Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495922.9025 | 408636.1245 | 87286.778 | 79013.5259 | -66627.0693 | 145640.5952 |
Total P&L (%) | 495.9229 | 408.6361 | 87.2868 | 79.0135 | -66.6271 | 145.6406 |
Avg Daily Profit (%) | 0.2576 | 0.2123 | 0.0453 | 0.0303 | -0.057 | 0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154171 | -166823 | -37217 | -527044 | -528162 | -126454 |
Profit Factor | 1.6884 | 1.7945 | 1.4234 | 1.0489 | 0.944 | 1.3411 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 61 | 36 | 25 | 61 | 36 | 25 |
Profitability (%) | 50.4065 | 40.9836 | 59.6774 | 50.4065 | 40.9836 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.6611 | 2.5841 | 0.9618 | 1.0319 | 1.3594 | 0.9062 |
Largest Winning Trade | 342833 | 342833 | 23505 | 304341 | 304341 | 100550 |
Largest Losing Trade | -39406 | -39406 | -23161 | -200695 | -200695 | -81034 |
Avg Bars in Trades | 175 | 294 | 59 | 175 | 294 | 59 |
Avg Bars in Winners | 205 | 429 | 53 | 205 | 429 | 53 |
Avg Bars in Losers | 146 | 200 | 68 | 146 | 200 | 68 |
Bars Traded | 21647 | 17954 | 3693 | 21647 | 17954 | 3693 |
Profit Streak | 92.5117 | 0 | 163.6783 | 92.5117 | 0 | 163.6783 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441015 | -154334 | -285133 | -318307 | -744575 | -283832 |
{ "trading_pair": "COMP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23099, "evaluation_days": 1924.92, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1594684800000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759429008520, "expiration_time": 1765408060800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 212, "offset": 0, "std": 1.01487 } }, "second_band": { "type": "jma", "factors": { "length": 225, "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": [ [ 495922.9024932364, 408636.1244768225, 87286.7780164137, 79013.525869352, -66627.0693406928, 145640.5952100448 ], [ 495.922902, 408.636124, 87.286778, 79.013526, -66.627069, 145.640595 ], [ 0.257633, 0.212287, 0.045346, 0.030255, -0.056995, 0.046699 ], [ 10, 10, 10, 10, 10, 10 ], [ -154171, -166823, -37217, -527044, -528162, -126454 ], [ 1.688354, 1.794526, 1.423449, 1.048862, 0.944017, 1.341133 ], [ 123, 61, 62, 123, 61, 62 ], [ 62, 25, 37, 62, 25, 37 ], [ 61, 36, 25, 61, 36, 25 ], [ 50.406504, 40.983607, 59.677419, 50.406504, 40.983607, 59.677419 ], [ 1.661122, 2.584117, 0.96179, 1.031945, 1.359385, 0.906171 ], [ 342833, 342833, 23505, 304341, 304341, 100550 ], [ -39406, -39406, -23161, -200695, -200695, -81034 ], [ 175, 294, 59, 175, 294, 59 ], [ 205, 429, 53, 205, 429, 53 ], [ 146, 200, 68, 146, 200, 68 ], [ 21647, 17954, 3693, 21647, 17954, 3693 ], [ 92.511673, 0, 163.678339, 92.511673, 0, 163.678339 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441015, -154334, -285133, -318307, -744575, -283832 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23099, "evaluation_days": 1924.92, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1594684800000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759429008520, "expiration_time": 1765408060800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 212, "offset": 0, "std": 1.01487 } }, "second_band": { "type": "jma", "factors": { "length": 225, "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) |
---|