Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536328.184 | 451654.1164 | 84674.0677 | -1905360.5087 | -892561.4081 | -1012799.1006 |
Total P&L (%) | 536.3282 | 451.6541 | 84.6741 | -1905.3605 | -892.5614 | -1012.7991 |
Avg Daily Profit (%) | 0.2575 | 0.2168 | 0.0407 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195293 | -152182 | -185226 | -2253142 | -1580162 | -1206239 |
Profit Factor | 1.6951 | 2.0235 | 1.2564 | 0.5931 | 0.7144 | 0.35 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 76 | 35 | 41 | 72 | 41 | 31 |
Losing Trades | 73 | 39 | 34 | 77 | 33 | 44 |
Profitability (%) | 51.0067 | 47.2973 | 54.6667 | 48.3221 | 55.4054 | 41.3333 |
Ratio Avg Win / Avg Loss | 1.6282 | 2.2547 | 1.0419 | 0.6343 | 0.575 | 0.4968 |
Largest Winning Trade | 147114 | 147114 | 39771 | 494683 | 494683 | 181091 |
Largest Losing Trade | -152241 | -62926 | -152241 | -791433 | -791433 | -239326 |
Avg Bars in Trades | 164 | 187 | 141 | 164 | 187 | 141 |
Avg Bars in Winners | 199 | 210 | 191 | 147 | 183 | 100 |
Avg Bars in Losers | 127 | 167 | 81 | 179 | 192 | 169 |
Bars Traded | 24498 | 13895 | 10603 | 24498 | 13895 | 10603 |
Profit Streak | 0 | 0 | 0 | 62.9271 | 78.5938 | 62.9271 |
Trades During Streak | 0 | 0 | 0 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441565 | -53898 | -194860 | -580062 | -643294 | -640547 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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": [ [ 536328.1840493265, 451654.1163768197, 84674.0676725072, -1905360.508700384, -892561.4080841818, -1012799.100616202 ], [ 536.328184, 451.654116, 84.674068, -1905.360509, -892.561408, -1012.799101 ], [ 0.2575, 0.216846, 0.040653, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -195293, -152182, -185226, -2253142, -1580162, -1206239 ], [ 1.695111, 2.02349, 1.256368, 0.593139, 0.714373, 0.350002 ], [ 149, 74, 75, 149, 74, 75 ], [ 76, 35, 41, 72, 41, 31 ], [ 73, 39, 34, 77, 33, 44 ], [ 51.006711, 47.297297, 54.666667, 48.322148, 55.405405, 41.333333 ], [ 1.628199, 2.254747, 1.041866, 0.634329, 0.574983, 0.496777 ], [ 147114, 147114, 39771, 494683, 494683, 181091 ], [ -152241, -62926, -152241, -791433, -791433, -239326 ], [ 164, 187, 141, 164, 187, 141 ], [ 199, 210, 191, 147, 183, 100 ], [ 127, 167, 81, 179, 192, 169 ], [ 24498, 13895, 10603, 24498, 13895, 10603 ], [ 0, 0, 0, 62.927105, 78.593772, 62.927105 ], [ 0, 0, 0, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441565, -53898, -194860, -580062, -643294, -640547 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24994, "evaluation_days": 2082.83, "actual_first_datapoint_time": 1579816800000, "first_datapoint_time": 1580220000000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759839301876, "expiration_time": 1766316844800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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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