Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 393537.0896 | 379159.5903 | 14377.4993 | -39081.1611 | 229043.7831 | -268124.9443 |
Total P&L (%) | 393.5371 | 379.1596 | 14.3775 | -39.0812 | 229.0438 | -268.1249 |
Avg Daily Profit (%) | 0.1721 | 0.1658 | 0.0063 | -0.0217 | 0.0521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197909 | -152414 | -157868 | -634681 | -397161 | -348325 |
Profit Factor | 1.3808 | 1.6806 | 1.0302 | 0.9733 | 1.2762 | 0.5772 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Losing Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Profitability (%) | 46.1078 | 51.1905 | 40.9639 | 46.1078 | 51.1905 | 40.9639 |
Ratio Avg Win / Avg Loss | 1.6139 | 1.6024 | 1.4847 | 1.1376 | 1.2168 | 0.8319 |
Largest Winning Trade | 277840 | 277840 | 62975 | 491140 | 491140 | 50701 |
Largest Losing Trade | -40115 | -40115 | -33120 | -251725 | -251725 | -125504 |
Avg Bars in Trades | 78 | 62 | 94 | 78 | 62 | 94 |
Avg Bars in Winners | 91 | 55 | 136 | 91 | 55 | 136 |
Avg Bars in Losers | 67 | 69 | 65 | 67 | 69 | 65 |
Bars Traded | 13091 | 5223 | 7868 | 13091 | 5223 | 7868 |
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 | 303574 | 372164 | -405187 | -579750 | -123567 | -584624 |
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13718, "evaluation_days": 2286.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563897600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758987500622, "expiration_time": 1764641376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 174, "offset": 0, "std": 2.39567 } } }
{ "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": [ [ 393537.0895845529, 379159.5902995777, 14377.4992849753, -39081.1611325009, 229043.7831175838, -268124.9442500847 ], [ 393.53709, 379.15959, 14.377499, -39.081161, 229.043783, -268.124944 ], [ 0.172126, 0.165838, 0.006288, -0.021676, 0.052107, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -197909, -152414, -157868, -634681, -397161, -348325 ], [ 1.380777, 1.680598, 1.030179, 0.973297, 1.276158, 0.577205 ], [ 167, 84, 83, 167, 84, 83 ], [ 77, 43, 34, 77, 43, 34 ], [ 90, 41, 49, 90, 41, 49 ], [ 46.107784, 51.190476, 40.963855, 46.107784, 51.190476, 40.963855 ], [ 1.613895, 1.602431, 1.484669, 1.13762, 1.216802, 0.831854 ], [ 277840, 277840, 62975, 491140, 491140, 50701 ], [ -40115, -40115, -33120, -251725, -251725, -125504 ], [ 78, 62, 94, 78, 62, 94 ], [ 91, 55, 136, 91, 55, 136 ], [ 67, 69, 65, 67, 69, 65 ], [ 13091, 5223, 7868, 13091, 5223, 7868 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303574, 372164, -405187, -579750, -123567, -584624 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13718, "evaluation_days": 2286.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563897600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758987500622, "expiration_time": 1764641376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 174, "offset": 0, "std": 2.39567 } } }
# | 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) |
---|