Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358756.4768 | 357134.6135 | 1621.8633 | -160722.8835 | 651721.7523 | -812444.6359 |
Total P&L (%) | 358.7565 | 357.1346 | 1.6219 | -160.7229 | 651.7218 | -812.4446 |
Avg Daily Profit (%) | 0.1525 | 0.1518 | 0.0007 | 0 | 0.0858 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -179031 | -120532 | -124566 | -1449639 | -408814 | -1246123 |
Profit Factor | 1.2908 | 1.5 | 1.0031 | 0.961 | 1.31 | 0.5966 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 195 | 95 | 100 | 147 | 76 | 71 |
Losing Trades | 116 | 60 | 56 | 164 | 79 | 85 |
Profitability (%) | 62.701 | 61.2903 | 64.1026 | 47.2669 | 49.0323 | 45.5128 |
Ratio Avg Win / Avg Loss | 0.7678 | 0.9474 | 0.5617 | 1.0721 | 1.3618 | 0.7143 |
Largest Winning Trade | 48884 | 48884 | 20485 | 276757 | 276757 | 158132 |
Largest Losing Trade | -120586 | -72453 | -120586 | -847516 | -143530 | -847516 |
Avg Bars in Trades | 22 | 35 | 9 | 22 | 35 | 9 |
Avg Bars in Winners | 13 | 19 | 7 | 29 | 46 | 10 |
Avg Bars in Losers | 38 | 61 | 13 | 16 | 24 | 8 |
Bars Traded | 6991 | 5487 | 1504 | 6991 | 5487 | 1504 |
Profit Streak | 2.4012 | 0 | 25.7346 | 0 | 26.4012 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 267096 | 308490 | -573037 | -578270 | -76960 | -581983 |
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7057, "evaluation_days": 2352.33, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557504000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759743465174, "expiration_time": 1765806048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 1.94769 } } }
{ "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": [ [ 358756.4767749114, 357134.6135070904, 1621.8632678212, -160722.8835391374, 651721.7523419511, -812444.6358810881 ], [ 358.756477, 357.134614, 1.621863, -160.722884, 651.721752, -812.444636 ], [ 0.152511, 0.151822, 0.000689, 0, 0.08579, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -179031, -120532, -124566, -1449639, -408814, -1246123 ], [ 1.290764, 1.500042, 1.003121, 0.960952, 1.310045, 0.596613 ], [ 311, 155, 156, 311, 155, 156 ], [ 195, 95, 100, 147, 76, 71 ], [ 116, 60, 56, 164, 79, 85 ], [ 62.700965, 61.290323, 64.102564, 47.266881, 49.032258, 45.512821 ], [ 0.767839, 0.947395, 0.561748, 1.072083, 1.361758, 0.714256 ], [ 48884, 48884, 20485, 276757, 276757, 158132 ], [ -120586, -72453, -120586, -847516, -143530, -847516 ], [ 22, 35, 9, 22, 35, 9 ], [ 13, 19, 7, 29, 46, 10 ], [ 38, 61, 13, 16, 24, 8 ], [ 6991, 5487, 1504, 6991, 5487, 1504 ], [ 2.401217, 0, 25.73455, 0, 26.401217, 0 ], [ 1, 0, 2, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 267096, 308490, -573037, -578270, -76960, -581983 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7057, "evaluation_days": 2352.33, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557504000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759743465174, "expiration_time": 1765806048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 172, "offset": 0, "std": 1.94769 } } }
# | 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) |
---|