Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217305.6018 | -45205.2543 | 262510.8561 | 303822.4536 | -93119.7183 | 396942.1719 |
Total P&L (%) | 217.3056 | -45.2053 | 262.5109 | 303.8225 | -93.1197 | 396.9422 |
Avg Daily Profit (%) | 0.1416 | -0.0295 | 0.1711 | 0.091 | -0.1743 | 0.1045 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57526 | -97966 | -39367 | -142239 | -215839 | -75315 |
Profit Factor | 2.1834 | 0.6413 | 5.5567 | 1.7859 | 0.656 | 4.4245 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 68.8525 | 61.2903 | 76.6667 | 68.8525 | 61.2903 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.9877 | 0.405 | 1.6912 | 0.8079 | 0.4143 | 1.3466 |
Largest Winning Trade | 69129 | 15318 | 69129 | 112979 | 52261 | 112979 |
Largest Losing Trade | -51043 | -51043 | -37935 | -131344 | -131344 | -70339 |
Avg Bars in Trades | 46 | 3 | 89 | 46 | 3 | 89 |
Avg Bars in Winners | 43 | 3 | 75 | 43 | 3 | 75 |
Avg Bars in Losers | 52 | 4 | 135 | 52 | 4 | 135 |
Bars Traded | 2814 | 120 | 2694 | 2814 | 120 | 2694 |
Profit Streak | 12.0157 | 107.0157 | 0 | 12.0157 | 107.0157 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165545 | -577722 | 683506 | -233792 | -577722 | -43751 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3069, "evaluation_days": 1534.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633219200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759623759168, "expiration_time": 1763556624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.99956, "nc": 0.66489 } }, "second_band": { "type": "bbl", "factors": { "length": 144, "offset": 0, "std": 2.56733 } } }
{ "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": [ [ 217305.6018133978, -45205.2542715291, 262510.856084927, 303822.4535892587, -93119.7182946923, 396942.1718839509 ], [ 217.305602, -45.205254, 262.510856, 303.822454, -93.119718, 396.942172 ], [ 0.141613, -0.029459, 0.171073, 0.091003, -0.17427, 0.104538 ], [ 10, 10, 10, 10, 10, 10 ], [ -57526, -97966, -39367, -142239, -215839, -75315 ], [ 2.183396, 0.64128, 5.556652, 1.785858, 0.656003, 4.424488 ], [ 61, 31, 30, 61, 31, 30 ], [ 42, 19, 23, 42, 19, 23 ], [ 19, 12, 7, 19, 12, 7 ], [ 68.852459, 61.290323, 76.666667, 68.852459, 61.290323, 76.666667 ], [ 0.987727, 0.405019, 1.691155, 0.807888, 0.414318, 1.346583 ], [ 69129, 15318, 69129, 112979, 52261, 112979 ], [ -51043, -51043, -37935, -131344, -131344, -70339 ], [ 46, 3, 89, 46, 3, 89 ], [ 43, 3, 75, 43, 3, 75 ], [ 52, 4, 135, 52, 4, 135 ], [ 2814, 120, 2694, 2814, 120, 2694 ], [ 12.015731, 107.015731, 0, 12.015731, 107.015731, 0 ], [ 1, 3, 0, 1, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165545, -577722, 683506, -233792, -577722, -43751 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3069, "evaluation_days": 1534.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633219200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759623759168, "expiration_time": 1763556624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.99956, "nc": 0.66489 } }, "second_band": { "type": "bbl", "factors": { "length": 144, "offset": 0, "std": 2.56733 } } }
# | 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) |
---|