| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 433162.7915 | 299744.38 | 133418.4115 | 346945.4554 | -203929.4948 | 550874.9501 |
| Total P&L (%) | 433.1628 | 299.7444 | 133.4184 | 346.9455 | -203.9295 | 550.875 |
| Avg Daily Profit (%) | 0.2249 | 0.1556 | 0.0693 | 0.0778 | 0 | 0.0973 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -119499 | -137492 | -23812 | -1112915 | -1335922 | -119619 |
| Profit Factor | 1.9963 | 1.882 | 2.4051 | 1.1479 | 0.9021 | 3.0898 |
| Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
| Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
| Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
| Profitability (%) | 68.9189 | 64.8649 | 72.973 | 68.9189 | 64.8649 | 72.973 |
| Ratio Avg Win / Avg Loss | 0.9003 | 1.0194 | 0.8908 | 0.5177 | 0.4886 | 1.1444 |
| Largest Winning Trade | 137129 | 137129 | 17402 | 596919 | 596919 | 89034 |
| Largest Losing Trade | -65238 | -65238 | -23812 | -597839 | -597839 | -119619 |
| Avg Bars in Trades | 74 | 134 | 13 | 74 | 134 | 13 |
| Avg Bars in Winners | 46 | 82 | 14 | 46 | 82 | 14 |
| Avg Bars in Losers | 136 | 231 | 13 | 136 | 231 | 13 |
| Bars Traded | 5500 | 4985 | 515 | 5500 | 4985 | 515 |
| Profit Streak | 139.7771 | 139.7771 | 303.4438 | 139.7771 | 139.7771 | 303.4438 |
| Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -55720 | 467517 | -94005 | -213231 | -577494 | -53232 |
{
"trading_pair": "COMP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5779,
"evaluation_days": 1926.33,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1593705600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759459144658,
"expiration_time": 1764442656000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "bbl",
"factors": {
"length": 178,
"offset": 0,
"std": 2.96865
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 220,
"offset": 0,
"poles": 2
}
}
} {
"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": [
[
433162.7915364455,
299744.3800197259,
133418.4115167196,
346945.4553632198,
-203929.4947714063,
550874.9501346257
],
[
433.162792,
299.74438,
133.418412,
346.945455,
-203.929495,
550.87495
],
[
0.224864,
0.155604,
0.06926,
0.077757,
0,
0.097286
],
[
10,
10,
10,
10,
10,
10
],
[
-119499,
-137492,
-23812,
-1112915,
-1335922,
-119619
],
[
1.99625,
1.882022,
2.405065,
1.147874,
0.90208,
3.089763
],
[
74,
37,
37,
74,
37,
37
],
[
51,
24,
27,
51,
24,
27
],
[
23,
13,
10,
23,
13,
10
],
[
68.918919,
64.864865,
72.972973,
68.918919,
64.864865,
72.972973
],
[
0.90027,
1.019428,
0.890765,
0.517669,
0.488627,
1.144357
],
[
137129,
137129,
17402,
596919,
596919,
89034
],
[
-65238,
-65238,
-23812,
-597839,
-597839,
-119619
],
[
74,
134,
13,
74,
134,
13
],
[
46,
82,
14,
46,
82,
14
],
[
136,
231,
13,
136,
231,
13
],
[
5500,
4985,
515,
5500,
4985,
515
],
[
139.777137,
139.777137,
303.443804,
139.777137,
139.777137,
303.443804
],
[
7,
3,
5,
7,
3,
5
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-55720,
467517,
-94005,
-213231,
-577494,
-53232
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "8h",
"packets": 25000,
"actual_packets": 5779,
"evaluation_days": 1926.33,
"actual_first_datapoint_time": 1593043200000,
"first_datapoint_time": 1593705600000,
"last_datapoint_time": 1759449600000,
"evaluation_time": 1759459144658,
"expiration_time": 1764442656000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "bbl",
"factors": {
"length": 178,
"offset": 0,
"std": 2.96865
}
},
"second_band": {
"type": "ssf",
"factors": {
"length": 220,
"offset": 0,
"poles": 2
}
}
}
| # | 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) |
|---|