Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1929569.8371 | 1957641.7299 | -28071.8927 | -35617.6356 | -138437.1586 | 102819.523 |
Total P&L (%) | 1929.5698 | 1957.6417 | -28.0719 | -35.6176 | -138.4372 | 102.8195 |
Avg Daily Profit (%) | 0.8363 | 0.8485 | -0.0122 | -0.0191 | 0 | 0.0307 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188709 | -198695 | -50127 | -933806 | -1009523 | -40289 |
Profit Factor | 3.915 | 4.419 | 0.6859 | 0.9809 | 0.9197 | 1.7495 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 41.7582 | 37.7778 | 45.6522 | 41.7582 | 37.7778 | 45.6522 |
Ratio Avg Win / Avg Loss | 5.4603 | 7.2784 | 0.8166 | 1.368 | 1.5147 | 2.0827 |
Largest Winning Trade | 1856693 | 1856693 | 10450 | 667760 | 667760 | 62733 |
Largest Losing Trade | -64781 | -64781 | -23615 | -413491 | -413491 | -34091 |
Avg Bars in Trades | 139 | 279 | 3 | 139 | 279 | 3 |
Avg Bars in Winners | 201 | 445 | 4 | 201 | 445 | 4 |
Avg Bars in Losers | 95 | 178 | 3 | 95 | 178 | 3 |
Bars Traded | 12732 | 12570 | 162 | 12732 | 12570 | 162 |
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 | 620439 | 572035 | -582117 | -582073 | -582687 | -149955 |
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{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 3.19406 } }, "second_band": { "type": "dema", "factors": { "length": 38, "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": [ [ 1929569.837128282, 1957641.7298770132, -28071.8927487298, -35617.6355923947, -138437.1586141974, 102819.5230218027 ], [ 1929.569837, 1957.64173, -28.071893, -35.617636, -138.437159, 102.819523 ], [ 0.836336, 0.848503, -0.012167, -0.019083, 0, 0.030655 ], [ 10, 10, 10, 10, 10, 10 ], [ -188709, -198695, -50127, -933806, -1009523, -40289 ], [ 3.914951, 4.419016, 0.685932, 0.980853, 0.919653, 1.74946 ], [ 91, 45, 46, 91, 45, 46 ], [ 38, 17, 21, 38, 17, 21 ], [ 53, 28, 25, 53, 28, 25 ], [ 41.758242, 37.777778, 45.652174, 41.758242, 37.777778, 45.652174 ], [ 5.460326, 7.278379, 0.816585, 1.368031, 1.514722, 2.082691 ], [ 1856693, 1856693, 10450, 667760, 667760, 62733 ], [ -64781, -64781, -23615, -413491, -413491, -34091 ], [ 139, 279, 3, 139, 279, 3 ], [ 201, 445, 4, 201, 445, 4 ], [ 95, 178, 3, 95, 178, 3 ], [ 12732, 12570, 162, 12732, 12570, 162 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 620439, 572035, -582117, -582073, -582687, -149955 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559894400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882957123, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 3.19406 } }, "second_band": { "type": "dema", "factors": { "length": 38, "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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