Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 403394.582 | 360310.3575 | 43084.2244 | 179825.2442 | 85705.0744 | 94120.1698 |
Total P&L (%) | 403.3946 | 360.3104 | 43.0842 | 179.8252 | 85.7051 | 94.1202 |
Avg Daily Profit (%) | 0.1724 | 0.1539 | 0.0184 | 0.044 | 0.0265 | 0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94697 | -70672 | -132086 | -418165 | -388201 | -264288 |
Profit Factor | 1.6976 | 2.283 | 1.1449 | 1.0986 | 1.0897 | 1.1082 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 47.7778 | 46.6667 | 48.8889 | 47.7778 | 46.6667 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.8556 | 2.6091 | 1.1969 | 1.2007 | 1.2454 | 1.1586 |
Largest Winning Trade | 206009 | 206009 | 62616 | 226667 | 226667 | 160584 |
Largest Losing Trade | -40583 | -40583 | -34258 | -205854 | -205854 | -115401 |
Avg Bars in Trades | 100 | 93 | 108 | 100 | 93 | 108 |
Avg Bars in Winners | 152 | 138 | 165 | 152 | 138 | 165 |
Avg Bars in Losers | 53 | 53 | 53 | 53 | 53 | 53 |
Bars Traded | 9064 | 4185 | 4879 | 9064 | 4185 | 4879 |
Profit Streak | 0 | 0 | 140.8737 | 0 | 0 | 140.8737 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359190 | 372365 | -230780 | -246920 | -280582 | -255900 |
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9362, "evaluation_days": 2340.5, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1560643200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759028288885, "expiration_time": 1764781776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 66, "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": [ [ 403394.5819600153, 360310.3575113279, 43084.2244486877, 179825.2442092682, 85705.0744494085, 94120.1697598597 ], [ 403.394582, 360.310358, 43.084224, 179.825244, 85.705074, 94.12017 ], [ 0.172354, 0.153946, 0.018408, 0.043974, 0.02645, 0.028344 ], [ 10, 10, 10, 10, 10, 10 ], [ -94697, -70672, -132086, -418165, -388201, -264288 ], [ 1.697643, 2.282989, 1.144875, 1.09855, 1.089741, 1.108224 ], [ 90, 45, 45, 90, 45, 45 ], [ 43, 21, 22, 43, 21, 22 ], [ 47, 24, 23, 47, 24, 23 ], [ 47.777778, 46.666667, 48.888889, 47.777778, 46.666667, 48.888889 ], [ 1.855564, 2.60913, 1.196915, 1.200741, 1.245418, 1.158597 ], [ 206009, 206009, 62616, 226667, 226667, 160584 ], [ -40583, -40583, -34258, -205854, -205854, -115401 ], [ 100, 93, 108, 100, 93, 108 ], [ 152, 138, 165, 152, 138, 165 ], [ 53, 53, 53, 53, 53, 53 ], [ 9064, 4185, 4879, 9064, 4185, 4879 ], [ 0, 0, 140.873714, 0, 0, 140.873714 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 359190, 372365, -230780, -246920, -280582, -255900 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9362, "evaluation_days": 2340.5, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1560643200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759028288885, "expiration_time": 1764781776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 66, "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) |
---|