Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 920809.5635 | 967646.7091 | -46837.1457 | 152588.5153 | 3034494.7649 | -2881906.2496 |
Total P&L (%) | 920.8096 | 967.6467 | -46.8371 | 152.5885 | 3034.4948 | -2881.9063 |
Avg Daily Profit (%) | 0.5071 | 0.5328 | -0.0258 | 0.051 | 0.1899 | 0 |
Buy And Hold Return (%) | 695.677 | 695.677 | 695.677 | 695.677 | 695.677 | 695.677 |
Max Trade Drawdown | -198552 | -142042 | -108764 | -4762498 | -1918033 | -3357568 |
Profit Factor | 2.7423 | 3.9376 | 0.7648 | 1.0222 | 2.0012 | 0.2505 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 43.5484 | 45.1613 | 41.9355 | 43.5484 | 45.1613 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.5548 | 4.7814 | 1.0589 | 1.3251 | 2.4301 | 0.3468 |
Largest Winning Trade | 654730 | 654730 | 38345 | 3454778 | 3454778 | 391661 |
Largest Losing Trade | -57570 | -57570 | -42112 | -1764810 | -611964 | -1764810 |
Avg Bars in Trades | 56 | 89 | 23 | 56 | 89 | 23 |
Avg Bars in Winners | 74 | 109 | 36 | 74 | 109 | 36 |
Avg Bars in Losers | 42 | 72 | 13 | 42 | 72 | 13 |
Bars Traded | 3487 | 2771 | 716 | 3487 | 2771 | 716 |
Profit Streak | 75.9163 | 81.4163 | 0 | 75.9163 | 81.4163 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -209930 | -27616 | -582009 | -647378 | 305627 | -583676 |
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{ "first_band": { "type": "bbl", "factors": { "length": 136, "offset": 0, "std": 2.5019 } }, "second_band": { "type": "dcl", "factors": { "length": 130, "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": [ [ 920809.5634702638, 967646.7091483108, -46837.1456780466, 152588.5153408477, 3034494.7649468435, -2881906.2496059937 ], [ 920.809563, 967.646709, -46.837146, 152.588515, 3034.494765, -2881.90625 ], [ 0.507054, 0.532845, -0.025791, 0.051037, 0.189886, 0 ], [ 695.676987, 695.676987, 695.676987, 695.676987, 695.676987, 695.676987 ], [ -198552, -142042, -108764, -4762498, -1918033, -3357568 ], [ 2.74227, 3.937601, 0.764769, 1.022193, 2.001238, 0.250453 ], [ 62, 31, 31, 62, 31, 31 ], [ 27, 14, 13, 27, 14, 13 ], [ 35, 17, 18, 35, 17, 18 ], [ 43.548387, 45.16129, 41.935484, 43.548387, 45.16129, 41.935484 ], [ 3.554795, 4.781373, 1.058911, 1.325065, 2.430075, 0.346782 ], [ 654730, 654730, 38345, 3454778, 3454778, 391661 ], [ -57570, -57570, -42112, -1764810, -611964, -1764810 ], [ 56, 89, 23, 56, 89, 23 ], [ 74, 109, 36, 74, 109, 36 ], [ 42, 72, 13, 42, 72, 13 ], [ 3487, 2771, 716, 3487, 2771, 716 ], [ 75.916253, 81.416253, 0, 75.916253, 81.416253, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -209930, -27616, -582009, -647378, 305627, -583676 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3632, "evaluation_days": 1816, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606564800000, "last_datapoint_time": 1757592000000, "evaluation_time": 1757627964260, "expiration_time": 1762299072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 136, "offset": 0, "std": 2.5019 } }, "second_band": { "type": "dcl", "factors": { "length": 130, "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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