Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659281.1732 | 621741.5875 | 37539.5856 | 206704.3323 | 579956.3612 | -373252.029 |
Total P&L (%) | 659.2812 | 621.7416 | 37.5396 | 206.7043 | 579.9564 | -373.252 |
Avg Daily Profit (%) | 0.532 | 0.5017 | 0.0303 | 0.0905 | 0.1548 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204368 | -111852 | -118796 | -2384542 | -1346633 | -1312047 |
Profit Factor | 2.0237 | 2.7046 | 1.1344 | 1.0272 | 1.1462 | 0.8976 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 49.1228 | 45.614 | 52.6316 | 49.1228 | 45.614 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.096 | 3.2248 | 1.021 | 1.0638 | 1.3666 | 0.8078 |
Largest Winning Trade | 461625 | 461625 | 27150 | 1399048 | 1399048 | 372281 |
Largest Losing Trade | -50202 | -50202 | -49972 | -788864 | -395919 | -788864 |
Avg Bars in Trades | 42 | 55 | 29 | 42 | 55 | 29 |
Avg Bars in Winners | 55 | 77 | 36 | 55 | 77 | 36 |
Avg Bars in Losers | 29 | 36 | 21 | 29 | 36 | 21 |
Bars Traded | 4800 | 3144 | 1656 | 4800 | 3144 | 1656 |
Profit Streak | 0 | 0 | 77.0976 | 0 | 0 | 77.0976 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528588 | -165984 | -406402 | -262859 | -233800 | -759656 |
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 1.46571 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "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": [ [ 659281.1731826888, 621741.5875340296, 37539.5856486592, 206704.3322547727, 579956.3612311324, -373252.02897636 ], [ 659.281173, 621.741588, 37.539586, 206.704332, 579.956361, -373.252029 ], [ 0.532, 0.501708, 0.030292, 0.090476, 0.154799, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -204368, -111852, -118796, -2384542, -1346633, -1312047 ], [ 2.023719, 2.704646, 1.134419, 1.027162, 1.146215, 0.897559 ], [ 114, 57, 57, 114, 57, 57 ], [ 56, 26, 30, 56, 26, 30 ], [ 58, 31, 27, 58, 31, 27 ], [ 49.122807, 45.614035, 52.631579, 49.122807, 45.614035, 52.631579 ], [ 2.095995, 3.22477, 1.020977, 1.063846, 1.36664, 0.807803 ], [ 461625, 461625, 27150, 1399048, 1399048, 372281 ], [ -50202, -50202, -49972, -788864, -395919, -788864 ], [ 42, 55, 29, 42, 55, 29 ], [ 55, 77, 36, 55, 77, 36 ], [ 29, 36, 21, 29, 36, 21 ], [ 4800, 3144, 1656, 4800, 3144, 1656 ], [ 0, 0, 77.097552, 0, 0, 77.097552 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 528588, -165984, -406402, -262859, -233800, -759656 ] ] }
{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4957, "evaluation_days": 1239.25, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654689600000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759134028493, "expiration_time": 1762337736000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 1.46571 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "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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