Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351853.6751 | 369566.5848 | -17712.9097 | -28779.9582 | 58273.4747 | -87053.4329 |
Total P&L (%) | 351.8537 | 369.5666 | -17.7129 | -28.78 | 58.2735 | -87.0534 |
Avg Daily Profit (%) | 0.1503 | 0.1579 | -0.0076 | -0.0145 | 0.0196 | -0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172687 | -127904 | -54179 | -650911 | -551967 | -221528 |
Profit Factor | 1.4206 | 1.6217 | 0.9269 | 0.9875 | 1.0343 | 0.8553 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 55.9006 | 56.25 | 55.5556 | 55.9006 | 56.25 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.1207 | 1.2613 | 0.7415 | 0.779 | 0.8045 | 0.6842 |
Largest Winning Trade | 218365 | 218365 | 14444 | 340590 | 340590 | 71727 |
Largest Losing Trade | -70926 | -70926 | -21814 | -352042 | -352042 | -156662 |
Avg Bars in Trades | 56 | 106 | 6 | 56 | 106 | 6 |
Avg Bars in Winners | 37 | 69 | 6 | 37 | 69 | 6 |
Avg Bars in Losers | 80 | 154 | 7 | 80 | 154 | 7 |
Bars Traded | 9101 | 8556 | 545 | 9101 | 8556 | 545 |
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 | 346525 | -9427 | -591738 | -579169 | -370503 | -591738 |
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9362, "evaluation_days": 2340.5, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557554400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885289389, "expiration_time": 1764781776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 2.40676 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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": [ [ 351853.6751268193, 369566.5847977669, -17712.9096709477, -28779.9582431659, 58273.4746600738, -87053.4329032399 ], [ 351.853675, 369.566585, -17.71291, -28.779958, 58.273475, -87.053433 ], [ 0.150333, 0.157901, -0.007568, -0.0145, 0.01962, -0.087308 ], [ 10, 10, 10, 10, 10, 10 ], [ -172687, -127904, -54179, -650911, -551967, -221528 ], [ 1.420581, 1.62172, 0.926855, 0.987481, 1.034333, 0.855275 ], [ 161, 80, 81, 161, 80, 81 ], [ 90, 45, 45, 90, 45, 45 ], [ 71, 35, 36, 71, 35, 36 ], [ 55.900621, 56.25, 55.555556, 55.900621, 56.25, 55.555556 ], [ 1.120681, 1.261338, 0.741484, 0.779012, 0.804481, 0.68422 ], [ 218365, 218365, 14444, 340590, 340590, 71727 ], [ -70926, -70926, -21814, -352042, -352042, -156662 ], [ 56, 106, 6, 56, 106, 6 ], [ 37, 69, 6, 37, 69, 6 ], [ 80, 154, 7, 80, 154, 7 ], [ 9101, 8556, 545, 9101, 8556, 545 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 346525, -9427, -591738, -579169, -370503, -591738 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9362, "evaluation_days": 2340.5, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1557554400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758885289389, "expiration_time": 1764781776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 2.40676 } }, "second_band": { "type": "midprice", "factors": { "length": 50, "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) |
---|