Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285244.0717 | 7936.449 | 277307.6227 | 203078.0414 | 32258.5327 | 170819.5086 |
Total P&L (%) | 285.2441 | 7.9364 | 277.3076 | 203.078 | 32.2585 | 170.8195 |
Avg Daily Profit (%) | 0.1855 | 0.0052 | 0.1803 | 0.0721 | 0.0182 | 0.0648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153952 | -19065 | -144269 | -936036 | -111247 | -890378 |
Profit Factor | 1.7755 | 1.0936 | 1.9799 | 1.1099 | 1.0994 | 1.1122 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 58.4071 | 50.8772 | 66.0714 | 58.4071 | 50.8772 | 66.0714 |
Ratio Avg Win / Avg Loss | 1.2644 | 1.0559 | 1.0167 | 0.7904 | 1.0615 | 0.5711 |
Largest Winning Trade | 51358 | 17515 | 51358 | 198159 | 112721 | 198159 |
Largest Losing Trade | -65426 | -14139 | -65426 | -530943 | -37744 | -530943 |
Avg Bars in Trades | 149 | 7 | 293 | 149 | 7 | 293 |
Avg Bars in Winners | 171 | 6 | 301 | 171 | 6 | 301 |
Avg Bars in Losers | 117 | 7 | 280 | 117 | 7 | 280 |
Bars Traded | 16875 | 415 | 16460 | 16875 | 415 | 16460 |
Profit Streak | 128.0688 | 128.0688 | 155.4855 | 128.0688 | 128.0688 | 155.4855 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435673 | -648375 | -166904 | -195582 | -461793 | -382231 |
{ "trading_pair": "C98_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18455, "evaluation_days": 1537.92, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1627308000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930746802, "expiration_time": 1764708336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 152, "offset": 118, "std": 4.52439 } }, "second_band": { "type": "rma", "factors": { "length": 38, "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": [ [ 285244.0717481417, 7936.4490418271, 277307.6227063147, 203078.041385544, 32258.5327375495, 170819.5086479943 ], [ 285.244072, 7.936449, 277.307623, 203.078041, 32.258533, 170.819509 ], [ 0.185474, 0.005161, 0.180313, 0.072125, 0.018181, 0.064802 ], [ 10, 10, 10, 10, 10, 10 ], [ -153952, -19065, -144269, -936036, -111247, -890378 ], [ 1.775533, 1.093592, 1.979868, 1.109911, 1.099369, 1.112158 ], [ 113, 57, 56, 113, 57, 56 ], [ 66, 29, 37, 66, 29, 37 ], [ 47, 28, 19, 47, 28, 19 ], [ 58.40708, 50.877193, 66.071429, 58.40708, 50.877193, 66.071429 ], [ 1.264395, 1.055882, 1.016689, 0.790391, 1.06146, 0.571108 ], [ 51358, 17515, 51358, 198159, 112721, 198159 ], [ -65426, -14139, -65426, -530943, -37744, -530943 ], [ 149, 7, 293, 149, 7, 293 ], [ 171, 6, 301, 171, 6, 301 ], [ 117, 7, 280, 117, 7, 280 ], [ 16875, 415, 16460, 16875, 415, 16460 ], [ 128.068829, 128.068829, 155.485495, 128.068829, 128.068829, 155.485495 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 435673, -648375, -166904, -195582, -461793, -382231 ] ] }
{ "trading_pair": "C98_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18455, "evaluation_days": 1537.92, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1627308000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759930746802, "expiration_time": 1764708336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 152, "offset": 118, "std": 4.52439 } }, "second_band": { "type": "rma", "factors": { "length": 38, "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) |
---|