Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119815.4889 | 47562.5191 | 72252.9698 | -20138.3593 | 8439.329 | -28577.6883 |
Total P&L (%) | 119.8155 | 47.5625 | 72.253 | -20.1384 | 8.4393 | -28.5777 |
Avg Daily Profit (%) | 0.23 | 0.0913 | 0.1387 | -0.0432 | 0.0156 | -0.0646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87816 | -29444 | -87271 | -121489 | -38997 | -120799 |
Profit Factor | 1.4679 | 1.5245 | 1.4368 | 0.9234 | 1.1097 | 0.8464 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 83 | 37 | 46 | 83 | 37 | 46 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 66.4 | 58.7302 | 74.1935 | 66.4 | 58.7302 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.7428 | 1.0713 | 0.4998 | 0.4673 | 0.7798 | 0.2944 |
Largest Winning Trade | 31390 | 12299 | 31390 | 10321 | 8283 | 10321 |
Largest Losing Trade | -87271 | -20582 | -87271 | -120799 | -15848 | -120799 |
Avg Bars in Trades | 193 | 123 | 265 | 193 | 123 | 265 |
Avg Bars in Winners | 150 | 109 | 182 | 150 | 109 | 182 |
Avg Bars in Losers | 280 | 142 | 503 | 280 | 142 | 503 |
Bars Traded | 24232 | 7767 | 16465 | 24232 | 7767 | 16465 |
Profit Streak | 0 | 0 | 19.6189 | 0 | 0 | 19.6189 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331541 | -217256 | -159131 | -578889 | -585428 | -731325 |
{ "trading_pair": "ATOM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714707000000, "first_datapoint_time": 1715225400000, "last_datapoint_time": 1759705200000, "evaluation_time": 1759706475578, "expiration_time": 1766185200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 4.95716 } }, "second_band": { "type": "dcl", "factors": { "length": 77, "offset": 212 } } }
{ "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": [ [ 119815.4888917917, 47562.5190971332, 72252.9697946585, -20138.3593413023, 8439.3289726123, -28577.6883139146 ], [ 119.815489, 47.562519, 72.25297, -20.138359, 8.439329, -28.577688 ], [ 0.230047, 0.091321, 0.138727, -0.043167, 0.015557, -0.064599 ], [ 10, 10, 10, 10, 10, 10 ], [ -87816, -29444, -87271, -121489, -38997, -120799 ], [ 1.467856, 1.524519, 1.436794, 0.923416, 1.109749, 0.846408 ], [ 125, 63, 62, 125, 63, 62 ], [ 83, 37, 46, 83, 37, 46 ], [ 42, 26, 16, 42, 26, 16 ], [ 66.4, 58.730159, 74.193548, 66.4, 58.730159, 74.193548 ], [ 0.742771, 1.071284, 0.499755, 0.467271, 0.779823, 0.294403 ], [ 31390, 12299, 31390, 10321, 8283, 10321 ], [ -87271, -20582, -87271, -120799, -15848, -120799 ], [ 193, 123, 265, 193, 123, 265 ], [ 150, 109, 182, 150, 109, 182 ], [ 280, 142, 503, 280, 142, 503 ], [ 24232, 7767, 16465, 24232, 7767, 16465 ], [ 0, 0, 19.61893, 0, 0, 19.61893 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331541, -217256, -159131, -578889, -585428, -731325 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714707000000, "first_datapoint_time": 1715225400000, "last_datapoint_time": 1759705200000, "evaluation_time": 1759706475578, "expiration_time": 1766185200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 4.95716 } }, "second_band": { "type": "dcl", "factors": { "length": 77, "offset": 212 } } }
# | 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) |
---|