Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745070.5204 | 424018.0616 | 321052.4588 | 6716060.239 | 635895.5374 | 6080164.7016 |
Total P&L (%) | 745.0705 | 424.0181 | 321.0525 | 6716.0602 | 635.8955 | 6080.1647 |
Avg Daily Profit (%) | 0.41 | 0.2333 | 0.1767 | 0.2326 | 0.1099 | 0.2272 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65930 | -87150 | -40676 | -4082984 | -4773076 | -1773305 |
Profit Factor | 2.2359 | 2.1573 | 2.3578 | 1.3007 | 1.0471 | 1.6876 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 64 | 21 | 43 | 64 | 21 | 43 |
Losing Trades | 85 | 53 | 32 | 85 | 53 | 32 |
Profitability (%) | 42.953 | 28.3784 | 57.3333 | 42.953 | 28.3784 | 57.3333 |
Ratio Avg Win / Avg Loss | 2.9696 | 5.4446 | 1.7547 | 1.7275 | 2.6427 | 1.2559 |
Largest Winning Trade | 238370 | 238370 | 56769 | 3316652 | 3316652 | 2237477 |
Largest Losing Trade | -31233 | -31233 | -23034 | -1733943 | -1501188 | -1733943 |
Avg Bars in Trades | 36 | 36 | 36 | 36 | 36 | 36 |
Avg Bars in Winners | 52 | 63 | 46 | 52 | 63 | 46 |
Avg Bars in Losers | 24 | 25 | 22 | 24 | 25 | 22 |
Bars Traded | 5389 | 2664 | 2725 | 5389 | 2664 | 2725 |
Profit Streak | 49.3415 | 49.3415 | 150.6749 | 49.3415 | 49.3415 | 150.6749 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473707 | -66809 | -42404 | 309089 | -292271 | -43960 |
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5452, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759795909007, "expiration_time": 1764476928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 745070.5203999034, 424018.0616210593, 321052.458778844, 6716060.23903723, 635895.5374041388, 6080164.70163309 ], [ 745.07052, 424.018062, 321.052459, 6716.060239, 635.895537, 6080.164702 ], [ 0.409981, 0.233319, 0.176662, 0.232582, 0.109887, 0.22718 ], [ 10, 10, 10, 10, 10, 10 ], [ -65930, -87150, -40676, -4082984, -4773076, -1773305 ], [ 2.235949, 2.157288, 2.357842, 1.300671, 1.047125, 1.687553 ], [ 149, 74, 75, 149, 74, 75 ], [ 64, 21, 43, 64, 21, 43 ], [ 85, 53, 32, 85, 53, 32 ], [ 42.95302, 28.378378, 57.333333, 42.95302, 28.378378, 57.333333 ], [ 2.96962, 5.444584, 1.754673, 1.727454, 2.642745, 1.255853 ], [ 238370, 238370, 56769, 3316652, 3316652, 2237477 ], [ -31233, -31233, -23034, -1733943, -1501188, -1733943 ], [ 36, 36, 36, 36, 36, 36 ], [ 52, 63, 46, 52, 63, 46 ], [ 24, 25, 22, 24, 25, 22 ], [ 5389, 2664, 2725, 5389, 2664, 2725 ], [ 49.341539, 49.341539, 150.674873, 49.341539, 49.341539, 150.674873 ], [ 3, 1, 5, 3, 1, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 473707, -66809, -42404, 309089, -292271, -43960 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5452, "evaluation_days": 1817.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603584000000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759795909007, "expiration_time": 1764476928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 81, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 29, "offset": 0, "scalar": 4 } } }
# | 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) |
---|