Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607124.9123 | 425710.1322 | 181414.7801 | 1357868.2606 | 695123.2546 | 662745.006 |
Total P&L (%) | 607.1249 | 425.7101 | 181.4148 | 1357.8683 | 695.1233 | 662.745 |
Avg Daily Profit (%) | 0.3191 | 0.2238 | 0.0954 | 0.141 | 0.109 | 0.1069 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105492 | -147618 | -62472 | -3093317 | -3852320 | -1674311 |
Profit Factor | 1.9571 | 2.2559 | 1.6142 | 1.116 | 1.1045 | 1.1313 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 46.5116 | 44.186 | 48.8372 | 46.5116 | 44.186 | 48.8372 |
Ratio Avg Win / Avg Loss | 2.2507 | 2.8496 | 1.6911 | 1.2834 | 1.3951 | 1.1852 |
Largest Winning Trade | 168182 | 168182 | 53330 | 1823899 | 1823899 | 1130622 |
Largest Losing Trade | -49991 | -33437 | -49991 | -1442364 | -821922 | -1442364 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 97 | 93 | 101 | 97 | 93 | 101 |
Avg Bars in Losers | 37 | 35 | 38 | 37 | 35 | 38 |
Bars Traded | 5616 | 2635 | 2981 | 5616 | 2635 | 2981 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419283 | 356701 | -62998 | -98467 | -154829 | -126413 |
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{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 16, "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": [ [ 607124.9122976598, 425710.1322261821, 181414.7800714776, 1357868.260580163, 695123.2546218974, 662745.0059582654 ], [ 607.124912, 425.710132, 181.41478, 1357.868261, 695.123255, 662.745006 ], [ 0.319148, 0.223784, 0.095365, 0.140956, 0.109048, 0.10686 ], [ 10, 10, 10, 10, 10, 10 ], [ -105492, -147618, -62472, -3093317, -3852320, -1674311 ], [ 1.957125, 2.255916, 1.614221, 1.116032, 1.104455, 1.131295 ], [ 86, 43, 43, 86, 43, 43 ], [ 40, 19, 21, 40, 19, 21 ], [ 46, 24, 22, 46, 24, 22 ], [ 46.511628, 44.186047, 48.837209, 46.511628, 44.186047, 48.837209 ], [ 2.250693, 2.849578, 1.691088, 1.283437, 1.395101, 1.185166 ], [ 168182, 168182, 53330, 1823899, 1823899, 1130622 ], [ -49991, -33437, -49991, -1442364, -821922, -1442364 ], [ 65, 61, 69, 65, 61, 69 ], [ 97, 93, 101, 97, 93, 101 ], [ 37, 35, 38, 37, 35, 38 ], [ 5616, 2635, 2981, 5616, 2635, 2981 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 419283, 356701, -62998, -98467, -154829, -126413 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1554681600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759740336266, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 106, "offset": 0, "poles": 3 } }, "second_band": { "type": "rma", "factors": { "length": 16, "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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