Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614806.4241 | 519704.3192 | 95102.105 | 803192.187 | 981228.1182 | -178035.9313 |
Total P&L (%) | 614.8064 | 519.7043 | 95.1021 | 803.1922 | 981.2281 | -178.0359 |
Avg Daily Profit (%) | 0.311 | 0.2629 | 0.0481 | 0.1114 | 0.1205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184989 | -150454 | -73926 | -2910013 | -2599643 | -1547965 |
Profit Factor | 2.0154 | 2.6804 | 1.3211 | 1.0955 | 1.2211 | 0.9551 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 43.5897 | 41.0256 | 46.1538 | 43.5897 | 41.0256 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.6082 | 3.8531 | 1.5412 | 1.4178 | 1.7553 | 1.1143 |
Largest Winning Trade | 198190 | 198190 | 59515 | 1185348 | 983172 | 1185348 |
Largest Losing Trade | -52736 | -52736 | -47849 | -1678660 | -1678660 | -936526 |
Avg Bars in Trades | 99 | 94 | 105 | 99 | 94 | 105 |
Avg Bars in Winners | 152 | 150 | 155 | 152 | 150 | 155 |
Avg Bars in Losers | 58 | 54 | 62 | 58 | 54 | 62 |
Bars Traded | 7771 | 3666 | 4105 | 7771 | 3666 | 4105 |
Profit Streak | 0 | 0 | 657.8815 | 0 | 0 | 657.8815 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28453 | 367896 | -127853 | -200573 | -34470 | -579628 |
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{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 109, "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": [ [ 614806.4241186932, 519704.3191533191, 95102.1049653739, 803192.1869523104, 981228.1182374374, -178035.9312851261 ], [ 614.806424, 519.704319, 95.102105, 803.192187, 981.228118, -178.035931 ], [ 0.311019, 0.262908, 0.04811, 0.111394, 0.120507, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -184989, -150454, -73926, -2910013, -2599643, -1547965 ], [ 2.015408, 2.680435, 1.321064, 1.095535, 1.221075, 0.955142 ], [ 78, 39, 39, 78, 39, 39 ], [ 34, 16, 18, 34, 16, 18 ], [ 44, 23, 21, 44, 23, 21 ], [ 43.589744, 41.025641, 46.153846, 43.589744, 41.025641, 46.153846 ], [ 2.608175, 3.853125, 1.541241, 1.417751, 1.755295, 1.114332 ], [ 198190, 198190, 59515, 1185348, 983172, 1185348 ], [ -52736, -52736, -47849, -1678660, -1678660, -936526 ], [ 99, 94, 105, 99, 94, 105 ], [ 152, 150, 155, 152, 150, 155 ], [ 58, 54, 62, 58, 54, 62 ], [ 7771, 3666, 4105, 7771, 3666, 4105 ], [ 0, 0, 657.881542, 0, 0, 657.881542 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -28453, 367896, -127853, -200573, -34470, -579628 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1547791200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758856165232, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 160, "offset": 0, "poles": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 109, "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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