Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 224774.8755 | 188743.8096 | 36031.0659 | 196690.9304 | 95731.1284 | 100959.802 |
Total P&L (%) | 224.7749 | 188.7438 | 36.0311 | 196.6909 | 95.7311 | 100.9598 |
Avg Daily Profit (%) | 0.2158 | 0.1812 | 0.0346 | 0.1045 | 0.0645 | 0.067 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79346 | -82526 | -28099 | -311195 | -358483 | -95930 |
Profit Factor | 1.6452 | 1.7243 | 1.4105 | 1.2049 | 1.1311 | 1.4394 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 53.6842 | 51.0638 | 56.25 | 53.6842 | 51.0638 | 56.25 |
Ratio Avg Win / Avg Loss | 1.4194 | 1.6524 | 1.097 | 1.0395 | 1.084 | 1.1196 |
Largest Winning Trade | 119488 | 119488 | 9258 | 129967 | 129967 | 34488 |
Largest Losing Trade | -36962 | -36962 | -18234 | -157678 | -157678 | -85357 |
Avg Bars in Trades | 242 | 460 | 29 | 242 | 460 | 29 |
Avg Bars in Winners | 177 | 341 | 31 | 177 | 341 | 31 |
Avg Bars in Losers | 318 | 584 | 27 | 318 | 584 | 27 |
Bars Traded | 23062 | 21627 | 1435 | 23062 | 21627 | 1435 |
Profit Streak | 51.8483 | 0 | 77.8483 | 51.8483 | 0 | 77.8483 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397977 | 394110 | -145955 | -52734 | -182918 | -99958 |
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{ "first_band": { "type": "bbl", "factors": { "length": 80, "offset": 0, "std": 2.2917 } }, "second_band": { "type": "midprice", "factors": { "length": 210, "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": [ [ 224774.8754805056, 188743.8096209082, 36031.0658595975, 196690.9303923605, 95731.1284110887, 100959.8019812718 ], [ 224.774875, 188.74381, 36.031066, 196.69093, 95.731128, 100.959802 ], [ 0.215783, 0.181193, 0.03459, 0.104456, 0.064491, 0.067024 ], [ 10, 10, 10, 10, 10, 10 ], [ -79346, -82526, -28099, -311195, -358483, -95930 ], [ 1.645218, 1.724284, 1.410485, 1.204892, 1.131098, 1.439435 ], [ 95, 47, 48, 95, 47, 48 ], [ 51, 24, 27, 51, 24, 27 ], [ 44, 23, 21, 44, 23, 21 ], [ 53.684211, 51.06383, 56.25, 53.684211, 51.06383, 56.25 ], [ 1.419404, 1.652439, 1.097044, 1.039514, 1.083969, 1.11956 ], [ 119488, 119488, 9258, 129967, 129967, 34488 ], [ -36962, -36962, -18234, -157678, -157678, -85357 ], [ 242, 460, 29, 242, 460, 29 ], [ 177, 341, 31, 177, 341, 31 ], [ 318, 584, 27, 318, 584, 27 ], [ 23062, 21627, 1435, 23062, 21627, 1435 ], [ 51.84831, 0, 77.84831, 51.84831, 0, 77.84831 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 397977, 394110, -145955, -52734, -182918, -99958 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669420800000, "first_datapoint_time": 1670173200000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759422093970, "expiration_time": 1765900800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 80, "offset": 0, "std": 2.2917 } }, "second_band": { "type": "midprice", "factors": { "length": 210, "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) |
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