Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371038.8245 | 215001.0793 | 156037.7452 | -36199.1527 | -3262922.6871 | 3226723.5344 |
Total P&L (%) | 371.0388 | 215.0011 | 156.0377 | -36.1992 | -3262.9227 | 3226.7235 |
Avg Daily Profit (%) | 0.2243 | 0.1299 | 0.0943 | -0.0272 | 0 | 0.212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306696 | -223224 | -152162 | -9124012 | -7498241 | -1784887 |
Profit Factor | 1.3447 | 1.3427 | 1.3474 | 0.9979 | 0.7107 | 1.5778 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 48.6772 | 44.6809 | 52.6316 | 48.6772 | 44.6809 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.4178 | 1.6624 | 1.2127 | 1.0521 | 0.88 | 1.42 |
Largest Winning Trade | 189782 | 189782 | 57690 | 2192554 | 2182335 | 2192554 |
Largest Losing Trade | -58634 | -58634 | -52038 | -3097628 | -3097628 | -853017 |
Avg Bars in Trades | 34 | 41 | 27 | 34 | 41 | 27 |
Avg Bars in Winners | 37 | 42 | 32 | 37 | 42 | 32 |
Avg Bars in Losers | 31 | 40 | 21 | 31 | 40 | 21 |
Bars Traded | 6526 | 3909 | 2617 | 6526 | 3909 | 2617 |
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 | 311782 | -20456 | -66366 | -578636 | -583149 | 368650 |
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{ "first_band": { "type": "bbm", "factors": { "length": 198, "offset": 0, "std": 2.22339 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "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": [ [ 371038.8245489823, 215001.0793407258, 156037.745208256, -36199.1527356049, -3262922.6871297928, 3226723.534394189 ], [ 371.038825, 215.001079, 156.037745, -36.199153, -3262.922687, 3226.723534 ], [ 0.22426, 0.129949, 0.094311, -0.027159, 0, 0.212045 ], [ 10, 10, 10, 10, 10, 10 ], [ -306696, -223224, -152162, -9124012, -7498241, -1784887 ], [ 1.344692, 1.342727, 1.347437, 0.997854, 0.710738, 1.577765 ], [ 189, 94, 95, 189, 94, 95 ], [ 92, 42, 50, 92, 42, 50 ], [ 97, 52, 45, 97, 52, 45 ], [ 48.677249, 44.680851, 52.631579, 48.677249, 44.680851, 52.631579 ], [ 1.417773, 1.662424, 1.212694, 1.052085, 0.879962, 1.419988 ], [ 189782, 189782, 57690, 2192554, 2182335, 2192554 ], [ -58634, -58634, -52038, -3097628, -3097628, -853017 ], [ 34, 41, 27, 34, 41, 27 ], [ 37, 42, 32, 37, 42, 32 ], [ 31, 40, 21, 31, 40, 21 ], [ 6526, 3909, 2617, 6526, 3909, 2617 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311782, -20456, -66366, -578636, -583149, 368650 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6618, "evaluation_days": 1654.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1617321600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758971313466, "expiration_time": 1763003664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 198, "offset": 0, "std": 2.22339 } }, "second_band": { "type": "midpoint", "factors": { "length": 72, "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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