Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3463297.5958 | 3458966.2667 | 4331.329 | 79293.5445 | -886256.2949 | 965549.8394 |
Total P&L (%) | 3463.2976 | 3458.9663 | 4.3313 | 79.2935 | -886.2563 | 965.5498 |
Avg Daily Profit (%) | 1.4911 | 1.4892 | 0.0019 | 0.0251 | 0 | 0.1019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187587 | -174030 | -56053 | -5525444 | -5175725 | -360031 |
Profit Factor | 7.0064 | 8.7231 | 1.0336 | 1.0123 | 0.8496 | 2.6678 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 45.9016 | 36.6667 | 54.8387 | 45.9016 | 36.6667 | 54.8387 |
Ratio Avg Win / Avg Loss | 8.2576 | 15.0672 | 0.8512 | 1.193 | 1.4674 | 2.197 |
Largest Winning Trade | 3401954 | 3401954 | 32568 | 2770436 | 2770436 | 600201 |
Largest Losing Trade | -79851 | -79851 | -45942 | -3205121 | -3205121 | -312630 |
Avg Bars in Trades | 108 | 203 | 15 | 108 | 203 | 15 |
Avg Bars in Winners | 127 | 294 | 20 | 127 | 294 | 20 |
Avg Bars in Losers | 91 | 151 | 9 | 91 | 151 | 9 |
Bars Traded | 6589 | 6108 | 481 | 6589 | 6108 | 481 |
Profit Streak | 17.4555 | 0 | 169.7889 | 17.4555 | 0 | 169.7889 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144731 | 614153 | -539832 | -533357 | -584344 | -49959 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6968, "evaluation_days": 2322.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563120000000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760007357555, "expiration_time": 1766017152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 247, "offset": 0, "std": 2.65823 } }, "second_band": { "type": "dcl", "factors": { "length": 46, "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": [ [ 3463297.5957588186, 3458966.2667408246, 4331.329017995, 79293.5444860963, -886256.2949220884, 965549.8394081853 ], [ 3463.297596, 3458.966267, 4.331329, 79.293544, -886.256295, 965.549839 ], [ 1.491085, 1.48922, 0.001865, 0.02514, 0, 0.101921 ], [ 10, 10, 10, 10, 10, 10 ], [ -187587, -174030, -56053, -5525444, -5175725, -360031 ], [ 7.006449, 8.723105, 1.033648, 1.012256, 0.849556, 2.667803 ], [ 61, 30, 31, 61, 30, 31 ], [ 28, 11, 17, 28, 11, 17 ], [ 33, 19, 14, 33, 19, 14 ], [ 45.901639, 36.666667, 54.83871, 45.901639, 36.666667, 54.83871 ], [ 8.257601, 15.067181, 0.85124, 1.193016, 1.467415, 2.197014 ], [ 3401954, 3401954, 32568, 2770436, 2770436, 600201 ], [ -79851, -79851, -45942, -3205121, -3205121, -312630 ], [ 108, 203, 15, 108, 203, 15 ], [ 127, 294, 20, 127, 294, 20 ], [ 91, 151, 9, 91, 151, 9 ], [ 6589, 6108, 481, 6589, 6108, 481 ], [ 17.455527, 0, 169.78886, 17.455527, 0, 169.788861 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144731, 614153, -539832, -533357, -584344, -49959 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6968, "evaluation_days": 2322.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563120000000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760007357555, "expiration_time": 1766017152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 247, "offset": 0, "std": 2.65823 } }, "second_band": { "type": "dcl", "factors": { "length": 46, "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) |
---|