Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357891.3392 | 278770.0859 | 79121.2533 | 29923.8129 | -39993.7432 | 69917.5561 |
Total P&L (%) | 357.8913 | 278.7701 | 79.1213 | 29.9238 | -39.9937 | 69.9176 |
Avg Daily Profit (%) | 0.1856 | 0.1446 | 0.041 | 0.0136 | -0.0265 | 0.0275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155562 | -181011 | -19505 | -320720 | -347962 | -29010 |
Profit Factor | 1.6665 | 1.5945 | 2.163 | 1.0331 | 0.9505 | 1.7255 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 51.7647 | 42.8571 | 60.4651 | 51.7647 | 42.8571 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.5529 | 2.126 | 1.4142 | 0.9626 | 1.2673 | 1.1282 |
Largest Winning Trade | 188510 | 188510 | 18875 | 237782 | 237782 | 27461 |
Largest Losing Trade | -51553 | -51553 | -14476 | -187756 | -187756 | -22821 |
Avg Bars in Trades | 44 | 85 | 4 | 44 | 85 | 4 |
Avg Bars in Winners | 34 | 77 | 4 | 34 | 77 | 4 |
Avg Bars in Losers | 54 | 91 | 3 | 54 | 91 | 3 |
Bars Traded | 3767 | 3586 | 181 | 3767 | 3586 | 181 |
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 | 399989 | 8666 | -133400 | -363165 | -581845 | -152299 |
{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3856, "evaluation_days": 1928, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1594382400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759588867006, "expiration_time": 1764576576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 224, "offset": 0, "std": 1.19344 } } }
{ "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": [ [ 357891.3391845517, 278770.0859028135, 79121.2532817381, 29923.8129150685, -39993.7431862789, 69917.5561013475 ], [ 357.891339, 278.770086, 79.121253, 29.923813, -39.993743, 69.917556 ], [ 0.185628, 0.14459, 0.041038, 0.013579, -0.026486, 0.027501 ], [ 10, 10, 10, 10, 10, 10 ], [ -155562, -181011, -19505, -320720, -347962, -29010 ], [ 1.666547, 1.594521, 2.162952, 1.033083, 0.950511, 1.72546 ], [ 85, 42, 43, 85, 42, 43 ], [ 44, 18, 26, 44, 18, 26 ], [ 41, 24, 17, 41, 24, 17 ], [ 51.764706, 42.857143, 60.465116, 51.764706, 42.857143, 60.465116 ], [ 1.552919, 2.126028, 1.414238, 0.962645, 1.267349, 1.128186 ], [ 188510, 188510, 18875, 237782, 237782, 27461 ], [ -51553, -51553, -14476, -187756, -187756, -22821 ], [ 44, 85, 4, 44, 85, 4 ], [ 34, 77, 4, 34, 77, 4 ], [ 54, 91, 3, 54, 91, 3 ], [ 3767, 3586, 181, 3767, 3586, 181 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 399989, 8666, -133400, -363165, -581845, -152299 ] ] }
{ "trading_pair": "COMP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3856, "evaluation_days": 1928, "actual_first_datapoint_time": 1593043200000, "first_datapoint_time": 1594382400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759588867006, "expiration_time": 1764576576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 224, "offset": 0, "std": 1.19344 } } }
# | 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) |
---|