Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487840.5646 | 477083.0597 | 10757.5049 | 22167.1534 | 4742.3275 | 17424.8259 |
Total P&L (%) | 487.8406 | 477.0831 | 10.7575 | 22.1672 | 4.7423 | 17.4248 |
Avg Daily Profit (%) | 0.2127 | 0.208 | 0.0047 | 0.0087 | 0.002 | 0.007 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188191 | -183682 | -14033 | -929969 | -912647 | -44208 |
Profit Factor | 2.3726 | 2.4544 | 1.3931 | 1.0176 | 1.004 | 1.2172 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 53.6232 | 52.9412 | 54.2857 | 53.6232 | 52.9412 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.052 | 2.1817 | 1.1731 | 0.8801 | 0.8925 | 1.025 |
Largest Winning Trade | 293354 | 293354 | 4018 | 439019 | 439019 | 30128 |
Largest Losing Trade | -82820 | -82820 | -7927 | -746629 | -746629 | -33371 |
Avg Bars in Trades | 92 | 186 | 1 | 92 | 186 | 1 |
Avg Bars in Winners | 72 | 146 | 1 | 72 | 146 | 1 |
Avg Bars in Losers | 116 | 231 | 2 | 116 | 231 | 2 |
Bars Traded | 6413 | 6354 | 59 | 6413 | 6354 | 59 |
Profit Streak | 28.1952 | 0 | 143.1952 | 28.1952 | 0 | 143.1952 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92741 | 458289 | -326439 | -494439 | -573297 | -191102 |
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{ "first_band": { "type": "bbl", "factors": { "length": 239, "offset": 0, "std": 1.78516 } }, "second_band": { "type": "ssf", "factors": { "length": 3, "offset": 97, "poles": 3 } } }
{ "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": [ [ 487840.5646074802, 477083.0597161729, 10757.5048913072, 22167.1533608803, 4742.3275072321, 17424.8258536483 ], [ 487.840565, 477.08306, 10.757505, 22.167153, 4.742328, 17.424826 ], [ 0.212659, 0.20797, 0.004689, 0.008728, 0.00202, 0.007002 ], [ 10, 10, 10, 10, 10, 10 ], [ -188191, -183682, -14033, -929969, -912647, -44208 ], [ 2.372634, 2.454359, 1.393069, 1.017597, 1.004021, 1.217235 ], [ 69, 34, 35, 69, 34, 35 ], [ 37, 18, 19, 37, 18, 19 ], [ 32, 16, 16, 32, 16, 16 ], [ 53.623188, 52.941176, 54.285714, 53.623188, 52.941176, 54.285714 ], [ 2.052008, 2.181652, 1.173111, 0.880084, 0.892463, 1.02504 ], [ 293354, 293354, 4018, 439019, 439019, 30128 ], [ -82820, -82820, -7927, -746629, -746629, -33371 ], [ 92, 186, 1, 92, 186, 1 ], [ 72, 146, 1, 72, 146, 1 ], [ 116, 231, 2, 116, 231, 2 ], [ 6413, 6354, 59, 6413, 6354, 59 ], [ 28.195197, 0, 143.195197, 28.195197, 0, 143.195197 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -92741, 458289, -326439, -494439, -573297, -191102 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6882, "evaluation_days": 2294, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1564905600000, "last_datapoint_time": 1759334400000, "evaluation_time": 1759351265064, "expiration_time": 1765280448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 239, "offset": 0, "std": 1.78516 } }, "second_band": { "type": "ssf", "factors": { "length": 3, "offset": 97, "poles": 3 } } }
# | 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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