Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485573.7097 | 191138.2965 | 294435.4132 | 1659066.9833 | -138613.7291 | 1797680.7124 |
Total P&L (%) | 485.5737 | 191.1383 | 294.4354 | 1659.067 | -138.6137 | 1797.6807 |
Avg Daily Profit (%) | 0.2925 | 0.1151 | 0.1773 | 0.1728 | 0 | 0.1774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103786 | -162734 | -7496 | -1465355 | -1559285 | -100213 |
Profit Factor | 2.7115 | 1.7291 | 14.6509 | 1.7144 | 0.9364 | 13.6446 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 67.2131 | 60 | 74.1935 | 67.2131 | 60 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.3227 | 1.1528 | 5.096 | 0.8363 | 0.6243 | 4.746 |
Largest Winning Trade | 103705 | 103705 | 65017 | 342202 | 342202 | 336535 |
Largest Losing Trade | -56046 | -56046 | -7496 | -1465355 | -1465355 | -72085 |
Avg Bars in Trades | 77 | 103 | 51 | 77 | 103 | 51 |
Avg Bars in Winners | 61 | 70 | 55 | 61 | 70 | 55 |
Avg Bars in Losers | 108 | 153 | 41 | 108 | 153 | 41 |
Bars Traded | 4705 | 3104 | 1601 | 4705 | 3104 | 1601 |
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 | -151294 | -35896 | 685868 | -155491 | -579529 | 700895 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 150 } } }
{ "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": [ [ 485573.7097443958, 191138.2965460757, 294435.4131983204, 1659066.9832619491, -138613.7291277725, 1797680.7123897215 ], [ 485.57371, 191.138297, 294.435413, 1659.066983, -138.613729, 1797.680712 ], [ 0.292456, 0.115121, 0.177335, 0.172848, 0, 0.177424 ], [ 10, 10, 10, 10, 10, 10 ], [ -103786, -162734, -7496, -1465355, -1559285, -100213 ], [ 2.711516, 1.729144, 14.650897, 1.714361, 0.936424, 13.644647 ], [ 61, 30, 31, 61, 30, 31 ], [ 41, 18, 23, 41, 18, 23 ], [ 20, 12, 8, 20, 12, 8 ], [ 67.213115, 60, 74.193548, 67.213115, 60, 74.193548 ], [ 1.322691, 1.152762, 5.095964, 0.836274, 0.624283, 4.745964 ], [ 103705, 103705, 65017, 342202, 342202, 336535 ], [ -56046, -56046, -7496, -1465355, -1465355, -72085 ], [ 77, 103, 51, 77, 103, 51 ], [ 61, 70, 55, 61, 70, 55 ], [ 108, 153, 41, 108, 153, 41 ], [ 4705, 3104, 1601, 4705, 3104, 1601 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151294, -35896, 685868, -155491, -579529, 700895 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4981, "evaluation_days": 1660.33, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1620691200000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759210051838, "expiration_time": 1763493984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 150 } } }
# | 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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