Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335316.6099 | 47793.5498 | 287523.06 | 264402.66 | 193652.2295 | 70750.4305 |
Total P&L (%) | 335.3166 | 47.7936 | 287.5231 | 264.4027 | 193.6522 | 70.7504 |
Avg Daily Profit (%) | 0.22 | 0.0314 | 0.1886 | 0.0849 | 0.0707 | 0.0351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129506 | -38938 | -129821 | -1518442 | -472870 | -1554062 |
Profit Factor | 1.7726 | 1.3439 | 1.9746 | 1.0776 | 1.2479 | 1.027 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 57.3034 | 48.8889 | 65.9091 | 57.3034 | 48.8889 | 65.9091 |
Ratio Avg Win / Avg Loss | 1.3208 | 1.405 | 1.0213 | 0.8029 | 1.3046 | 0.5312 |
Largest Winning Trade | 55341 | 43843 | 55341 | 263534 | 237272 | 263534 |
Largest Losing Trade | -70980 | -18341 | -70980 | -984495 | -252596 | -984495 |
Avg Bars in Trades | 32 | 9 | 55 | 32 | 9 | 55 |
Avg Bars in Winners | 33 | 10 | 50 | 33 | 10 | 50 |
Avg Bars in Losers | 31 | 8 | 66 | 31 | 8 | 66 |
Bars Traded | 2878 | 424 | 2454 | 2878 | 424 | 2454 |
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 | 404142 | -152272 | 442239 | -215283 | -98881 | -336426 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629720000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928196009, "expiration_time": 1762666704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 63, "offset": 0, "std": 1.19106 } } }
{ "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": [ [ 335316.6098769085, 47793.5498399333, 287523.0600369753, 264402.6599666298, 193652.2295017364, 70750.4304648936 ], [ 335.31661, 47.79355, 287.52306, 264.40266, 193.65223, 70.75043 ], [ 0.219952, 0.03135, 0.188602, 0.084857, 0.070686, 0.035102 ], [ 10, 10, 10, 10, 10, 10 ], [ -129506, -38938, -129821, -1518442, -472870, -1554062 ], [ 1.772598, 1.343875, 1.974567, 1.077627, 1.247862, 1.026955 ], [ 89, 45, 44, 89, 45, 44 ], [ 51, 22, 29, 51, 22, 29 ], [ 38, 23, 15, 38, 23, 15 ], [ 57.303371, 48.888889, 65.909091, 57.303371, 48.888889, 65.909091 ], [ 1.320759, 1.40496, 1.021328, 0.802938, 1.304583, 0.531184 ], [ 55341, 43843, 55341, 263534, 237272, 263534 ], [ -70980, -18341, -70980, -984495, -252596, -984495 ], [ 32, 9, 55, 32, 9, 55 ], [ 33, 10, 50, 33, 10, 50 ], [ 31, 8, 66, 31, 8, 66 ], [ 2878, 424, 2454, 2878, 424, 2454 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 404142, -152272, 442239, -215283, -98881, -336426 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3049, "evaluation_days": 1524.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629720000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758928196009, "expiration_time": 1762666704000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 63, "offset": 0, "std": 1.19106 } } }
# | 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) |
---|