Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138633.5492 | 49675.5 | 88958.0492 | 174219.9037 | 34452.9168 | 139766.9869 |
Total P&L (%) | 138.6335 | 49.6755 | 88.958 | 174.2199 | 34.4529 | 139.767 |
Avg Daily Profit (%) | 0.2094 | 0.075 | 0.1344 | 0.1525 | 0.0447 | 0.1322 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54954 | -48507 | -46361 | -114342 | -116810 | -48254 |
Profit Factor | 1.5076 | 1.4005 | 1.5968 | 1.4247 | 1.1642 | 1.6976 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 42.5926 | 40.7407 | 44.4444 | 42.5926 | 40.7407 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.032 | 2.0371 | 1.9959 | 1.9202 | 1.6933 | 2.122 |
Largest Winning Trade | 27736 | 27736 | 26329 | 57153 | 36406 | 57153 |
Largest Losing Trade | -12824 | -9836 | -12824 | -28687 | -28687 | -21495 |
Avg Bars in Trades | 145 | 144 | 146 | 145 | 144 | 146 |
Avg Bars in Winners | 218 | 216 | 220 | 218 | 216 | 220 |
Avg Bars in Losers | 90 | 94 | 86 | 90 | 94 | 86 |
Bars Traded | 15680 | 7795 | 7884 | 15680 | 7795 | 7884 |
Profit Streak | 403.4759 | 406.8092 | 403.4759 | 403.4759 | 406.8092 | 403.4759 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302909 | -275511 | -192400 | 267146 | -357928 | -195112 |
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{ "first_band": { "type": "t3", "factors": { "length": 106, "offset": 0, "a": 0.62686 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.26804 } } }
{ "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": [ [ 138633.5492488159, 49675.4999988802, 88958.0492499357, 174219.9036570028, 34452.9167939068, 139766.9868630961 ], [ 138.633549, 49.6755, 88.958049, 174.219904, 34.452917, 139.766987 ], [ 0.209391, 0.075029, 0.134361, 0.152478, 0.044724, 0.132171 ], [ 10, 10, 10, 10, 10, 10 ], [ -54954, -48507, -46361, -114342, -116810, -48254 ], [ 1.507636, 1.400523, 1.596755, 1.424679, 1.164153, 1.697593 ], [ 108, 54, 54, 108, 54, 54 ], [ 46, 22, 24, 46, 22, 24 ], [ 62, 32, 30, 62, 32, 30 ], [ 42.592593, 40.740741, 44.444444, 42.592593, 40.740741, 44.444444 ], [ 2.032031, 2.037124, 1.995944, 1.920219, 1.693313, 2.121991 ], [ 27736, 27736, 26329, 57153, 36406, 57153 ], [ -12824, -9836, -12824, -28687, -28687, -21495 ], [ 145, 144, 146, 145, 144, 146 ], [ 218, 216, 220, 218, 216, 220 ], [ 90, 94, 86, 90, 94, 86 ], [ 15680, 7795, 7884, 15680, 7795, 7884 ], [ 403.475906, 406.809239, 403.475906, 403.475906, 406.809239, 403.475906 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 302909, -275511, -192400, 267146, -357928, -195112 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "1h", "packets": 25000, "actual_packets": 15890, "evaluation_days": 662.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669107600000, "last_datapoint_time": 1725933600000, "evaluation_time": 1758932718251, "expiration_time": 1730052288000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 106, "offset": 0, "a": 0.62686 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 4.26804 } } }
# | 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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