Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723197.9586 | 889601.5168 | -166403.5583 | -92417.5527 | 634102.8433 | -726520.396 |
Total P&L (%) | 723.198 | 889.6015 | -166.4036 | -92.4176 | 634.1028 | -726.5204 |
Avg Daily Profit (%) | 0.3473 | 0.4272 | -0.0799 | -0.1238 | 0.0958 | 0 |
Buy And Hold Return (%) | 96.9072 | 96.9072 | 96.9072 | 96.9072 | 96.9072 | 96.9072 |
Max Trade Drawdown | -350112 | -245083 | -277386 | -1600691 | -930431 | -874027 |
Profit Factor | 1.2658 | 1.5012 | 0.824 | 0.9763 | 1.2582 | 0.4986 |
Total Trades | 907 | 453 | 454 | 907 | 453 | 454 |
Winning Trades | 281 | 126 | 155 | 281 | 126 | 155 |
Losing Trades | 626 | 327 | 299 | 626 | 327 | 299 |
Profitability (%) | 30.9813 | 27.8146 | 34.141 | 30.9813 | 27.8146 | 34.141 |
Ratio Avg Win / Avg Loss | 2.8199 | 3.8959 | 1.5896 | 2.175 | 3.2653 | 0.9618 |
Largest Winning Trade | 641560 | 641560 | 44788 | 1388922 | 1388922 | 66467 |
Largest Losing Trade | -24500 | -24500 | -21353 | -165464 | -126961 | -165464 |
Avg Bars in Trades | 27 | 44 | 10 | 27 | 44 | 10 |
Avg Bars in Winners | 53 | 100 | 16 | 53 | 100 | 16 |
Avg Bars in Losers | 15 | 23 | 6 | 15 | 23 | 6 |
Bars Traded | 24776 | 20229 | 4547 | 24776 | 20229 | 4547 |
Profit Streak | 6.1187 | 0 | 28.9521 | 6.1187 | 0 | 28.9521 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309488 | -3194 | -580607 | -579685 | -79657 | -583385 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579024800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759027857902, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 1.19148 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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": [ [ 723197.9585616246, 889601.5168402863, -166403.5582786606, -92417.5527417675, 634102.8432895902, -726520.3960313573 ], [ 723.197959, 889.601517, -166.403558, -92.417553, 634.102843, -726.520396 ], [ 0.347274, 0.42718, -0.079906, -0.123781, 0.095771, 0 ], [ 96.907216, 96.907216, 96.907216, 96.907216, 96.907216, 96.907216 ], [ -350112, -245083, -277386, -1600691, -930431, -874027 ], [ 1.265821, 1.501186, 0.824029, 0.976333, 1.258179, 0.49857 ], [ 907, 453, 454, 907, 453, 454 ], [ 281, 126, 155, 281, 126, 155 ], [ 626, 327, 299, 626, 327, 299 ], [ 30.981257, 27.81457, 34.140969, 30.981257, 27.81457, 34.140969 ], [ 2.819942, 3.895934, 1.589579, 2.175034, 3.265274, 0.961758 ], [ 641560, 641560, 44788, 1388922, 1388922, 66467 ], [ -24500, -24500, -21353, -165464, -126961, -165464 ], [ 27, 44, 10, 27, 44, 10 ], [ 53, 100, 16, 53, 100, 16 ], [ 15, 23, 6, 15, 23, 6 ], [ 24776, 20229, 4547, 24776, 20229, 4547 ], [ 6.118725, 0, 28.952059, 6.118726, 0, 28.952059 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309488, -3194, -580607, -579685, -79657, -583385 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579024800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759027857902, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 1.19148 } }, "second_band": { "type": "vwap", "factors": { "length": 0, "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) |
---|