Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289643.7938 | 179096.6433 | 110547.1505 | 121130.3704 | 30899.3313 | 90231.0391 |
Total P&L (%) | 289.6438 | 179.0966 | 110.5472 | 121.1304 | 30.8993 | 90.231 |
Avg Daily Profit (%) | 0.1506 | 0.0931 | 0.0575 | 0.0413 | 0.014 | 0.0335 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83178 | -118024 | -67992 | -250504 | -285208 | -117855 |
Profit Factor | 1.3817 | 1.4266 | 1.326 | 1.0904 | 1.0391 | 1.1641 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 130 | 64 | 66 | 130 | 64 | 66 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 65.3266 | 64.6465 | 66 | 65.3266 | 64.6465 | 66 |
Ratio Avg Win / Avg Loss | 0.7334 | 0.7802 | 0.6831 | 0.5787 | 0.5682 | 0.5997 |
Largest Winning Trade | 45746 | 45746 | 26238 | 48822 | 48822 | 44524 |
Largest Losing Trade | -61093 | -61093 | -32017 | -119748 | -119748 | -57862 |
Avg Bars in Trades | 36 | 62 | 10 | 36 | 62 | 10 |
Avg Bars in Winners | 22 | 34 | 11 | 22 | 34 | 11 |
Avg Bars in Losers | 62 | 113 | 9 | 62 | 113 | 9 |
Bars Traded | 7291 | 6211 | 1080 | 7291 | 6211 | 1080 |
Profit Streak | 69.4485 | 156.1985 | 69.4485 | 69.4485 | 156.1985 | 69.4485 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364059 | -66370 | -114671 | -256564 | -353323 | -186974 |
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7691, "evaluation_days": 1922.75, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1596412800000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759185954532, "expiration_time": 1764152568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 10, "offset": 0, "std": 4.67601 } }, "second_band": { "type": "sma", "factors": { "length": 156, "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": [ [ 289643.7938178913, 179096.6432857467, 110547.1505321444, 121130.3704336972, 30899.3313123168, 90231.0391213802 ], [ 289.643794, 179.096643, 110.547151, 121.13037, 30.899331, 90.231039 ], [ 0.15064, 0.093146, 0.057494, 0.041282, 0.014005, 0.033451 ], [ 10, 10, 10, 10, 10, 10 ], [ -83178, -118024, -67992, -250504, -285208, -117855 ], [ 1.381674, 1.426625, 1.326021, 1.09036, 1.039077, 1.164113 ], [ 199, 99, 100, 199, 99, 100 ], [ 130, 64, 66, 130, 64, 66 ], [ 69, 35, 34, 69, 35, 34 ], [ 65.326633, 64.646465, 66, 65.326633, 64.646465, 66 ], [ 0.73335, 0.780186, 0.683102, 0.578729, 0.568245, 0.599695 ], [ 45746, 45746, 26238, 48822, 48822, 44524 ], [ -61093, -61093, -32017, -119748, -119748, -57862 ], [ 36, 62, 10, 36, 62, 10 ], [ 22, 34, 11, 22, 34, 11 ], [ 62, 113, 9, 62, 113, 9 ], [ 7291, 6211, 1080, 7291, 6211, 1080 ], [ 69.448548, 156.198548, 69.448548, 69.448548, 156.198548, 69.448548 ], [ 2, 6, 1, 2, 6, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364059, -66370, -114671, -256564, -353323, -186974 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7691, "evaluation_days": 1922.75, "actual_first_datapoint_time": 1593064800000, "first_datapoint_time": 1596412800000, "last_datapoint_time": 1759168800000, "evaluation_time": 1759185954532, "expiration_time": 1764152568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 10, "offset": 0, "std": 4.67601 } }, "second_band": { "type": "sma", "factors": { "length": 156, "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) |
---|