Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1341977.442 | 1300139.8008 | 41837.6412 | 1671869.5127 | 2121140.6371 | -449271.1245 |
Total P&L (%) | 1341.9774 | 1300.1398 | 41.8376 | 1671.8695 | 2121.1406 | -449.2711 |
Avg Daily Profit (%) | 0.7406 | 0.7175 | 0.0231 | 0.1588 | 0.1713 | 0 |
Buy And Hold Return (%) | 575.7465 | 575.7465 | 575.7465 | 575.7465 | 575.7465 | 575.7465 |
Max Trade Drawdown | -187283 | -121856 | -97948 | -3738195 | -2463808 | -1788872 |
Profit Factor | 3.3204 | 4.6654 | 1.1871 | 1.1821 | 1.3989 | 0.8837 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 52.5 | 50 | 55 | 52.5 | 50 | 55 |
Ratio Avg Win / Avg Loss | 3.0042 | 4.6654 | 0.9713 | 1.0696 | 1.3989 | 0.723 |
Largest Winning Trade | 855653 | 855653 | 58479 | 1525108 | 1525108 | 615074 |
Largest Losing Trade | -44177 | -44177 | -38753 | -1553590 | -1553590 | -781090 |
Avg Bars in Trades | 43 | 61 | 25 | 43 | 61 | 25 |
Avg Bars in Winners | 45 | 71 | 22 | 45 | 71 | 22 |
Avg Bars in Losers | 40 | 51 | 28 | 40 | 51 | 28 |
Bars Traded | 3473 | 2466 | 1007 | 3473 | 2466 | 1007 |
Profit Streak | 72.8932 | 77.3932 | 72.8932 | 72.8932 | 77.3932 | 72.8932 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8163 | 555438 | -342682 | -38170 | 236281 | -579265 |
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{ "first_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 2.1983 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "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": [ [ 1341977.4420135326, 1300139.8007648885, 41837.6412486452, 1671869.5126928824, 2121140.637148335, -449271.1244554537 ], [ 1341.977442, 1300.139801, 41.837641, 1671.869513, 2121.140637, -449.271124 ], [ 0.740606, 0.717516, 0.023089, 0.158769, 0.171262, 0 ], [ 575.746464, 575.746464, 575.746464, 575.746464, 575.746464, 575.746464 ], [ -187283, -121856, -97948, -3738195, -2463808, -1788872 ], [ 3.320437, 4.66541, 1.187089, 1.182141, 1.398898, 0.883653 ], [ 80, 40, 40, 80, 40, 40 ], [ 42, 20, 22, 42, 20, 22 ], [ 38, 20, 18, 38, 20, 18 ], [ 52.5, 50, 55, 52.5, 50, 55 ], [ 3.004205, 4.66541, 0.971255, 1.069556, 1.398898, 0.722988 ], [ 855653, 855653, 58479, 1525108, 1525108, 615074 ], [ -44177, -44177, -38753, -1553590, -1553590, -781090 ], [ 43, 61, 25, 43, 61, 25 ], [ 45, 71, 22, 45, 71, 22 ], [ 40, 51, 28, 40, 51, 28 ], [ 3473, 2466, 1007, 3473, 2466, 1007 ], [ 72.893157, 77.393157, 72.893157, 72.893157, 77.393157, 72.893157 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -8163, 555438, -342682, -38170, 236281, -579265 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3624, "evaluation_days": 1812, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1606564800000, "last_datapoint_time": 1757246400000, "evaluation_time": 1757280368769, "expiration_time": 1761943104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 2.1983 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "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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