Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802921.992 | 666990.3854 | 135931.6066 | 1506841.3682 | 774100.0274 | 732741.3407 |
Total P&L (%) | 802.922 | 666.9904 | 135.9316 | 1506.8414 | 774.1 | 732.7413 |
Avg Daily Profit (%) | 0.431 | 0.358 | 0.073 | 0.1492 | 0.1164 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150483 | -77189 | -76103 | -1779232 | -987251 | -814962 |
Profit Factor | 2.9824 | 4.282 | 1.6736 | 1.3027 | 1.3173 | 1.2887 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 41.2698 | 38.7097 | 43.75 | 41.2698 | 38.7097 | 43.75 |
Ratio Avg Win / Avg Loss | 4.2442 | 6.7798 | 2.1518 | 1.8538 | 2.0857 | 1.6569 |
Largest Winning Trade | 561689 | 561689 | 59634 | 939875 | 778374 | 939875 |
Largest Losing Trade | -45746 | -45746 | -38555 | -471976 | -445233 | -471976 |
Avg Bars in Trades | 115 | 102 | 128 | 115 | 102 | 128 |
Avg Bars in Winners | 189 | 168 | 207 | 189 | 168 | 207 |
Avg Bars in Losers | 63 | 60 | 67 | 63 | 60 | 67 |
Bars Traded | 7301 | 3183 | 4118 | 7301 | 3183 | 4118 |
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 | -138964 | 440139 | -94813 | -146965 | -40264 | -41945 |
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{ "first_band": { "type": "bbm", "factors": { "length": 220, "offset": 0, "std": 4.43377 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.74217 } } }
{ "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": [ [ 802921.9919753497, 666990.3853601799, 135931.60661517, 1506841.3681614164, 774100.027415616, 732741.3407457997 ], [ 802.921992, 666.990385, 135.931607, 1506.841368, 774.100027, 732.741341 ], [ 0.430983, 0.35802, 0.072964, 0.149164, 0.116441, 0.113836 ], [ 10, 10, 10, 10, 10, 10 ], [ -150483, -77189, -76103, -1779232, -987251, -814962 ], [ 2.982432, 4.281979, 1.673627, 1.302702, 1.317289, 1.288682 ], [ 63, 31, 32, 63, 31, 32 ], [ 26, 12, 14, 26, 12, 14 ], [ 37, 19, 18, 37, 19, 18 ], [ 41.269841, 38.709677, 43.75, 41.269841, 38.709677, 43.75 ], [ 4.24423, 6.7798, 2.151806, 1.853846, 2.085708, 1.656876 ], [ 561689, 561689, 59634, 939875, 778374, 939875 ], [ -45746, -45746, -38555, -471976, -445233, -471976 ], [ 115, 102, 128, 115, 102, 128 ], [ 189, 168, 207, 189, 168, 207 ], [ 63, 60, 67, 63, 60, 67 ], [ 7301, 3183, 4118, 7301, 3183, 4118 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -138964, 440139, -94813, -146965, -40264, -41945 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1599976800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758910995208, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 220, "offset": 0, "std": 4.43377 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.74217 } } }
# | 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) |
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