Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546931.9737 | 491431.6051 | 55500.3686 | 115368.6296 | 34779.7103 | 80588.9193 |
Total P&L (%) | 546.932 | 491.4316 | 55.5004 | 115.3686 | 34.7797 | 80.5889 |
Avg Daily Profit (%) | 0.2337 | 0.21 | 0.0237 | 0.0328 | 0.0128 | 0.0253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122073 | -115279 | -10521 | -748525 | -730396 | -96183 |
Profit Factor | 2.2503 | 2.2711 | 2.0921 | 1.0862 | 1.0296 | 1.4995 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 58.6207 | 48.2759 | 68.9655 | 58.6207 | 48.2759 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.5885 | 2.4333 | 0.9415 | 0.7668 | 1.1031 | 0.6748 |
Largest Winning Trade | 251246 | 251246 | 17048 | 623677 | 623677 | 50249 |
Largest Losing Trade | -64030 | -64030 | -10395 | -334089 | -334089 | -96183 |
Avg Bars in Trades | 235 | 458 | 12 | 235 | 458 | 12 |
Avg Bars in Winners | 288 | 682 | 12 | 288 | 682 | 12 |
Avg Bars in Losers | 161 | 249 | 13 | 161 | 249 | 13 |
Bars Traded | 13670 | 13300 | 370 | 13670 | 13300 | 370 |
Profit Streak | 0 | 0 | 444.9128 | 0 | 0 | 444.9128 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165772 | 406966 | -156890 | -454785 | -367212 | -155429 |
{ "trading_pair": "ATOM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14039, "evaluation_days": 2339.83, "actual_first_datapoint_time": 1556510400000, "first_datapoint_time": 1557993600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758794070036, "expiration_time": 1764780048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 102, "offset": 0, "std": 2.08892 } }, "second_band": { "type": "jma", "factors": { "length": 53, "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": [ [ 546931.9737155396, 491431.6051233548, 55500.3685921847, 115368.6296416814, 34779.7103353994, 80588.9193062821 ], [ 546.931974, 491.431605, 55.500369, 115.36863, 34.77971, 80.588919 ], [ 0.233749, 0.210029, 0.02372, 0.032793, 0.012757, 0.025264 ], [ 10, 10, 10, 10, 10, 10 ], [ -122073, -115279, -10521, -748525, -730396, -96183 ], [ 2.25032, 2.271114, 2.092122, 1.086248, 1.029567, 1.499469 ], [ 58, 29, 29, 58, 29, 29 ], [ 34, 14, 20, 34, 14, 20 ], [ 24, 15, 9, 24, 15, 9 ], [ 58.62069, 48.275862, 68.965517, 58.62069, 48.275862, 68.965517 ], [ 1.588461, 2.433337, 0.941455, 0.766763, 1.103108, 0.674761 ], [ 251246, 251246, 17048, 623677, 623677, 50249 ], [ -64030, -64030, -10395, -334089, -334089, -96183 ], [ 235, 458, 12, 235, 458, 12 ], [ 288, 682, 12, 288, 682, 12 ], [ 161, 249, 13, 161, 249, 13 ], [ 13670, 13300, 370, 13670, 13300, 370 ], [ 0, 0, 444.912848, 0, 0, 444.912848 ], [ 0, 0, 5, 0, 0, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -165772, 406966, -156890, -454785, -367212, -155429 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14039, "evaluation_days": 2339.83, "actual_first_datapoint_time": 1556510400000, "first_datapoint_time": 1557993600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758794070036, "expiration_time": 1764780048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 102, "offset": 0, "std": 2.08892 } }, "second_band": { "type": "jma", "factors": { "length": 53, "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) |
---|