Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455032.467 | 430370.8661 | 24661.6009 | 253121.1089 | 329406.8457 | -76285.7368 |
Total P&L (%) | 455.0325 | 430.3709 | 24.6616 | 253.1211 | 329.4068 | -76.2857 |
Avg Daily Profit (%) | 0.2422 | 0.229 | 0.0131 | 0.0672 | 0.0776 | -0.0766 |
Buy And Hold Return (%) | 141.1162 | 141.1162 | 141.1162 | 141.1162 | 141.1162 | 141.1162 |
Max Trade Drawdown | -124402 | -107011 | -72892 | -596043 | -497251 | -276550 |
Profit Factor | 1.9077 | 2.7293 | 1.0977 | 1.1034 | 1.2414 | 0.9296 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 50.6494 | 57.8947 | 43.5897 | 50.6494 | 57.8947 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.8588 | 1.985 | 1.4205 | 1.0751 | 0.9029 | 1.203 |
Largest Winning Trade | 180412 | 180412 | 32082 | 285331 | 285331 | 157105 |
Largest Losing Trade | -69991 | -45365 | -69991 | -317849 | -317849 | -229986 |
Avg Bars in Trades | 285 | 405 | 168 | 285 | 405 | 168 |
Avg Bars in Winners | 378 | 482 | 244 | 378 | 482 | 244 |
Avg Bars in Losers | 189 | 299 | 109 | 189 | 299 | 109 |
Bars Traded | 21985 | 15421 | 6564 | 21985 | 15421 | 6564 |
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 | -37501 | 397670 | -456621 | -264484 | -94929 | -581583 |
{ "trading_pair": "MKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22549, "evaluation_days": 1879.08, "actual_first_datapoint_time": 1595512800000, "first_datapoint_time": 1597248000000, "last_datapoint_time": 1757901600000, "evaluation_time": 1758862407898, "expiration_time": 1763746300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 227, "offset": 15, "a": 0.95709 } }, "second_band": { "type": "bbu", "factors": { "length": 120, "offset": 0, "std": 1.08825 } } }
{ "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": [ [ 455032.4669662899, 430370.8660854287, 24661.6008808614, 253121.1089011809, 329406.8456870394, -76285.7367858587 ], [ 455.032467, 430.370866, 24.661601, 253.121109, 329.406846, -76.285737 ], [ 0.242157, 0.229033, 0.013124, 0.067164, 0.077581, -0.076556 ], [ 141.116178, 141.116178, 141.116178, 141.116178, 141.116178, 141.116178 ], [ -124402, -107011, -72892, -596043, -497251, -276550 ], [ 1.907696, 2.729309, 1.097694, 1.103413, 1.241444, 0.929584 ], [ 77, 38, 39, 77, 38, 39 ], [ 39, 22, 17, 39, 22, 17 ], [ 38, 16, 22, 38, 16, 22 ], [ 50.649351, 57.894737, 43.589744, 50.649351, 57.894737, 43.589744 ], [ 1.858781, 1.984952, 1.420546, 1.07512, 0.902869, 1.202991 ], [ 180412, 180412, 32082, 285331, 285331, 157105 ], [ -69991, -45365, -69991, -317849, -317849, -229986 ], [ 285, 405, 168, 285, 405, 168 ], [ 378, 482, 244, 378, 482, 244 ], [ 189, 299, 109, 189, 299, 109 ], [ 21985, 15421, 6564, 21985, 15421, 6564 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -37501, 397670, -456621, -264484, -94929, -581583 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22549, "evaluation_days": 1879.08, "actual_first_datapoint_time": 1595512800000, "first_datapoint_time": 1597248000000, "last_datapoint_time": 1757901600000, "evaluation_time": 1758862407898, "expiration_time": 1763746300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 227, "offset": 15, "a": 0.95709 } }, "second_band": { "type": "bbu", "factors": { "length": 120, "offset": 0, "std": 1.08825 } } }
# | 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) |
---|