Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353472.5667 | 409058.5697 | -55586.003 | -57259.8899 | 193216.4372 | -250476.3271 |
Total P&L (%) | 353.4726 | 409.0586 | -55.586 | -57.2599 | 193.2164 | -250.4763 |
Avg Daily Profit (%) | 0.1503 | 0.174 | -0.0236 | -0.0361 | 0.0458 | 0 |
Buy And Hold Return (%) | 10.48 | 10.48 | 10.48 | 10.48 | 10.48 | 10.48 |
Max Trade Drawdown | -161541 | -114122 | -71545 | -967832 | -709059 | -314234 |
Profit Factor | 1.6806 | 1.9742 | 0.441 | 0.9686 | 1.132 | 0.3085 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 19 | 10 | 29 | 19 | 10 |
Losing Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Profitability (%) | 46.7742 | 61.2903 | 32.2581 | 46.7742 | 61.2903 | 32.2581 |
Ratio Avg Win / Avg Loss | 1.9124 | 1.2469 | 0.9261 | 1.1022 | 0.715 | 0.6478 |
Largest Winning Trade | 187923 | 187923 | 8777 | 625686 | 625686 | 42868 |
Largest Losing Trade | -79682 | -79682 | -13432 | -646016 | -646016 | -115922 |
Avg Bars in Trades | 218 | 428 | 8 | 218 | 428 | 8 |
Avg Bars in Winners | 227 | 342 | 10 | 227 | 342 | 10 |
Avg Bars in Losers | 210 | 565 | 8 | 210 | 565 | 8 |
Bars Traded | 13558 | 13280 | 278 | 13558 | 13280 | 278 |
Profit Streak | 0 | 196.7187 | 0 | 0 | 196.7187 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149373 | 447739 | -587439 | -738865 | -206361 | -587439 |
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{ "first_band": { "type": "bbl", "factors": { "length": 62, "offset": 0, "std": 2.31812 } }, "second_band": { "type": "alma", "factors": { "length": 83, "offset": 0 } } }
{ "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": [ [ 353472.5666723197, 409058.569691047, -55586.0030187275, -57259.889898456, 193216.4371585137, -250476.3270569697 ], [ 353.472567, 409.05857, -55.586003, -57.25989, 193.216437, -250.476327 ], [ 0.150318, 0.173956, -0.023639, -0.036142, 0.045757, 0 ], [ 10.48, 10.48, 10.48, 10.48, 10.48, 10.48 ], [ -161541, -114122, -71545, -967832, -709059, -314234 ], [ 1.680631, 1.974195, 0.44099, 0.968636, 1.132027, 0.308466 ], [ 62, 31, 31, 62, 31, 31 ], [ 29, 19, 10, 29, 19, 10 ], [ 33, 12, 21, 33, 12, 21 ], [ 46.774194, 61.290323, 32.258065, 46.774194, 61.290323, 32.258065 ], [ 1.912443, 1.24686, 0.926079, 1.102241, 0.714965, 0.647778 ], [ 187923, 187923, 8777, 625686, 625686, 42868 ], [ -79682, -79682, -13432, -646016, -646016, -115922 ], [ 218, 428, 8, 218, 428, 8 ], [ 227, 342, 10, 227, 342, 10 ], [ 210, 565, 8, 210, 565, 8 ], [ 13558, 13280, 278, 13558, 13280, 278 ], [ 0, 196.718707, 0, 0, 196.718707, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -149373, 447739, -587439, -738865, -206361, -587439 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14109, "evaluation_days": 2351.5, "actual_first_datapoint_time": 1556510400000, "first_datapoint_time": 1557691200000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759727696283, "expiration_time": 1765818288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 62, "offset": 0, "std": 2.31812 } }, "second_band": { "type": "alma", "factors": { "length": 83, "offset": 0 } } }
# | 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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