Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903815.069 | 783316.4336 | 120498.6355 | 5438098.7982 | 2525052.3808 | 2913046.4174 |
Total P&L (%) | 903.8151 | 783.3164 | 120.4986 | 5438.0988 | 2525.0524 | 2913.0464 |
Avg Daily Profit (%) | 0.3612 | 0.313 | 0.0482 | 0.1605 | 0.1307 | 0.1362 |
Buy And Hold Return (%) | 332.974 | 332.974 | 332.974 | 332.974 | 332.974 | 332.974 |
Max Trade Drawdown | -72509 | -66053 | -52413 | -5886348 | -3602870 | -2806296 |
Profit Factor | 2.9454 | 4.4068 | 1.5135 | 1.3028 | 1.2293 | 1.4191 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 51.1364 | 43.1818 | 59.0909 | 51.1364 | 43.1818 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.8145 | 5.7985 | 1.0478 | 1.2449 | 1.6175 | 0.9824 |
Largest Winning Trade | 472180 | 472180 | 41523 | 2958581 | 2958581 | 1673673 |
Largest Losing Trade | -34261 | -34261 | -32953 | -1801077 | -1801077 | -1070295 |
Avg Bars in Trades | 55 | 55 | 55 | 55 | 55 | 55 |
Avg Bars in Winners | 76 | 89 | 67 | 76 | 89 | 67 |
Avg Bars in Losers | 33 | 29 | 37 | 33 | 29 | 37 |
Bars Traded | 4887 | 2450 | 2437 | 4887 | 2450 | 2437 |
Profit Streak | 0 | 0 | 87.4587 | 0 | 0 | 87.4587 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434055 | 332336 | -290796 | 294605 | -20003 | -9476 |
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{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 45, "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": [ [ 903815.0690430432, 783316.4335581675, 120498.6354848755, 5438098.798219055, 2525052.380770418, 2913046.417448637 ], [ 903.815069, 783.316434, 120.498635, 5438.098798, 2525.052381, 2913.046417 ], [ 0.361165, 0.313014, 0.048151, 0.160538, 0.130662, 0.136178 ], [ 332.974013, 332.974013, 332.974013, 332.974013, 332.974013, 332.974013 ], [ -72509, -66053, -52413, -5886348, -3602870, -2806296 ], [ 2.945364, 4.406849, 1.513469, 1.302766, 1.229337, 1.419074 ], [ 88, 44, 44, 88, 44, 44 ], [ 45, 19, 26, 45, 19, 26 ], [ 43, 25, 18, 43, 25, 18 ], [ 51.136364, 43.181818, 59.090909, 51.136364, 43.181818, 59.090909 ], [ 2.814459, 5.798486, 1.047786, 1.244865, 1.617548, 0.982436 ], [ 472180, 472180, 41523, 2958581, 2958581, 1673673 ], [ -34261, -34261, -32953, -1801077, -1801077, -1070295 ], [ 55, 55, 55, 55, 55, 55 ], [ 76, 89, 67, 76, 89, 67 ], [ 33, 29, 37, 33, 29, 37 ], [ 4887, 2450, 2437, 4887, 2450, 2437 ], [ 0, 0, 87.458742, 0, 0, 87.458742 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 434055, 332336, -290796, 294605, -20003, -9476 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 2502.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1545393600000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759705235309, "expiration_time": 1766152080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 45, "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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