Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634386.1872 | 605408.8835 | 28977.3037 | 318126.033 | 610940.6849 | -292814.6519 |
Total P&L (%) | 634.3862 | 605.4089 | 28.9773 | 318.126 | 610.9407 | -292.8147 |
Avg Daily Profit (%) | 0.346 | 0.3302 | 0.0158 | 0.0781 | 0.107 | 0 |
Buy And Hold Return (%) | 173.5117 | 173.5117 | 173.5117 | 173.5117 | 173.5117 | 173.5117 |
Max Trade Drawdown | -225327 | -145562 | -55089 | -544902 | -114396 | -72467 |
Profit Factor | 2.3787 | 3.9738 | 1.1129 | 1.4379 | 4.9128 | 0.4866 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 45.5696 | 40 | 51.2821 | 45.5696 | 40 | 51.2821 |
Ratio Avg Win / Avg Loss | 2.8412 | 5.9607 | 1.0573 | 1.7175 | 7.3692 | 0.4623 |
Largest Winning Trade | 463479 | 463479 | 42372 | 463479 | 463479 | 78248 |
Largest Losing Trade | -73527 | -33916 | -73527 | -414310 | -30885 | -414310 |
Avg Bars in Trades | 134 | 159 | 108 | 134 | 159 | 108 |
Avg Bars in Winners | 202 | 296 | 127 | 202 | 296 | 127 |
Avg Bars in Losers | 77 | 67 | 89 | 77 | 67 | 89 |
Bars Traded | 10612 | 6373 | 4239 | 10612 | 6373 | 4239 |
Profit Streak | 0 | 0 | 140.8438 | 0 | 0 | 140.8438 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21712 | 347601 | -433038 | -127701 | -48468 | -580020 |
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{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 211, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 2.5867 } } }
{ "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": [ [ 634386.1871776637, 605408.8835173409, 28977.3036603228, 318126.0329698149, 610940.6848569117, -292814.6518870973 ], [ 634.386187, 605.408884, 28.977304, 318.126033, 610.940685, -292.814652 ], [ 0.345965, 0.330162, 0.015803, 0.07805, 0.107024, 0 ], [ 173.511735, 173.511735, 173.511735, 173.511735, 173.511735, 173.511735 ], [ -225327, -145562, -55089, -544902, -114396, -72467 ], [ 2.378698, 3.973784, 1.112949, 1.437874, 4.912789, 0.486636 ], [ 79, 40, 39, 79, 40, 39 ], [ 36, 16, 20, 36, 16, 20 ], [ 43, 24, 19, 43, 24, 19 ], [ 45.56962, 40, 51.282051, 45.56962, 40, 51.282051 ], [ 2.841223, 5.960677, 1.057301, 1.717461, 7.369184, 0.462304 ], [ 463479, 463479, 42372, 463479, 463479, 78248 ], [ -73527, -33916, -73527, -414310, -30885, -414310 ], [ 134, 159, 108, 134, 159, 108 ], [ 202, 296, 127, 202, 296, 127 ], [ 77, 67, 89, 77, 67, 89 ], [ 10612, 6373, 4239, 10612, 6373, 4239 ], [ 0, 0, 140.84375, 0, 0, 140.84375 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -21712, 347601, -433038, -127701, -48468, -580020 ] ] }
{ "trading_pair": "UNI_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11002, "evaluation_days": 1833.67, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1603339200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758932100041, "expiration_time": 1763468064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 61, "offset": 211, "poles": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 2.5867 } } }
# | 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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