Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271802.0266 | 1311428.7325 | -39626.7059 | 210177.1205 | 175666.9558 | 34510.1647 |
Total P&L (%) | 1271.802 | 1311.4287 | -39.6267 | 210.1771 | 175.667 | 34.5102 |
Avg Daily Profit (%) | 0.681 | 0.7022 | -0.0212 | 0.0606 | 0.0543 | 0.0159 |
Buy And Hold Return (%) | 477.3252 | 477.3252 | 477.3252 | 477.3252 | 477.3252 | 477.3252 |
Max Trade Drawdown | -149585 | -130607 | -154509 | -832673 | -955362 | -688233 |
Profit Factor | 3.0508 | 5.5209 | 0.8799 | 1.0637 | 1.0982 | 1.0228 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 43.3735 | 39.0244 | 47.619 | 43.3735 | 39.0244 | 47.619 |
Ratio Avg Win / Avg Loss | 3.983 | 8.6265 | 0.9679 | 1.3887 | 1.7159 | 1.1251 |
Largest Winning Trade | 764992 | 764992 | 47133 | 649129 | 649129 | 298361 |
Largest Losing Trade | -62914 | -37129 | -62914 | -380712 | -346870 | -380712 |
Avg Bars in Trades | 43 | 50 | 35 | 43 | 50 | 35 |
Avg Bars in Winners | 57 | 72 | 45 | 57 | 72 | 45 |
Avg Bars in Losers | 31 | 36 | 26 | 31 | 36 | 26 |
Bars Traded | 3573 | 2068 | 1505 | 3573 | 2068 | 1505 |
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 | 385673 | 465811 | -581660 | -432072 | -401820 | -533705 |
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{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 83, "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": [ [ 1271802.026589468, 1311428.732484761, -39626.7058952931, 210177.1204979459, 175666.9558109669, 34510.1646869791 ], [ 1271.802027, 1311.428732, -39.626706, 210.17712, 175.666956, 34.510165 ], [ 0.681018, 0.702238, -0.021219, 0.060633, 0.054313, 0.015876 ], [ 477.325192, 477.325192, 477.325192, 477.325192, 477.325192, 477.325192 ], [ -149585, -130607, -154509, -832673, -955362, -688233 ], [ 3.050794, 5.520947, 0.879946, 1.063681, 1.098177, 1.022837 ], [ 83, 41, 42, 83, 41, 42 ], [ 36, 16, 20, 36, 16, 20 ], [ 47, 25, 22, 47, 25, 22 ], [ 43.373494, 39.02439, 47.619048, 43.373494, 39.02439, 47.619048 ], [ 3.982981, 8.62648, 0.96794, 1.388695, 1.715902, 1.12512 ], [ 764992, 764992, 47133, 649129, 649129, 298361 ], [ -62914, -37129, -62914, -380712, -346870, -380712 ], [ 43, 50, 35, 43, 50, 35 ], [ 57, 72, 45, 57, 72, 45 ], [ 31, 36, 26, 31, 36, 26 ], [ 3573, 2068, 1505, 3573, 2068, 1505 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385673, 465811, -581660, -432072, -401820, -533705 ] ] }
{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1600948800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758863654393, "expiration_time": 1763555760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 174, "offset": 0, "poles": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 83, "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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