Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2920112.5742 | 2712247.465 | 207865.1091 | 23125594.2231 | 13807500.2938 | 9318093.9293 |
Total P&L (%) | 2920.1126 | 2712.2475 | 207.8651 | 23125.5942 | 13807.5003 | 9318.0939 |
Avg Daily Profit (%) | 1.2598 | 1.1701 | 0.0897 | 0.2353 | 0.2131 | 0.1963 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97313 | -92854 | -72833 | -41135370 | -23381601 | -17753768 |
Profit Factor | 5.9238 | 8.8754 | 1.8359 | 1.201 | 1.2122 | 1.1866 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 28 | 10 | 18 | 28 | 10 | 18 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 31.1111 | 22.2222 | 40 | 31.1111 | 22.2222 | 40 |
Ratio Avg Win / Avg Loss | 13.1171 | 31.064 | 2.7539 | 2.6594 | 4.2426 | 1.7798 |
Largest Winning Trade | 2207812 | 2207812 | 80939 | 21363899 | 20139081 | 21363899 |
Largest Losing Trade | -35690 | -35690 | -24270 | -10914078 | -10914078 | -6405984 |
Avg Bars in Trades | 48 | 43 | 54 | 48 | 43 | 54 |
Avg Bars in Winners | 122 | 138 | 114 | 122 | 138 | 114 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 4404 | 1962 | 2442 | 4404 | 1962 | 2442 |
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 | 537551 | -20253 | -73580 | 65670 | -33461 | -10021 |
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{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 177, "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": [ [ 2920112.574168312, 2712247.4650491923, 207865.1091191188, 23125594.223086786, 13807500.293773603, 9318093.929313175 ], [ 2920.112574, 2712.247465, 207.865109, 23125.594223, 13807.500294, 9318.093929 ], [ 1.259755, 1.170081, 0.089674, 0.2353, 0.213126, 0.196276 ], [ 10, 10, 10, 10, 10, 10 ], [ -97313, -92854, -72833, -41135370, -23381601, -17753768 ], [ 5.923839, 8.875431, 1.835933, 1.201041, 1.212157, 1.186556 ], [ 90, 45, 45, 90, 45, 45 ], [ 28, 10, 18, 28, 10, 18 ], [ 62, 35, 27, 62, 35, 27 ], [ 31.111111, 22.222222, 40, 31.111111, 22.222222, 40 ], [ 13.117073, 31.06401, 2.753899, 2.659448, 4.242551, 1.779834 ], [ 2207812, 2207812, 80939, 21363899, 20139081, 21363899 ], [ -35690, -35690, -24270, -10914078, -10914078, -6405984 ], [ 48, 43, 54, 48, 43, 54 ], [ 122, 138, 114, 122, 138, 114 ], [ 15, 16, 14, 15, 16, 14 ], [ 4404, 1962, 2442, 4404, 1962, 2442 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 537551, -20253, -73580, 65670, -33461, -10021 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566950400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621220185, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 154, "offset": 0, "poles": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 177, "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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