| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 356168.3195 | 244725.3891 | 111442.9303 | 208182.2528 | 180967.6604 | 27214.5924 |
| Total P&L (%) | 356.1683 | 244.7254 | 111.4429 | 208.1823 | 180.9677 | 27.2146 |
| Avg Daily Profit (%) | 0.1858 | 0.1277 | 0.0581 | 0.0587 | 0.0539 | 0.0126 |
| Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
| Max Trade Drawdown | -107780 | -64109 | -107212 | -544907 | -267271 | -360260 |
| Profit Factor | 1.3263 | 1.4297 | 1.2134 | 1.0701 | 1.1143 | 1.0196 |
| Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
| Winning Trades | 148 | 76 | 72 | 148 | 76 | 72 |
| Losing Trades | 127 | 62 | 65 | 127 | 62 | 65 |
| Profitability (%) | 53.8182 | 55.0725 | 52.5547 | 53.8182 | 55.0725 | 52.5547 |
| Ratio Avg Win / Avg Loss | 1.1381 | 1.1664 | 1.0955 | 0.9183 | 0.909 | 0.9205 |
| Largest Winning Trade | 82504 | 82504 | 55852 | 184166 | 184166 | 108235 |
| Largest Losing Trade | -31345 | -25245 | -31345 | -195462 | -112136 | -195462 |
| Avg Bars in Trades | 81 | 65 | 97 | 81 | 65 | 97 |
| Avg Bars in Winners | 74 | 45 | 103 | 74 | 45 | 103 |
| Avg Bars in Losers | 90 | 90 | 89 | 90 | 90 | 89 |
| Bars Traded | 22408 | 9104 | 13304 | 22408 | 9104 | 13304 |
| Profit Streak | 7.0141 | 7.0141 | 47.4308 | 7.0141 | 7.0141 | 47.4308 |
| Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 389917 | -20547 | -114174 | -256501 | -216253 | -378469 |
{
"trading_pair": "COMP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23002,
"evaluation_days": 1916.83,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1594504800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759011619243,
"expiration_time": 1764684518400,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
"type": "midpoint",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 75,
"offset": 0,
"std": 2.30149
}
}
} {
"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": [
[
356168.3194527681,
244725.3891405112,
111442.9303122573,
208182.2528129034,
180967.660446895,
27214.5923660085
],
[
356.168319,
244.725389,
111.44293,
208.182253,
180.96766,
27.214592
],
[
0.185811,
0.127672,
0.058139,
0.058735,
0.053909,
0.012558
],
[
10,
10,
10,
10,
10,
10
],
[
-107780,
-64109,
-107212,
-544907,
-267271,
-360260
],
[
1.326281,
1.429749,
1.213436,
1.07009,
1.114286,
1.019625
],
[
275,
138,
137,
275,
138,
137
],
[
148,
76,
72,
148,
76,
72
],
[
127,
62,
65,
127,
62,
65
],
[
53.818182,
55.072464,
52.554745,
53.818182,
55.072464,
52.554745
],
[
1.138093,
1.166374,
1.095463,
0.918253,
0.909023,
0.920494
],
[
82504,
82504,
55852,
184166,
184166,
108235
],
[
-31345,
-25245,
-31345,
-195462,
-112136,
-195462
],
[
81,
65,
97,
81,
65,
97
],
[
74,
45,
103,
74,
45,
103
],
[
90,
90,
89,
90,
90,
89
],
[
22408,
9104,
13304,
22408,
9104,
13304
],
[
7.014111,
7.014111,
47.430778,
7.014112,
7.014112,
47.430778
],
[
2,
1,
3,
2,
1,
3
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
389917,
-20547,
-114174,
-256501,
-216253,
-378469
]
]
}
{
"trading_pair": "COMP_USDT",
"interval": "2h",
"packets": 25000,
"actual_packets": 23002,
"evaluation_days": 1916.83,
"actual_first_datapoint_time": 1593064800000,
"first_datapoint_time": 1594504800000,
"last_datapoint_time": 1758722400000,
"evaluation_time": 1759011619243,
"expiration_time": 1764684518400,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "midpoint",
"factors": {
"length": 200,
"offset": 0
}
},
"second_band": {
"type": "bbm",
"factors": {
"length": 75,
"offset": 0,
"std": 2.30149
}
}
}
| # | 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) |
|---|