Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349305.1819 | 200985.1213 | 148320.0606 | 137.9192 | -81350.8303 | 81488.7494 |
Total P&L (%) | 349.3052 | 200.9851 | 148.3201 | 0.1379 | -81.3508 | 81.4887 |
Avg Daily Profit (%) | 0.1833 | 0.1054 | 0.0778 | 0.0001 | -0.0881 | 0.0313 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154156 | -142663 | -102913 | -225523 | -176449 | -74254 |
Profit Factor | 1.3884 | 1.383 | 1.396 | 1.0002 | 0.8199 | 1.2978 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 52.3179 | 48 | 56.5789 | 52.3179 | 48 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.2654 | 1.4983 | 1.0713 | 0.9116 | 0.8882 | 0.996 |
Largest Winning Trade | 93804 | 93804 | 57041 | 64132 | 64132 | 51418 |
Largest Losing Trade | -71831 | -71831 | -58861 | -75870 | -75870 | -41096 |
Avg Bars in Trades | 49 | 63 | 35 | 49 | 63 | 35 |
Avg Bars in Winners | 53 | 64 | 44 | 53 | 64 | 44 |
Avg Bars in Losers | 44 | 63 | 23 | 44 | 63 | 23 |
Bars Traded | 7464 | 4779 | 2685 | 7464 | 4779 | 2685 |
Profit Streak | 14.3581 | 0 | 45.6081 | 14.3581 | 0 | 45.6081 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352322 | -109352 | -135719 | -578788 | -638513 | -200041 |
{ "trading_pair": "SXP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7624, "evaluation_days": 1906, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1597449600000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759912544102, "expiration_time": 1764843552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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": [ [ 349305.1818680983, 200985.1212798112, 148320.0605882873, 137.9191556301, -81350.830291254, 81488.7494468839 ], [ 349.305182, 200.985121, 148.320061, 0.137919, -81.35083, 81.488749 ], [ 0.183266, 0.105449, 0.077817, 7.2e-5, -0.088071, 0.031276 ], [ 10, 10, 10, 10, 10, 10 ], [ -154156, -142663, -102913, -225523, -176449, -74254 ], [ 1.388413, 1.383, 1.395998, 1.00019, 0.819857, 1.297759 ], [ 151, 75, 76, 151, 75, 76 ], [ 79, 36, 43, 79, 36, 43 ], [ 72, 39, 33, 72, 39, 33 ], [ 52.317881, 48, 56.578947, 52.317881, 48, 56.578947 ], [ 1.265389, 1.49825, 1.071347, 0.911566, 0.888179, 0.995955 ], [ 93804, 93804, 57041, 64132, 64132, 51418 ], [ -71831, -71831, -58861, -75870, -75870, -41096 ], [ 49, 63, 35, 49, 63, 35 ], [ 53, 64, 44, 53, 64, 44 ], [ 44, 63, 23, 44, 63, 23 ], [ 7464, 4779, 2685, 7464, 4779, 2685 ], [ 14.358149, 0, 45.608149, 14.358149, 0, 45.608149 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 352322, -109352, -135719, -578788, -638513, -200041 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7624, "evaluation_days": 1906, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1597449600000, "last_datapoint_time": 1759903200000, "evaluation_time": 1759912544102, "expiration_time": 1764843552000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 100, "offset": 0, "poles": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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) |
---|