Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377607.248 | 51375.0731 | 326232.175 | -1744754.7483 | -55678.6393 | -1689076.109 |
Total P&L (%) | 377.6072 | 51.3751 | 326.2322 | -1744.7547 | -55.6786 | -1689.0761 |
Avg Daily Profit (%) | 0.2466 | 0.0336 | 0.2131 | 0 | -0.0531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130723 | -55480 | -124549 | -2917305 | -407328 | -2710764 |
Profit Factor | 2.5086 | 1.5182 | 3.1582 | 0.5123 | 0.9181 | 0.4171 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 53 | 24 | 29 | 38 | 20 | 18 |
Losing Trades | 12 | 9 | 3 | 27 | 13 | 14 |
Profitability (%) | 81.5385 | 72.7273 | 90.625 | 58.4615 | 60.6061 | 56.25 |
Ratio Avg Win / Avg Loss | 0.568 | 0.5693 | 0.3267 | 0.364 | 0.5968 | 0.3244 |
Largest Winning Trade | 33598 | 13981 | 33598 | 272467 | 127331 | 272467 |
Largest Losing Trade | -124549 | -55480 | -124549 | -1584961 | -193685 | -1584961 |
Avg Bars in Trades | 43 | 7 | 80 | 43 | 7 | 80 |
Avg Bars in Winners | 32 | 4 | 56 | 31 | 7 | 58 |
Avg Bars in Losers | 89 | 15 | 308 | 59 | 7 | 108 |
Bars Traded | 2808 | 245 | 2563 | 2808 | 245 | 2563 |
Profit Streak | 5.9979 | 116.9979 | 0 | 0 | 0 | 101.9979 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121240 | -145003 | 571676 | -715680 | -579150 | -579439 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3062, "evaluation_days": 1531, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1631577600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759319816546, "expiration_time": 1763245152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 163, "offset": 0, "std": 1.79746 } } }
{ "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": [ [ 377607.2480381705, 51375.0730576661, 326232.1749805042, -1744754.7483158868, -55678.6392729765, -1689076.1090429104 ], [ 377.607248, 51.375073, 326.232175, -1744.754748, -55.678639, -1689.076109 ], [ 0.246641, 0.033557, 0.213084, 0, -0.053134, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -130723, -55480, -124549, -2917305, -407328, -2710764 ], [ 2.508608, 1.518212, 3.158154, 0.512283, 0.918079, 0.417103 ], [ 65, 33, 32, 65, 33, 32 ], [ 53, 24, 29, 38, 20, 18 ], [ 12, 9, 3, 27, 13, 14 ], [ 81.538462, 72.727273, 90.625, 58.461538, 60.606061, 56.25 ], [ 0.567987, 0.569329, 0.326706, 0.36399, 0.596751, 0.324413 ], [ 33598, 13981, 33598, 272467, 127331, 272467 ], [ -124549, -55480, -124549, -1584961, -193685, -1584961 ], [ 43, 7, 80, 43, 7, 80 ], [ 32, 4, 56, 31, 7, 58 ], [ 89, 15, 308, 59, 7, 108 ], [ 2808, 245, 2563, 2808, 245, 2563 ], [ 5.997877, 116.997877, 0, 0, 0, 101.997877 ], [ 1, 3, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121240, -145003, 571676, -715680, -579150, -579439 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3062, "evaluation_days": 1531, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1631577600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759319816546, "expiration_time": 1763245152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 163, "offset": 0, "std": 1.79746 } } }
# | 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) |
---|