Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308238.7089 | 146176.7051 | 162062.0038 | 7996.8415 | -87125.944 | 95122.7855 |
Total P&L (%) | 308.2387 | 146.1767 | 162.062 | 7.9968 | -87.1259 | 95.1228 |
Avg Daily Profit (%) | 0.1858 | 0.0881 | 0.0977 | 0.0046 | -0.1235 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139773 | -189965 | -60247 | -574541 | -680445 | -259615 |
Profit Factor | 1.4859 | 1.2828 | 2.3789 | 1.0043 | 0.9395 | 1.2304 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 52 | 20 | 32 | 52 | 20 | 32 |
Losing Trades | 44 | 28 | 16 | 44 | 28 | 16 |
Profitability (%) | 54.1667 | 41.6667 | 66.6667 | 54.1667 | 41.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2573 | 1.796 | 1.1895 | 0.8498 | 1.3153 | 0.6152 |
Largest Winning Trade | 178394 | 178394 | 34620 | 158878 | 158878 | 91099 |
Largest Losing Trade | -49527 | -49527 | -36386 | -300502 | -300502 | -210400 |
Avg Bars in Trades | 49 | 85 | 13 | 49 | 85 | 13 |
Avg Bars in Winners | 34 | 64 | 16 | 34 | 64 | 16 |
Avg Bars in Losers | 67 | 100 | 7 | 67 | 100 | 7 |
Bars Traded | 4767 | 4125 | 642 | 4767 | 4125 | 642 |
Profit Streak | 39.8418 | 0 | 252.1751 | 39.8418 | 0 | 252.1751 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362261 | -77409 | -55237 | -568506 | -582263 | -137165 |
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{ "first_band": { "type": "dcu", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 89, "offset": 0, "std": 4.0395 } } }
{ "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": [ [ 308238.7089306633, 146176.7051259393, 162062.0038047242, 7996.8415006916, -87125.9440270428, 95122.7855277345 ], [ 308.238709, 146.176705, 162.062004, 7.996842, -87.125944, 95.122786 ], [ 0.185761, 0.088094, 0.097667, 0.004636, -0.123465, 0.040293 ], [ 10, 10, 10, 10, 10, 10 ], [ -139773, -189965, -60247, -574541, -680445, -259615 ], [ 1.485897, 1.282827, 2.37892, 1.004315, 0.93952, 1.230416 ], [ 96, 48, 48, 96, 48, 48 ], [ 52, 20, 32, 52, 20, 32 ], [ 44, 28, 16, 44, 28, 16 ], [ 54.166667, 41.666667, 66.666667, 54.166667, 41.666667, 66.666667 ], [ 1.257298, 1.795957, 1.18946, 0.849805, 1.315328, 0.615208 ], [ 178394, 178394, 34620, 158878, 158878, 91099 ], [ -49527, -49527, -36386, -300502, -300502, -210400 ], [ 49, 85, 13, 49, 85, 13 ], [ 34, 64, 16, 34, 64, 16 ], [ 67, 100, 7, 67, 100, 7 ], [ 4767, 4125, 642, 4767, 4125, 642 ], [ 39.841794, 0, 252.175127, 39.841794, 0, 252.175127 ], [ 1, 0, 5, 1, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 362261, -77409, -55237, -568506, -582263, -137165 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4978, "evaluation_days": 1659.33, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618617600000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759119130974, "expiration_time": 1763404992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 89, "offset": 0, "std": 4.0395 } } }
# | 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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