Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477484.5026 | 288872.5559 | 188611.9467 | 455067.0018 | -261960.4969 | 717027.4987 |
Total P&L (%) | 477.4845 | 288.8726 | 188.6119 | 455.067 | -261.9605 | 717.0275 |
Avg Daily Profit (%) | 0.2645 | 0.16 | 0.1045 | 0.095 | 0 | 0.1164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89418 | -76308 | -64683 | -1210166 | -985157 | -1001041 |
Profit Factor | 1.9231 | 2.1037 | 1.7381 | 1.0821 | 0.905 | 1.2575 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 67 | 37 | 30 | 67 | 37 | 30 |
Profitability (%) | 42.735 | 36.2069 | 49.1525 | 42.735 | 36.2069 | 49.1525 |
Ratio Avg Win / Avg Loss | 2.577 | 3.7065 | 1.7981 | 1.4501 | 1.5945 | 1.3009 |
Largest Winning Trade | 339393 | 339393 | 59257 | 572385 | 572385 | 460466 |
Largest Losing Trade | -26547 | -25960 | -26547 | -431760 | -374535 | -431760 |
Avg Bars in Trades | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Winners | 41 | 49 | 36 | 41 | 49 | 36 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 3447 | 1816 | 1631 | 3447 | 1816 | 1631 |
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 | 345132 | -174417 | -226956 | -198596 | -763697 | -214088 |
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{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.29628 } } }
{ "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": [ [ 477484.5026141814, 288872.5558738552, 188611.9467403262, 455067.0018147643, -261960.4968802397, 717027.4986950044 ], [ 477.484503, 288.872556, 188.611947, 455.067002, -261.960497, 717.027499 ], [ 0.264461, 0.159996, 0.104465, 0.094973, 0, 0.116407 ], [ 10, 10, 10, 10, 10, 10 ], [ -89418, -76308, -64683, -1210166, -985157, -1001041 ], [ 1.923107, 2.103673, 1.738147, 1.08213, 0.904961, 1.257513 ], [ 117, 58, 59, 117, 58, 59 ], [ 50, 21, 29, 50, 21, 29 ], [ 67, 37, 30, 67, 37, 30 ], [ 42.735043, 36.206897, 49.152542, 42.735043, 36.206897, 49.152542 ], [ 2.576963, 3.706472, 1.798083, 1.450055, 1.594456, 1.300876 ], [ 339393, 339393, 59257, 572385, 572385, 460466 ], [ -26547, -25960, -26547, -431760, -374535, -431760 ], [ 29, 31, 27, 29, 31, 27 ], [ 41, 49, 36, 41, 49, 36 ], [ 20, 21, 19, 20, 21, 19 ], [ 3447, 1816, 1631, 3447, 1816, 1631 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 345132, -174417, -226956, -198596, -763697, -214088 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1607731200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759038249615, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.29628 } } }
# | 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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