Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 329673.2032 | 196990.074 | 132683.1293 | 166545.8582 | 74609.6703 | 91936.1879 |
Total P&L (%) | 329.6732 | 196.9901 | 132.6831 | 166.5459 | 74.6097 | 91.9362 |
Avg Daily Profit (%) | 0.1827 | 0.1092 | 0.0735 | 0.0543 | 0.0309 | 0.0361 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67618 | -63182 | -145247 | -204078 | -242033 | -111193 |
Profit Factor | 1.3067 | 1.4044 | 1.2258 | 1.0889 | 1.0829 | 1.0944 |
Total Trades | 341 | 171 | 170 | 341 | 171 | 170 |
Winning Trades | 158 | 80 | 78 | 158 | 80 | 78 |
Losing Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Profitability (%) | 46.3343 | 46.7836 | 45.8824 | 46.3343 | 46.7836 | 45.8824 |
Ratio Avg Win / Avg Loss | 1.5135 | 1.5975 | 1.4458 | 1.2612 | 1.2318 | 1.2908 |
Largest Winning Trade | 73750 | 47934 | 73750 | 118350 | 80599 | 118350 |
Largest Losing Trade | -57016 | -21573 | -57016 | -87519 | -44237 | -87519 |
Avg Bars in Trades | 59 | 24 | 94 | 59 | 24 | 94 |
Avg Bars in Winners | 94 | 28 | 162 | 94 | 28 | 162 |
Avg Bars in Losers | 29 | 21 | 36 | 29 | 21 | 36 |
Bars Traded | 20268 | 4227 | 16041 | 20268 | 4227 | 16041 |
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 | 326404 | -46051 | -96403 | -242758 | -281582 | -262591 |
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604138400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759002747129, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 17, "offset": 0, "std": 2.5961 } } }
{ "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": [ [ 329673.2032422799, 196990.0739703439, 132683.1292719359, 166545.8581674553, 74609.6702711348, 91936.1878963208 ], [ 329.673203, 196.990074, 132.683129, 166.545858, 74.60967, 91.936188 ], [ 0.182695, 0.109166, 0.073529, 0.054344, 0.030893, 0.036138 ], [ 10, 10, 10, 10, 10, 10 ], [ -67618, -63182, -145247, -204078, -242033, -111193 ], [ 1.306746, 1.404394, 1.225797, 1.088872, 1.082903, 1.094386 ], [ 341, 171, 170, 341, 171, 170 ], [ 158, 80, 78, 158, 80, 78 ], [ 183, 91, 92, 183, 91, 92 ], [ 46.334311, 46.783626, 45.882353, 46.334311, 46.783626, 45.882353 ], [ 1.513509, 1.597498, 1.445812, 1.261161, 1.231802, 1.290814 ], [ 73750, 47934, 73750, 118350, 80599, 118350 ], [ -57016, -21573, -57016, -87519, -44237, -87519 ], [ 59, 24, 94, 59, 24, 94 ], [ 94, 28, 162, 94, 28, 162 ], [ 29, 21, 36, 29, 21, 36 ], [ 20268, 4227, 16041, 20268, 4227, 16041 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 326404, -46051, -96403, -242758, -281582, -262591 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21654, "evaluation_days": 1804.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604138400000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759002747129, "expiration_time": 1764335116800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 17, "offset": 0, "std": 2.5961 } } }
# | 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) |
---|