862 | 502115.2586 | 232416.4276 | 5462741.3871 | 2353032.3665 | 3109709.0206 |
Total P&L (%) | 734.5317 | 502.1153 | 232.4164 | 5462.7414 | 2353.0324 | 3109.709 |
Avg Daily Profit (%) | 0.3861 | 0.2639 | 0.1222 | 0.2115 | 0.1684 | 0.1825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78352 | -95858 | -97559 | -1416165 | -2228578 | -1070710 |
Profit Factor | 1.9961 | 2.3108 | 1.6559 | 1.486 | 1.3661 | 1.6461 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 116 | 63 | 53 | 116 | 63 | 53 |
Profitability (%) | 35.5556 | 30 | 41.1111 | 35.5556 | 30 | 41.1111 |
Ratio Avg Win / Avg Loss | 3.6179 | 5.3919 | 2.372 | 2.6933 | 3.1875 | 2.3579 |
Largest Winning Trade | 183851 | 183851 | 52625 | 2029451 | 2029451 | 1568342 |
Largest Losing Trade | -19559 | -19559 | -18571 | -567494 | -567494 | -475135 |
Avg Bars in Trades | 30 | 27 | 33 | 30 | 27 | 33 |
Avg Bars in Winners | 63 | 65 | 62 | 63 | 65 | 62 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 5476 | 2471 | 3004 | 5476 | 2471 | 3004 |
Profit Streak | 506.9379 | 511.9379 | 0 | 506.9379 | 511.9379 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335909 | 207171 | -30540 | 229562 | 76907 | 260461 |
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{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 140, "offset": 0 } } }
{ "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": [ [ 734531.6861990505, 502115.2586186562, 232416.4275803941, 5462741.387121533, 2353032.3665105747, 3109709.0206109555 ], [ 734.531686, 502.115259, 232.416428, 5462.741387, 2353.032367, 3109.709021 ], [ 0.386122, 0.263948, 0.122175, 0.211474, 0.168352, 0.182509 ], [ 10, 10, 10, 10, 10, 10 ], [ -78352, -95858, -97559, -1416165, -2228578, -1070710 ], [ 1.996103, 2.310796, 1.655907, 1.485953, 1.366053, 1.646084 ], [ 180, 90, 90, 180, 90, 90 ], [ 64, 27, 37, 64, 27, 37 ], [ 116, 63, 53, 116, 63, 53 ], [ 35.555556, 30, 41.111111, 35.555556, 30, 41.111111 ], [ 3.617937, 5.391857, 2.371974, 2.69329, 3.187456, 2.357904 ], [ 183851, 183851, 52625, 2029451, 2029451, 1568342 ], [ -19559, -19559, -18571, -567494, -567494, -475135 ], [ 30, 27, 33, 30, 27, 33 ], [ 63, 65, 62, 63, 65, 62 ], [ 12, 11, 13, 12, 11, 13 ], [ 5476, 2471, 3004, 5476, 2471, 3004 ], [ 506.93786, 511.93786, 0, 506.93786, 511.93786, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335909, 207171, -30540, 229562, 76907, 260461 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558252800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759703431105, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 140, "offset": 0 } } }
# | 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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