Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1041973.9651 | 924827.86 | 117146.1051 | 738364.1141 | 487760.6532 | 250603.4609 |
Total P&L (%) | 1041.974 | 924.8279 | 117.1461 | 738.3641 | 487.7607 | 250.6035 |
Avg Daily Profit (%) | 0.4483 | 0.3979 | 0.0504 | 0.0915 | 0.0762 | 0.054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212096 | -118644 | -223679 | -1357880 | -989758 | -574090 |
Profit Factor | 1.5756 | 2.0363 | 1.1277 | 1.1144 | 1.1498 | 1.0783 |
Total Trades | 580 | 290 | 290 | 580 | 290 | 290 |
Winning Trades | 188 | 90 | 98 | 188 | 90 | 98 |
Losing Trades | 392 | 200 | 192 | 392 | 200 | 192 |
Profitability (%) | 32.4138 | 31.0345 | 33.7931 | 32.4138 | 31.0345 | 33.7931 |
Ratio Avg Win / Avg Loss | 3.2854 | 4.5252 | 2.2093 | 2.3236 | 2.5552 | 2.1126 |
Largest Winning Trade | 521592 | 521592 | 61376 | 891942 | 891942 | 204353 |
Largest Losing Trade | -29481 | -21519 | -29481 | -344889 | -344889 | -330295 |
Avg Bars in Trades | 23 | 20 | 27 | 23 | 20 | 27 |
Avg Bars in Winners | 51 | 42 | 59 | 51 | 42 | 59 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 13868 | 5943 | 7925 | 13868 | 5943 | 7925 |
Profit Streak | 0 | 0 | 23.8438 | 0 | 0 | 23.8438 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342304 | 268667 | -208633 | -167494 | -151918 | -258124 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13946, "evaluation_days": 2324.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560182400000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760213701351, "expiration_time": 1766223072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 161, "offset": 0, "std": 1.91186 } } }
{ "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": [ [ 1041973.9651069941, 924827.8599817824, 117146.1051252126, 738364.1140822179, 487760.6531959574, 250603.46088626 ], [ 1041.973965, 924.82786, 117.146105, 738.364114, 487.760653, 250.603461 ], [ 0.44829, 0.39789, 0.0504, 0.091521, 0.076229, 0.053986 ], [ 10, 10, 10, 10, 10, 10 ], [ -212096, -118644, -223679, -1357880, -989758, -574090 ], [ 1.575648, 2.036325, 1.127655, 1.114377, 1.14982, 1.078317 ], [ 580, 290, 290, 580, 290, 290 ], [ 188, 90, 98, 188, 90, 98 ], [ 392, 200, 192, 392, 200, 192 ], [ 32.413793, 31.034483, 33.793103, 32.413793, 31.034483, 33.793103 ], [ 3.285393, 4.525167, 2.209283, 2.323595, 2.555155, 2.112621 ], [ 521592, 521592, 61376, 891942, 891942, 204353 ], [ -29481, -21519, -29481, -344889, -344889, -330295 ], [ 23, 20, 27, 23, 20, 27 ], [ 51, 42, 59, 51, 42, 59 ], [ 10, 10, 10, 10, 10, 10 ], [ 13868, 5943, 7925, 13868, 5943, 7925 ], [ 0, 0, 23.843765, 0, 0, 23.843766 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 342304, 268667, -208633, -167494, -151918, -258124 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13946, "evaluation_days": 2324.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560182400000, "last_datapoint_time": 1760198400000, "evaluation_time": 1760213701351, "expiration_time": 1766223072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 161, "offset": 0, "std": 1.91186 } } }
# | 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) |
---|