Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1728391.0187 | 1708682.5678 | 19708.451 | 68918.033 | -93314.4387 | 162232.4717 |
Total P&L (%) | 1728.391 | 1708.6826 | 19.7085 | 68.918 | -93.3144 | 162.2325 |
Avg Daily Profit (%) | 0.7485 | 0.74 | 0.0085 | 0.0227 | -0.1171 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143160 | -150304 | -25840 | -1159997 | -1143270 | -67949 |
Profit Factor | 3.8423 | 4.4867 | 1.167 | 1.0349 | 0.9448 | 1.5662 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 35.8025 | 30 | 41.4634 | 35.8025 | 30 | 41.4634 |
Ratio Avg Win / Avg Loss | 6.8897 | 10.4689 | 1.6475 | 1.8556 | 2.2045 | 2.2111 |
Largest Winning Trade | 1611902 | 1611902 | 30816 | 744813 | 744813 | 162107 |
Largest Losing Trade | -73418 | -73418 | -22931 | -859912 | -859912 | -64246 |
Avg Bars in Trades | 82 | 159 | 6 | 82 | 159 | 6 |
Avg Bars in Winners | 132 | 307 | 8 | 132 | 307 | 8 |
Avg Bars in Losers | 54 | 96 | 4 | 54 | 96 | 4 |
Bars Traded | 6647 | 6381 | 266 | 6647 | 6381 | 266 |
Profit Streak | 170.988 | 171.6547 | 170.988 | 170.988 | 171.6547 | 170.988 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -743 | 478456 | -226286 | -364083 | -584781 | -136341 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 107 } }, "second_band": { "type": "bbu", "factors": { "length": 101, "offset": 0, "std": 3.39869 } } }
{ "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": [ [ 1728391.0187322858, 1708682.5677693705, 19708.4509629155, 68918.0329631637, -93314.4387032115, 162232.4716663751 ], [ 1728.391019, 1708.682568, 19.708451, 68.918033, -93.314439, 162.232472 ], [ 0.748545, 0.74001, 0.008535, 0.022707, -0.117091, 0.041761 ], [ 10, 10, 10, 10, 10, 10 ], [ -143160, -150304, -25840, -1159997, -1143270, -67949 ], [ 3.842323, 4.486671, 1.166979, 1.034865, 0.944789, 1.566163 ], [ 81, 40, 41, 81, 40, 41 ], [ 29, 12, 17, 29, 12, 17 ], [ 52, 28, 24, 52, 28, 24 ], [ 35.802469, 30, 41.463415, 35.802469, 30, 41.463415 ], [ 6.889683, 10.4689, 1.647499, 1.855621, 2.204507, 2.211054 ], [ 1611902, 1611902, 30816, 744813, 744813, 162107 ], [ -73418, -73418, -22931, -859912, -859912, -64246 ], [ 82, 159, 6, 82, 159, 6 ], [ 132, 307, 8, 132, 307, 8 ], [ 54, 96, 4, 54, 96, 4 ], [ 6647, 6381, 266, 6647, 6381, 266 ], [ 170.988013, 171.654679, 170.988013, 170.988013, 171.654679, 170.988013 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -743, 478456, -226286, -364083, -584781, -136341 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6927, "evaluation_days": 2309, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562428800000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758843764292, "expiration_time": 1764800928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 107 } }, "second_band": { "type": "bbu", "factors": { "length": 101, "offset": 0, "std": 3.39869 } } }
# | 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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