Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 444398.5411 | 450129.9428 | -5731.4017 | 137128.3016 | 138498.8388 | -1370.5372 |
Total P&L (%) | 444.3985 | 450.1299 | -5.7314 | 137.1283 | 138.4988 | -1.3705 |
Avg Daily Profit (%) | 0.2088 | 0.2115 | -0.0027 | 0.0406 | 0.0409 | -0.0006 |
Buy And Hold Return (%) | 168.5362 | 168.5362 | 168.5362 | 168.5362 | 168.5362 | 168.5362 |
Max Trade Drawdown | -178518 | -164137 | -35262 | -624080 | -574958 | -114322 |
Profit Factor | 1.9161 | 2.2559 | 0.9548 | 1.1057 | 1.1355 | 0.995 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 56.4706 | 59.5238 | 53.4884 | 56.4706 | 59.5238 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.477 | 1.534 | 0.8302 | 0.8523 | 0.7722 | 0.8652 |
Largest Winning Trade | 200843 | 200843 | 19960 | 301701 | 301701 | 112360 |
Largest Losing Trade | -64393 | -64393 | -13214 | -379169 | -379169 | -59892 |
Avg Bars in Trades | 48 | 93 | 5 | 48 | 93 | 5 |
Avg Bars in Winners | 48 | 88 | 4 | 48 | 88 | 4 |
Avg Bars in Losers | 49 | 101 | 5 | 49 | 101 | 5 |
Bars Traded | 4156 | 3928 | 227 | 4156 | 3928 | 227 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 282804 | 355961 | -579997 | -409324 | -375935 | -579997 |
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{ "first_band": { "type": "dcl", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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": [ [ 444398.5410802506, 450129.9428032502, -5731.4017229993, 137128.3016026559, 138498.8387613197, -1370.537158664 ], [ 444.398541, 450.129943, -5.731402, 137.128302, 138.498839, -1.370537 ], [ 0.208834, 0.211527, -0.002693, 0.040583, 0.040854, -0.000649 ], [ 168.536212, 168.536212, 168.536212, 168.536212, 168.536212, 168.536212 ], [ -178518, -164137, -35262, -624080, -574958, -114322 ], [ 1.916059, 2.255917, 0.954769, 1.105706, 1.135539, 0.995024 ], [ 85, 42, 43, 85, 42, 43 ], [ 48, 25, 23, 48, 25, 23 ], [ 37, 17, 20, 37, 17, 20 ], [ 56.470588, 59.52381, 53.488372, 56.470588, 59.52381, 53.488372 ], [ 1.476962, 1.534023, 0.830234, 0.852315, 0.772167, 0.865238 ], [ 200843, 200843, 19960, 301701, 301701, 112360 ], [ -64393, -64393, -13214, -379169, -379169, -59892 ], [ 48, 93, 5, 48, 93, 5 ], [ 48, 88, 4, 48, 88, 4 ], [ 49, 101, 5, 49, 101, 5 ], [ 4156, 3928, 227, 4156, 3928, 227 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 282804, 355961, -579997, -409324, -375935, -579997 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4256, "evaluation_days": 2128, "actual_first_datapoint_time": 1574899200000, "first_datapoint_time": 1576281600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758989062339, "expiration_time": 1764230976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 13, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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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