Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502446.6906 | 568047.537 | -65600.8464 | -28494.2267 | 133378.2447 | -161872.4714 |
Total P&L (%) | 502.4467 | 568.0475 | -65.6008 | -28.4942 | 133.3782 | -161.8725 |
Avg Daily Profit (%) | 0.2721 | 0.3076 | -0.0355 | -0.0182 | 0.0459 | 0 |
Buy And Hold Return (%) | 66.9916 | 66.9916 | 66.9916 | 66.9916 | 66.9916 | 66.9916 |
Max Trade Drawdown | -278961 | -118476 | -160485 | -893186 | -522768 | -461384 |
Profit Factor | 1.7536 | 3.4009 | 0.8475 | 0.9844 | 1.1794 | 0.8505 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 42.3729 | 41.3793 | 43.3333 | 42.3729 | 41.3793 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.3849 | 4.8179 | 1.1082 | 1.3388 | 1.6708 | 1.1122 |
Largest Winning Trade | 390526 | 390526 | 73423 | 407179 | 407179 | 262664 |
Largest Losing Trade | -64517 | -38817 | -64517 | -461384 | -252290 | -461384 |
Avg Bars in Trades | 121 | 120 | 123 | 121 | 120 | 123 |
Avg Bars in Winners | 170 | 168 | 171 | 170 | 168 | 171 |
Avg Bars in Losers | 86 | 85 | 87 | 86 | 85 | 87 |
Bars Traded | 7196 | 3483 | 3713 | 7196 | 3483 | 3713 |
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 | -170487 | 433934 | -581751 | -761577 | -164044 | -581751 |
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{ "first_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 140, "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": [ [ 502446.6906147713, 568047.537023927, -65600.8464091557, -28494.2266909696, 133378.2446939215, -161872.4713848911 ], [ 502.446691, 568.047537, -65.600846, -28.494227, 133.378245, -161.872471 ], [ 0.272108, 0.307635, -0.035527, -0.018162, 0.045908, 0 ], [ 66.991643, 66.991643, 66.991643, 66.991643, 66.991643, 66.991643 ], [ -278961, -118476, -160485, -893186, -522768, -461384 ], [ 1.753632, 3.400857, 0.847475, 0.984399, 1.179385, 0.850515 ], [ 59, 29, 30, 59, 29, 30 ], [ 25, 12, 13, 25, 12, 13 ], [ 34, 17, 17, 34, 17, 17 ], [ 42.372881, 41.37931, 43.333333, 42.372881, 41.37931, 43.333333 ], [ 2.38494, 4.817881, 1.108236, 1.338782, 1.670795, 1.112212 ], [ 390526, 390526, 73423, 407179, 407179, 262664 ], [ -64517, -38817, -64517, -461384, -252290, -461384 ], [ 121, 120, 123, 121, 120, 123 ], [ 170, 168, 171, 170, 168, 171 ], [ 86, 85, 87, 86, 85, 87 ], [ 7196, 3483, 3713, 7196, 3483, 3713 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -170487, 433934, -581751, -761577, -164044, -581751 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1599199200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758822251833, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 198, "offset": 0, "poles": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 140, "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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