Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2990324.1 | 2754318.9416 | 236005.1584 | 36565624.4398 | 25382494.9517 | 11183129.4881 |
Total P&L (%) | 2990.3241 | 2754.3189 | 236.0052 | 36565.6244 | 25382.495 | 11183.1295 |
Avg Daily Profit (%) | 1.2924 | 1.1904 | 0.102 | 0.2555 | 0.2398 | 0.2045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119781 | -72667 | -62520 | -101857445 | -71042850 | -61555946 |
Profit Factor | 6.0256 | 9.2546 | 1.9031 | 1.1141 | 1.1415 | 1.0793 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 31.068 | 21.1538 | 41.1765 | 31.068 | 21.1538 | 41.1765 |
Ratio Avg Win / Avg Loss | 13.3694 | 34.4943 | 2.7186 | 2.4719 | 4.2548 | 1.5418 |
Largest Winning Trade | 2213273 | 2213273 | 83907 | 53059713 | 53059713 | 44503195 |
Largest Losing Trade | -42127 | -31349 | -42127 | -25274230 | -25274230 | -22963854 |
Avg Bars in Trades | 86 | 77 | 95 | 86 | 77 | 95 |
Avg Bars in Winners | 215 | 254 | 195 | 215 | 254 | 195 |
Avg Bars in Losers | 28 | 29 | 26 | 28 | 29 | 26 |
Bars Traded | 8891 | 4013 | 4878 | 8891 | 4013 | 4878 |
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 | 541199 | -205066 | -236678 | -92463 | -282465 | -307624 |
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{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.52139 } }, "second_band": { "type": "bbm", "factors": { "length": 7, "offset": 0, "std": 2.54195 } } }
{ "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": [ [ 2990324.099950447, 2754318.941590474, 236005.1583599748, 36565624.43982179, 25382494.951749235, 11183129.488072518 ], [ 2990.3241, 2754.318942, 236.005158, 36565.62444, 25382.494952, 11183.129488 ], [ 1.292415, 1.190413, 0.102001, 0.255514, 0.23975, 0.204461 ], [ 10, 10, 10, 10, 10, 10 ], [ -119781, -72667, -62520, -101857445, -71042850, -61555946 ], [ 6.025645, 9.254569, 1.903054, 1.114117, 1.141521, 1.079275 ], [ 103, 52, 51, 103, 52, 51 ], [ 32, 11, 21, 32, 11, 21 ], [ 71, 41, 30, 71, 41, 30 ], [ 31.067961, 21.153846, 41.176471, 31.067961, 21.153846, 41.176471 ], [ 13.369399, 34.494304, 2.718649, 2.471947, 4.254759, 1.541822 ], [ 2213273, 2213273, 83907, 53059713, 53059713, 44503195 ], [ -42127, -31349, -42127, -25274230, -25274230, -22963854 ], [ 86, 77, 95, 86, 77, 95 ], [ 215, 254, 195, 215, 254, 195 ], [ 28, 29, 26, 28, 29, 26 ], [ 8891, 4013, 4878, 8891, 4013, 4878 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 541199, -205066, -236678, -92463, -282465, -307624 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9255, "evaluation_days": 2313.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561874400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759253480242, "expiration_time": 1765230840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.52139 } }, "second_band": { "type": "bbm", "factors": { "length": 7, "offset": 0, "std": 2.54195 } } }
# | 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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