Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3163150.7057 | 3000870.0654 | 162280.6403 | 1366948.9386 | 1098367.3084 | 268581.6302 |
Total P&L (%) | 3163.1507 | 3000.8701 | 162.2806 | 1366.9489 | 1098.3673 | 268.5816 |
Avg Daily Profit (%) | 1.3627 | 1.2928 | 0.0699 | 0.1158 | 0.1071 | 0.0562 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195155 | -190934 | -64046 | -2693007 | -1748055 | -1428583 |
Profit Factor | 5.3273 | 6.2564 | 2.0138 | 1.2307 | 1.2719 | 1.1424 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 13 | 30 | 43 | 13 | 30 |
Losing Trades | 50 | 33 | 17 | 50 | 33 | 17 |
Profitability (%) | 46.2366 | 28.2609 | 63.8298 | 46.2366 | 28.2609 | 63.8298 |
Ratio Avg Win / Avg Loss | 6.1945 | 15.8816 | 1.1411 | 1.4311 | 3.2288 | 0.6474 |
Largest Winning Trade | 2754896 | 2754896 | 42421 | 1843834 | 1843834 | 343099 |
Largest Losing Trade | -54896 | -54896 | -30936 | -929026 | -486719 | -929026 |
Avg Bars in Trades | 144 | 263 | 27 | 144 | 263 | 27 |
Avg Bars in Winners | 172 | 497 | 32 | 172 | 497 | 32 |
Avg Bars in Losers | 119 | 171 | 20 | 119 | 171 | 20 |
Bars Traded | 13429 | 12117 | 1311 | 13429 | 12117 | 1311 |
Profit Streak | 0 | 101.677 | 0 | 0 | 101.677 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 737060 | 263278 | -94721 | -39578 | -63437 | -181239 |
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{ "first_band": { "type": "alma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 180, "offset": 0, "std": 3.426 } } }
{ "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": [ [ 3163150.705745206, 3000870.0654322645, 162280.6403129419, 1366948.9386224542, 1098367.3084414243, 268581.6301810296 ], [ 3163.150706, 3000.870065, 162.28064, 1366.948939, 1098.367308, 268.58163 ], [ 1.36274, 1.292826, 0.069913, 0.115775, 0.107053, 0.056216 ], [ 10, 10, 10, 10, 10, 10 ], [ -195155, -190934, -64046, -2693007, -1748055, -1428583 ], [ 5.327304, 6.256383, 2.01378, 1.230713, 1.271944, 1.142413 ], [ 93, 46, 47, 93, 46, 47 ], [ 43, 13, 30, 43, 13, 30 ], [ 50, 33, 17, 50, 33, 17 ], [ 46.236559, 28.26087, 63.829787, 46.236559, 28.26087, 63.829787 ], [ 6.194539, 15.881589, 1.141142, 1.431062, 3.22878, 0.647367 ], [ 2754896, 2754896, 42421, 1843834, 1843834, 343099 ], [ -54896, -54896, -30936, -929026, -486719, -929026 ], [ 144, 263, 27, 144, 263, 27 ], [ 172, 497, 32, 172, 497, 32 ], [ 119, 171, 20, 119, 171, 20 ], [ 13429, 12117, 1311, 13429, 12117, 1311 ], [ 0, 101.677008, 0, 0, 101.677008, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 737060, 263278, -94721, -39578, -63437, -181239 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13927, "evaluation_days": 2321.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561190400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759925693488, "expiration_time": 1765941264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 180, "offset": 0, "std": 3.426 } } }
# | 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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