Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2286196.215 | 2183656.9901 | 102539.225 | 993943.1384 | 995620.0882 | -1676.9498 |
Total P&L (%) | 2286.1962 | 2183.657 | 102.5392 | 993.9431 | 995.6201 | -1.677 |
Avg Daily Profit (%) | 0.9842 | 0.94 | 0.0441 | 0.103 | 0.1031 | -0.0007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135382 | -113114 | -58300 | -3110930 | -3144631 | -2075019 |
Profit Factor | 4.0003 | 5.5565 | 1.3627 | 1.0641 | 1.1072 | 0.9997 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 38.5417 | 33.3333 | 43.75 | 38.5417 | 33.3333 | 43.75 |
Ratio Avg Win / Avg Loss | 6.3789 | 11.1129 | 1.752 | 1.6967 | 2.2144 | 1.2854 |
Largest Winning Trade | 1948902 | 1948902 | 67190 | 2108539 | 2108539 | 1266295 |
Largest Losing Trade | -59504 | -59504 | -34877 | -1466571 | -937793 | -1466571 |
Avg Bars in Trades | 70 | 101 | 38 | 70 | 101 | 38 |
Avg Bars in Winners | 100 | 177 | 42 | 100 | 177 | 42 |
Avg Bars in Losers | 51 | 63 | 36 | 51 | 63 | 36 |
Bars Traded | 6742 | 4874 | 1868 | 6742 | 4874 | 1868 |
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 | 582750 | 543520 | -134715 | -208151 | -162790 | -581453 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6969, "evaluation_days": 2323, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563321600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760057629286, "expiration_time": 1766046816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 3.81797 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 2.6031 } } }
{ "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": [ [ 2286196.2150476296, 2183656.990076709, 102539.224970921, 993943.138423038, 995620.0881787571, -1676.9497557193 ], [ 2286.196215, 2183.65699, 102.539225, 993.943138, 995.620088, -1.67695 ], [ 0.984157, 0.940016, 0.044141, 0.103039, 0.103105, -0.000728 ], [ 10, 10, 10, 10, 10, 10 ], [ -135382, -113114, -58300, -3110930, -3144631, -2075019 ], [ 4.000342, 5.556463, 1.36267, 1.064063, 1.107213, 0.999731 ], [ 96, 48, 48, 96, 48, 48 ], [ 37, 16, 21, 37, 16, 21 ], [ 59, 32, 27, 59, 32, 27 ], [ 38.541667, 33.333333, 43.75, 38.541667, 33.333333, 43.75 ], [ 6.378924, 11.112925, 1.752004, 1.696748, 2.214426, 1.285368 ], [ 1948902, 1948902, 67190, 2108539, 2108539, 1266295 ], [ -59504, -59504, -34877, -1466571, -937793, -1466571 ], [ 70, 101, 38, 70, 101, 38 ], [ 100, 177, 42, 100, 177, 42 ], [ 51, 63, 36, 51, 63, 36 ], [ 6742, 4874, 1868, 6742, 4874, 1868 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 582750, 543520, -134715, -208151, -162790, -581453 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6969, "evaluation_days": 2323, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563321600000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760057629286, "expiration_time": 1766046816000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 139, "offset": 0, "std": 3.81797 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 2.6031 } } }
# | 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) |
---|