Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556056.3695 | 455329.6735 | 100726.696 | 575363.048 | 539276.9359 | 36086.1122 |
Total P&L (%) | 556.0564 | 455.3297 | 100.7267 | 575.363 | 539.2769 | 36.0861 |
Avg Daily Profit (%) | 0.2669 | 0.2186 | 0.0483 | 0.0917 | 0.0891 | 0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127705 | -95755 | -141147 | -356849 | -240747 | -269548 |
Profit Factor | 1.7968 | 2.265 | 1.298 | 1.3205 | 1.577 | 1.0419 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 42.0635 | 39.6825 | 44.4444 | 42.0635 | 39.6825 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.4748 | 3.4429 | 1.6225 | 1.8188 | 2.3971 | 1.3024 |
Largest Winning Trade | 211915 | 211915 | 60427 | 422587 | 422587 | 264403 |
Largest Losing Trade | -39653 | -38000 | -39653 | -160292 | -109025 | -160292 |
Avg Bars in Trades | 193 | 180 | 206 | 193 | 180 | 206 |
Avg Bars in Winners | 305 | 296 | 313 | 305 | 296 | 313 |
Avg Bars in Losers | 112 | 104 | 121 | 112 | 104 | 121 |
Bars Traded | 24398 | 11392 | 13006 | 24398 | 11392 | 13006 |
Profit Streak | 0 | 0 | 51.6474 | 0 | 0 | 51.6474 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333550 | -138879 | -275712 | -71520 | -221688 | -498607 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579845600000, "first_datapoint_time": 1581595200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759915936345, "expiration_time": 1766390400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 3.84788 } }, "second_band": { "type": "linreg", "factors": { "length": 244, "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": [ [ 556056.3695468844, 455329.6735040217, 100726.6960428627, 575363.0480448777, 539276.9358618308, 36086.1121830466 ], [ 556.05637, 455.329674, 100.726696, 575.363048, 539.276936, 36.086112 ], [ 0.266907, 0.218559, 0.048349, 0.091726, 0.089088, 0.014791 ], [ 10, 10, 10, 10, 10, 10 ], [ -127705, -95755, -141147, -356849, -240747, -269548 ], [ 1.796753, 2.265037, 1.298035, 1.320529, 1.577046, 1.041936 ], [ 126, 63, 63, 126, 63, 63 ], [ 53, 25, 28, 53, 25, 28 ], [ 73, 38, 35, 73, 38, 35 ], [ 42.063492, 39.68254, 44.444444, 42.063492, 39.68254, 44.444444 ], [ 2.474773, 3.442856, 1.622544, 1.818841, 2.39711, 1.30242 ], [ 211915, 211915, 60427, 422587, 422587, 264403 ], [ -39653, -38000, -39653, -160292, -109025, -160292 ], [ 193, 180, 206, 193, 180, 206 ], [ 305, 296, 313, 305, 296, 313 ], [ 112, 104, 121, 112, 104, 121 ], [ 24398, 11392, 13006, 24398, 11392, 13006 ], [ 0, 0, 51.647411, 0, 0, 51.647411 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 333550, -138879, -275712, -71520, -221688, -498607 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579845600000, "first_datapoint_time": 1581595200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759915936345, "expiration_time": 1766390400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 3.84788 } }, "second_band": { "type": "linreg", "factors": { "length": 244, "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) |
---|