Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363678.4924 | 145789.0502 | 217889.4423 | 34092.6621 | -110172.4312 | 144265.0933 |
Total P&L (%) | 363.6785 | 145.7891 | 217.8894 | 34.0927 | -110.1724 | 144.2651 |
Avg Daily Profit (%) | 0.2181 | 0.0874 | 0.1307 | 0.0176 | 0 | 0.0536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169532 | -138704 | -127165 | -365893 | -337686 | -190432 |
Profit Factor | 1.5513 | 1.4607 | 1.6348 | 1.029 | 0.8251 | 1.2652 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 61 | 54 | 68 | 61 | 54 | 68 |
Ratio Avg Win / Avg Loss | 0.9918 | 1.2443 | 0.7693 | 0.6579 | 0.7029 | 0.5954 |
Largest Winning Trade | 67197 | 67197 | 48252 | 111859 | 62503 | 111859 |
Largest Losing Trade | -77607 | -43793 | -77607 | -165907 | -131253 | -165907 |
Avg Bars in Trades | 194 | 212 | 176 | 194 | 212 | 176 |
Avg Bars in Winners | 168 | 183 | 156 | 168 | 183 | 156 |
Avg Bars in Losers | 235 | 247 | 218 | 235 | 247 | 218 |
Bars Traded | 19464 | 10644 | 8820 | 19464 | 10644 | 8820 |
Profit Streak | 91.3052 | 91.3052 | 149.4718 | 91.3052 | 91.3052 | 149.4718 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391157 | -253756 | -194621 | -359205 | -759355 | -299518 |
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{ "first_band": { "type": "sma", "factors": { "length": 50, "offset": 50 } }, "second_band": { "type": "linreg", "factors": { "length": 139, "offset": 243 } } }
{ "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": [ [ 363678.4924142282, 145789.0501636346, 217889.4422505933, 34092.6620775139, -110172.4312154689, 144265.0932929827 ], [ 363.678492, 145.78905, 217.889442, 34.092662, -110.172431, 144.265093 ], [ 0.218076, 0.087421, 0.130655, 0.017593, 0, 0.053567 ], [ 10, 10, 10, 10, 10, 10 ], [ -169532, -138704, -127165, -365893, -337686, -190432 ], [ 1.551267, 1.460652, 1.634821, 1.029043, 0.825092, 1.265205 ], [ 100, 50, 50, 100, 50, 50 ], [ 61, 27, 34, 61, 27, 34 ], [ 39, 23, 16, 39, 23, 16 ], [ 61, 54, 68, 61, 54, 68 ], [ 0.991794, 1.244259, 0.769327, 0.657913, 0.702856, 0.595391 ], [ 67197, 67197, 48252, 111859, 62503, 111859 ], [ -77607, -43793, -77607, -165907, -131253, -165907 ], [ 194, 212, 176, 194, 212, 176 ], [ 168, 183, 156, 168, 183, 156 ], [ 235, 247, 218, 235, 247, 218 ], [ 19464, 10644, 8820, 19464, 10644, 8820 ], [ 91.30516, 91.30516, 149.471827, 91.30516, 91.30516, 149.471827 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 391157, -253756, -194621, -359205, -759355, -299518 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 20012, "evaluation_days": 1667.67, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1618531200000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759900765858, "expiration_time": 1765083110400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 50, "offset": 50 } }, "second_band": { "type": "linreg", "factors": { "length": 139, "offset": 243 } } }
# | 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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