Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474994.3619 | 555669.9349 | -80675.573 | -21547.8449 | 92014.2058 | -113562.0507 |
Total P&L (%) | 474.9944 | 555.6699 | -80.6756 | -21.5478 | 92.0142 | -113.5621 |
Avg Daily Profit (%) | 0.2605 | 0.3048 | -0.0442 | -0.0133 | 0.0358 | 0 |
Buy And Hold Return (%) | 211.8937 | 211.8937 | 211.8937 | 211.8937 | 211.8937 | 211.8937 |
Max Trade Drawdown | -147463 | -95024 | -127532 | -137979 | -94084 | -105622 |
Profit Factor | 1.6741 | 2.6533 | 0.7811 | 0.9633 | 1.342 | 0.6433 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 52.1739 | 54.2857 | 50 | 52.1739 | 54.2857 | 50 |
Ratio Avg Win / Avg Loss | 1.5346 | 2.2344 | 0.7811 | 0.883 | 1.1301 | 0.6433 |
Largest Winning Trade | 327801 | 327801 | 63988 | 52169 | 52169 | 47692 |
Largest Losing Trade | -59731 | -51515 | -59731 | -90876 | -52978 | -90876 |
Avg Bars in Trades | 104 | 119 | 88 | 104 | 119 | 88 |
Avg Bars in Winners | 113 | 128 | 96 | 113 | 128 | 96 |
Avg Bars in Losers | 94 | 109 | 80 | 94 | 109 | 80 |
Bars Traded | 7209 | 4191 | 3018 | 7209 | 4191 | 3018 |
Profit Streak | 24.3152 | 132.8152 | 0 | 24.3152 | 132.8152 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99141 | 433912 | -580795 | -685951 | -309018 | -580795 |
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{ "first_band": { "type": "ssf", "factors": { "length": 234, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 43, "offset": 0, "a": 0.16611 } } }
{ "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": [ [ 474994.3618848488, 555669.9349269923, -80675.5730421432, -21547.8449168835, 92014.2057838939, -113562.0507007774 ], [ 474.994362, 555.669935, -80.675573, -21.547845, 92.014206, -113.562051 ], [ 0.260521, 0.304769, -0.044248, -0.013309, 0.035789, 0 ], [ 211.893688, 211.893688, 211.893688, 211.893688, 211.893688, 211.893688 ], [ -147463, -95024, -127532, -137979, -94084, -105622 ], [ 1.674131, 2.65331, 0.781074, 0.963313, 1.342046, 0.643252 ], [ 69, 35, 34, 69, 35, 34 ], [ 36, 19, 17, 36, 19, 17 ], [ 33, 16, 17, 33, 16, 17 ], [ 52.173913, 54.285714, 50, 52.173913, 54.285714, 50 ], [ 1.53462, 2.234366, 0.781074, 0.883037, 1.130144, 0.643252 ], [ 327801, 327801, 63988, 52169, 52169, 47692 ], [ -59731, -51515, -59731, -90876, -52978, -90876 ], [ 104, 119, 88, 104, 119, 88 ], [ 113, 128, 96, 113, 128, 96 ], [ 94, 109, 80, 94, 109, 80 ], [ 7209, 4191, 3018, 7209, 4191, 3018 ], [ 24.315233, 132.815233, 0, 24.315233, 132.815233, 0 ], [ 1, 2, 0, 1, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -99141, 433912, -580795, -685951, -309018, -580795 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7293, "evaluation_days": 1823.25, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1603540800000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760146436141, "expiration_time": 1764866664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 234, "offset": 0, "poles": 2 } }, "second_band": { "type": "t3", "factors": { "length": 43, "offset": 0, "a": 0.16611 } } }
# | 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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