Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 300352.7057 | 17171.1176 | 283181.588 | 211973.1615 | -25919.6036 | 237892.7651 |
Total P&L (%) | 300.3527 | 17.1711 | 283.1816 | 211.9732 | -25.9196 | 237.8928 |
Avg Daily Profit (%) | 0.1973 | 0.0113 | 0.186 | 0.0748 | -0.0197 | 0.08 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105781 | -42526 | -99651 | -737694 | -189207 | -695446 |
Profit Factor | 2.0208 | 1.182 | 2.4166 | 1.1324 | 0.9342 | 1.1972 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 56.5217 | 47.0588 | 65.7143 | 56.5217 | 47.0588 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.5544 | 1.3298 | 1.2608 | 0.8711 | 1.051 | 0.6246 |
Largest Winning Trade | 48148 | 21190 | 48148 | 195569 | 128866 | 195569 |
Largest Losing Trade | -83297 | -17466 | -83297 | -673659 | -85113 | -673659 |
Avg Bars in Trades | 130 | 16 | 241 | 130 | 16 | 241 |
Avg Bars in Winners | 121 | 10 | 198 | 121 | 10 | 198 |
Avg Bars in Losers | 142 | 22 | 324 | 142 | 22 | 324 |
Bars Traded | 9017 | 559 | 8458 | 9017 | 559 | 8458 |
Profit Streak | 277.2413 | 456.908 | 277.2413 | 277.2413 | 456.908 | 277.2413 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92257 | -206366 | 518158 | -273353 | -578620 | -88060 |
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{ "first_band": { "type": "bbu", "factors": { "length": 38, "offset": 0, "std": 4.85855 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "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": [ [ 300352.7056717313, 17171.1176360515, 283181.5880356798, 211973.1614824964, -25919.6036361673, 237892.765118664 ], [ 300.352706, 17.171118, 283.181588, 211.973161, -25.919604, 237.892765 ], [ 0.197276, 0.011278, 0.185998, 0.074757, -0.019704, 0.080003 ], [ 10, 10, 10, 10, 10, 10 ], [ -105781, -42526, -99651, -737694, -189207, -695446 ], [ 2.020772, 1.182013, 2.416611, 1.132424, 0.934229, 1.197155 ], [ 69, 34, 35, 69, 34, 35 ], [ 39, 16, 23, 39, 16, 23 ], [ 30, 18, 12, 30, 18, 12 ], [ 56.521739, 47.058824, 65.714286, 56.521739, 47.058824, 65.714286 ], [ 1.55444, 1.329765, 1.26084, 0.871095, 1.051008, 0.624603 ], [ 48148, 21190, 48148, 195569, 128866, 195569 ], [ -83297, -17466, -83297, -673659, -85113, -673659 ], [ 130, 16, 241, 130, 16, 241 ], [ 121, 10, 198, 121, 10, 198 ], [ 142, 22, 324, 142, 22, 324 ], [ 9017, 559, 8458, 9017, 559, 8458 ], [ 277.241297, 456.907963, 277.241297, 277.241297, 456.907963, 277.241297 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92257, -206366, 518158, -273353, -578620, -88060 ] ] }
{ "trading_pair": "FLOW_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9135, "evaluation_days": 1522.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1629216000000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759182448027, "expiration_time": 1763122320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 38, "offset": 0, "std": 4.85855 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "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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