Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2364749.8004 | 2251481.2819 | 113268.5185 | 4769936.2819 | 4813838.9336 | -43902.6517 |
Total P&L (%) | 2364.7498 | 2251.4813 | 113.2685 | 4769.9363 | 4813.8389 | -43.9027 |
Avg Daily Profit (%) | 1.0211 | 0.9722 | 0.0489 | 0.1679 | 0.1683 | -0.025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135235 | -110157 | -104408 | -6553518 | -5062177 | -4525555 |
Profit Factor | 4.2432 | 6.5284 | 1.3519 | 1.1685 | 1.2976 | 0.9964 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 37.3832 | 33.3333 | 41.5094 | 37.3832 | 33.3333 | 41.5094 |
Ratio Avg Win / Avg Loss | 7.1074 | 13.0567 | 1.905 | 1.9573 | 2.5952 | 1.404 |
Largest Winning Trade | 1960161 | 1960161 | 82795 | 7448378 | 7448378 | 2085385 |
Largest Losing Trade | -35597 | -35597 | -25224 | -1583145 | -1583145 | -1421215 |
Avg Bars in Trades | 120 | 100 | 139 | 120 | 100 | 139 |
Avg Bars in Winners | 240 | 212 | 264 | 240 | 212 | 264 |
Avg Bars in Losers | 48 | 44 | 51 | 48 | 44 | 51 |
Bars Traded | 12849 | 5431 | 7417 | 12849 | 5431 | 7417 |
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 | 575131 | -164970 | -309436 | -30899 | -177867 | -762468 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "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": [ [ 2364749.8004306564, 2251481.2819330753, 113268.5184975826, 4769936.281852661, 4813838.933597933, -43902.6517452736 ], [ 2364.7498, 2251.481282, 113.268518, 4769.936282, 4813.838934, -43.902652 ], [ 1.021124, 0.972214, 0.048911, 0.167928, 0.168316, -0.024959 ], [ 10, 10, 10, 10, 10, 10 ], [ -135235, -110157, -104408, -6553518, -5062177, -4525555 ], [ 4.243225, 6.528366, 1.351902, 1.168523, 1.29758, 0.99638 ], [ 107, 54, 53, 107, 54, 53 ], [ 40, 18, 22, 40, 18, 22 ], [ 67, 36, 31, 67, 36, 31 ], [ 37.383178, 33.333333, 41.509434, 37.383178, 33.333333, 41.509434 ], [ 7.107401, 13.056732, 1.904952, 1.957277, 2.595161, 1.40399 ], [ 1960161, 1960161, 82795, 7448378, 7448378, 2085385 ], [ -35597, -35597, -25224, -1583145, -1583145, -1421215 ], [ 120, 100, 139, 120, 100, 139 ], [ 240, 212, 264, 240, 212, 264 ], [ 48, 44, 51, 48, 44, 51 ], [ 12849, 5431, 7417, 12849, 5431, 7417 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 575131, -164970, -309436, -30899, -177867, -762468 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13895, "evaluation_days": 2315.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562702400000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759472031857, "expiration_time": 1765466640000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 69, "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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