Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584253.7062 | 431011.8728 | 153241.8334 | 527595.6288 | 83979.0562 | 443616.5726 |
Total P&L (%) | 584.2537 | 431.0119 | 153.2418 | 527.5956 | 83.9791 | 443.6166 |
Avg Daily Profit (%) | 0.3034 | 0.2238 | 0.0796 | 0.0954 | 0.0317 | 0.088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89296 | -109636 | -30078 | -831009 | -823176 | -264027 |
Profit Factor | 2.4004 | 2.4135 | 2.3649 | 1.1647 | 1.0356 | 1.523 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 53.0303 | 42.4242 | 63.6364 | 53.0303 | 42.4242 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.1261 | 3.2754 | 1.3513 | 1.0315 | 1.4055 | 0.8703 |
Largest Winning Trade | 427795 | 427795 | 48198 | 557940 | 557940 | 247212 |
Largest Losing Trade | -38550 | -38550 | -30078 | -351485 | -351485 | -190282 |
Avg Bars in Trades | 169 | 261 | 78 | 169 | 261 | 78 |
Avg Bars in Winners | 183 | 336 | 81 | 183 | 336 | 81 |
Avg Bars in Losers | 154 | 206 | 72 | 154 | 206 | 72 |
Bars Traded | 11218 | 8627 | 2591 | 11218 | 8627 | 2591 |
Profit Streak | 29.627 | 0 | 77.627 | 29.627 | 0 | 77.627 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114072 | 340274 | -80999 | -232119 | -334872 | -73435 |
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11553, "evaluation_days": 1925.5, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1596499200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759417373364, "expiration_time": 1764397296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 2.14771 } } }
{ "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": [ [ 584253.7061950337, 431011.8728219756, 153241.8333730584, 527595.6287553438, 83979.0561943003, 443616.5725610435 ], [ 584.253706, 431.011873, 153.241833, 527.595629, 83.979056, 443.616573 ], [ 0.30343, 0.223844, 0.079585, 0.095435, 0.031667, 0.087968 ], [ 10, 10, 10, 10, 10, 10 ], [ -89296, -109636, -30078, -831009, -823176, -264027 ], [ 2.400391, 2.413475, 2.364857, 1.164652, 1.035645, 1.522951 ], [ 66, 33, 33, 66, 33, 33 ], [ 35, 14, 21, 35, 14, 21 ], [ 31, 19, 12, 31, 19, 12 ], [ 53.030303, 42.424242, 63.636364, 53.030303, 42.424242, 63.636364 ], [ 2.12606, 3.27543, 1.351347, 1.031549, 1.405518, 0.870258 ], [ 427795, 427795, 48198, 557940, 557940, 247212 ], [ -38550, -38550, -30078, -351485, -351485, -190282 ], [ 169, 261, 78, 169, 261, 78 ], [ 183, 336, 81, 183, 336, 81 ], [ 154, 206, 72, 154, 206, 72 ], [ 11218, 8627, 2591, 11218, 8627, 2591 ], [ 29.627006, 0, 77.627006, 29.627006, 0, 77.627007 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -114072, 340274, -80999, -232119, -334872, -73435 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11553, "evaluation_days": 1925.5, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1596499200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759417373364, "expiration_time": 1764397296000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 99, "offset": 0, "std": 2.14771 } } }
# | 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) |
---|