Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2692626.729 | 2541625.4026 | 151001.3265 | 4342774.779 | -313193.2253 | 4655968.0043 |
Total P&L (%) | 2692.6267 | 2541.6254 | 151.0013 | 4342.7748 | -313.1932 | 4655.968 |
Avg Daily Profit (%) | 1.1616 | 1.0965 | 0.0651 | 0.1638 | 0 | 0.1667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142893 | -93721 | -88689 | -6321766 | -5469381 | -2829751 |
Profit Factor | 5.0243 | 7.434 | 1.551 | 1.172 | 0.9811 | 1.5362 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 34.9398 | 28.5714 | 41.4634 | 34.9398 | 28.5714 | 41.4634 |
Ratio Avg Win / Avg Loss | 9.3555 | 18.585 | 2.1896 | 2.1823 | 2.4527 | 2.1687 |
Largest Winning Trade | 2201089 | 2201089 | 79178 | 4775134 | 4775134 | 3063427 |
Largest Losing Trade | -50125 | -50125 | -33566 | -2201517 | -2201517 | -1296443 |
Avg Bars in Trades | 107 | 95 | 119 | 107 | 95 | 119 |
Avg Bars in Winners | 192 | 194 | 190 | 192 | 194 | 190 |
Avg Bars in Losers | 61 | 55 | 69 | 61 | 55 | 69 |
Bars Traded | 8894 | 4004 | 4890 | 8894 | 4004 | 4890 |
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 | 509698 | 285149 | -106504 | -29655 | -592031 | 255882 |
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 4.46738 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 2 } } }
{ "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": [ [ 2692626.7290486684, 2541625.4025529968, 151001.3264956728, 4342774.778997516, -313193.2253206217, 4655968.004318136 ], [ 2692.626729, 2541.625403, 151.001326, 4342.774779, -313.193225, 4655.968004 ], [ 1.161616, 1.096473, 0.065143, 0.163804, 0, 0.166747 ], [ 10, 10, 10, 10, 10, 10 ], [ -142893, -93721, -88689, -6321766, -5469381, -2829751 ], [ 5.024262, 7.434005, 1.550963, 1.17197, 0.981099, 1.536193 ], [ 83, 42, 41, 83, 42, 41 ], [ 29, 12, 17, 29, 12, 17 ], [ 54, 30, 24, 54, 30, 24 ], [ 34.939759, 28.571429, 41.463415, 34.939759, 28.571429, 41.463415 ], [ 9.355522, 18.585013, 2.189594, 2.182288, 2.452746, 2.168744 ], [ 2201089, 2201089, 79178, 4775134, 4775134, 3063427 ], [ -50125, -50125, -33566, -2201517, -2201517, -1296443 ], [ 107, 95, 119, 107, 95, 119 ], [ 192, 194, 190, 192, 194, 190 ], [ 61, 55, 69, 61, 55, 69 ], [ 8894, 4004, 4890, 8894, 4004, 4890 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 509698, 285149, -106504, -29655, -592031, 255882 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9272, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561960800000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759612014101, "expiration_time": 1765609056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 4.46738 } }, "second_band": { "type": "ssf", "factors": { "length": 68, "offset": 0, "poles": 2 } } }
# | 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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