Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450348.9861 | 574776.3558 | -124427.3697 | -86205.4468 | -233976.3423 | 147770.8954 |
Total P&L (%) | 450.349 | 574.7764 | -124.4274 | -86.2054 | -233.9763 | 147.7709 |
Avg Daily Profit (%) | 0.2162 | 0.2759 | -0.0597 | -0.095 | 0 | 0.0436 |
Buy And Hold Return (%) | 67.7524 | 67.7524 | 67.7524 | 67.7524 | 67.7524 | 67.7524 |
Max Trade Drawdown | -336182 | -221893 | -153057 | -2915640 | -2887934 | -1028905 |
Profit Factor | 1.4169 | 1.906 | 0.7209 | 0.9853 | 0.9454 | 1.0929 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Losing Trades | 67 | 30 | 37 | 67 | 30 | 37 |
Profitability (%) | 54.4218 | 58.9041 | 50 | 54.4218 | 58.9041 | 50 |
Ratio Avg Win / Avg Loss | 1.1867 | 1.3297 | 0.7209 | 0.8252 | 0.6596 | 1.0929 |
Largest Winning Trade | 262142 | 262142 | 28893 | 1027926 | 1027926 | 348176 |
Largest Losing Trade | -83805 | -83805 | -39762 | -1406659 | -1406659 | -470806 |
Avg Bars in Trades | 162 | 286 | 39 | 162 | 286 | 39 |
Avg Bars in Winners | 122 | 187 | 47 | 122 | 187 | 47 |
Avg Bars in Losers | 210 | 429 | 31 | 210 | 429 | 31 |
Bars Traded | 23872 | 20929 | 2943 | 23872 | 20929 | 2943 |
Profit Streak | 80.123 | 0 | 164.7897 | 80.123 | 0 | 164.7897 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354316 | -59332 | -643882 | -579258 | -651304 | -321793 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579492800000, "first_datapoint_time": 1581127200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759561026773, "expiration_time": 1766037600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 73, "offset": 0, "std": 1.72064 } }, "second_band": { "type": "midprice", "factors": { "length": 228, "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": [ [ 450348.986113622, 574776.3558219075, -124427.3697082854, -86205.4468221043, -233976.3422512615, 147770.895429158 ], [ 450.348986, 574.776356, -124.42737, -86.205447, -233.976342, 147.770895 ], [ 0.216168, 0.275893, -0.059725, -0.095038, 0, 0.043562 ], [ 67.752443, 67.752443, 67.752443, 67.752443, 67.752443, 67.752443 ], [ -336182, -221893, -153057, -2915640, -2887934, -1028905 ], [ 1.4169, 1.90597, 0.720891, 0.985328, 0.945405, 1.092949 ], [ 147, 73, 74, 147, 73, 74 ], [ 80, 43, 37, 80, 43, 37 ], [ 67, 30, 37, 67, 30, 37 ], [ 54.421769, 58.90411, 50, 54.421769, 58.90411, 50 ], [ 1.186653, 1.329747, 0.720891, 0.825212, 0.659585, 1.092949 ], [ 262142, 262142, 28893, 1027926, 1027926, 348176 ], [ -83805, -83805, -39762, -1406659, -1406659, -470806 ], [ 162, 286, 39, 162, 286, 39 ], [ 122, 187, 47, 122, 187, 47 ], [ 210, 429, 31, 210, 429, 31 ], [ 23872, 20929, 2943, 23872, 20929, 2943 ], [ 80.122995, 0, 164.789662, 80.122995, 0, 164.789662 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 354316, -59332, -643882, -579258, -651304, -321793 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579492800000, "first_datapoint_time": 1581127200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759561026773, "expiration_time": 1766037600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 73, "offset": 0, "std": 1.72064 } }, "second_band": { "type": "midprice", "factors": { "length": 228, "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) |
---|