Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115321.5302 | 37439.1231 | 77882.4071 | 114121.2762 | 39667.0712 | 74454.205 |
Total P&L (%) | 115.3215 | 37.4391 | 77.8824 | 114.1213 | 39.6671 | 74.4542 |
Avg Daily Profit (%) | 0.2214 | 0.0719 | 0.1495 | 0.1463 | 0.0642 | 0.1069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70164 | -46618 | -58617 | -82876 | -56489 | -67651 |
Profit Factor | 1.475 | 1.3254 | 1.6098 | 1.3753 | 1.2877 | 1.4479 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 67.2727 | 67.2727 | 67.2727 | 67.2727 | 67.2727 | 67.2727 |
Ratio Avg Win / Avg Loss | 0.7176 | 0.6448 | 0.7832 | 0.669 | 0.6264 | 0.7044 |
Largest Winning Trade | 24539 | 15018 | 24539 | 18468 | 15096 | 18468 |
Largest Losing Trade | -44962 | -23869 | -44962 | -51983 | -21920 | -51983 |
Avg Bars in Trades | 224 | 252 | 196 | 224 | 252 | 196 |
Avg Bars in Winners | 168 | 193 | 144 | 168 | 193 | 144 |
Avg Bars in Losers | 338 | 375 | 302 | 338 | 375 | 302 |
Bars Traded | 24692 | 13909 | 10783 | 24692 | 13909 | 10783 |
Profit Streak | 8.1863 | 8.1863 | 52.6238 | 8.1863 | 8.1863 | 52.6238 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389148 | -278550 | -169967 | 167191 | -288871 | -227757 |
{ "trading_pair": "ATOM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715095800000, "first_datapoint_time": 1715301000000, "last_datapoint_time": 1760094000000, "evaluation_time": 1760095699969, "expiration_time": 1766574000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 212, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 115, "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": [ [ 115321.5301612977, 37439.1230750246, 77882.4070862731, 114121.2761776089, 39667.0711959658, 74454.204981643 ], [ 115.32153, 37.439123, 77.882407, 114.121276, 39.667071, 74.454205 ], [ 0.221419, 0.071884, 0.149535, 0.146291, 0.064167, 0.106904 ], [ 10, 10, 10, 10, 10, 10 ], [ -70164, -46618, -58617, -82876, -56489, -67651 ], [ 1.475034, 1.325413, 1.609821, 1.37526, 1.287702, 1.447879 ], [ 110, 55, 55, 110, 55, 55 ], [ 74, 37, 37, 74, 37, 37 ], [ 36, 18, 18, 36, 18, 18 ], [ 67.272727, 67.272727, 67.272727, 67.272727, 67.272727, 67.272727 ], [ 0.717584, 0.644796, 0.783156, 0.669045, 0.626449, 0.704374 ], [ 24539, 15018, 24539, 18468, 15096, 18468 ], [ -44962, -23869, -44962, -51983, -21920, -51983 ], [ 224, 252, 196, 224, 252, 196 ], [ 168, 193, 144, 168, 193, 144 ], [ 338, 375, 302, 338, 375, 302 ], [ 24692, 13909, 10783, 24692, 13909, 10783 ], [ 8.186342, 8.186342, 52.623842, 8.186342, 8.186342, 52.623842 ], [ 3, 1, 6, 3, 1, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 389148, -278550, -169967, 167191, -288871, -227757 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715095800000, "first_datapoint_time": 1715301000000, "last_datapoint_time": 1760094000000, "evaluation_time": 1760095699969, "expiration_time": 1766574000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 212, "offset": 0, "poles": 2 } }, "second_band": { "type": "rma", "factors": { "length": 115, "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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