Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464881.5836 | 407726.0046 | 57155.5791 | -4482.1745 | -16969.5057 | 12487.3312 |
Total P&L (%) | 464.8816 | 407.726 | 57.1556 | -4.4822 | -16.9695 | 12.4873 |
Avg Daily Profit (%) | 0.2029 | 0.178 | 0.0249 | -0.002 | -0.0081 | 0.0051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178522 | -152503 | -36923 | -1275817 | -1086319 | -270014 |
Profit Factor | 1.8081 | 1.7938 | 1.927 | 0.9981 | 0.9915 | 1.0381 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 61.4458 | 60.9756 | 61.9048 | 61.4458 | 60.9756 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.1345 | 1.148 | 1.1858 | 0.6262 | 0.6346 | 0.6389 |
Largest Winning Trade | 127155 | 127155 | 12688 | 551041 | 551041 | 124904 |
Largest Losing Trade | -80037 | -80037 | -10559 | -807015 | -807015 | -140853 |
Avg Bars in Trades | 53 | 107 | 1 | 53 | 107 | 1 |
Avg Bars in Winners | 19 | 37 | 1 | 19 | 37 | 1 |
Avg Bars in Losers | 109 | 216 | 1 | 109 | 216 | 1 |
Bars Traded | 4469 | 4410 | 58 | 4469 | 4410 | 58 |
Profit Streak | 15.4005 | 0 | 75.9005 | 15.4005 | 0 | 75.9005 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397133 | 402568 | -155428 | -579711 | -579319 | -452165 |
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4582, "evaluation_days": 2291, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1562241600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759095402341, "expiration_time": 1764999072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 0, "std": 2.51851 } } }
{ "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": [ [ 464881.583627229, 407726.0045524558, 57155.579074773, -4482.1745068951, -16969.5057030359, 12487.3311961409 ], [ 464.881584, 407.726005, 57.155579, -4.482175, -16.969506, 12.487331 ], [ 0.202916, 0.177969, 0.024948, -0.002002, -0.008117, 0.005136 ], [ 10, 10, 10, 10, 10, 10 ], [ -178522, -152503, -36923, -1275817, -1086319, -270014 ], [ 1.808066, 1.793792, 1.926982, 0.998075, 0.99152, 1.038144 ], [ 83, 41, 42, 83, 41, 42 ], [ 51, 25, 26, 51, 25, 26 ], [ 32, 16, 16, 32, 16, 16 ], [ 61.445783, 60.97561, 61.904762, 61.445783, 60.97561, 61.904762 ], [ 1.134473, 1.148027, 1.185835, 0.626243, 0.634573, 0.638858 ], [ 127155, 127155, 12688, 551041, 551041, 124904 ], [ -80037, -80037, -10559, -807015, -807015, -140853 ], [ 53, 107, 1, 53, 107, 1 ], [ 19, 37, 1, 19, 37, 1 ], [ 109, 216, 1, 109, 216, 1 ], [ 4469, 4410, 58, 4469, 4410, 58 ], [ 15.40049, 0, 75.90049, 15.40049, 0, 75.90049 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397133, 402568, -155428, -579711, -579319, -452165 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4582, "evaluation_days": 2291, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1562241600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759095402341, "expiration_time": 1764999072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 191, "offset": 0, "std": 2.51851 } } }
# | 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) |
---|