Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386174.4035 | 320945.6329 | 65228.7705 | 21717.8204 | -500330.5337 | 522048.3541 |
Total P&L (%) | 386.1744 | 320.9456 | 65.2288 | 21.7178 | -500.3305 | 522.0484 |
Avg Daily Profit (%) | 0.2436 | 0.2025 | 0.0412 | 0.0124 | 0 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216678 | -185029 | -116381 | -1825545 | -1758118 | -218692 |
Profit Factor | 1.6026 | 1.6844 | 1.3794 | 1.0085 | 0.7744 | 2.5357 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 54.4554 | 50 | 58.8235 | 54.4554 | 50 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.3403 | 1.6844 | 0.9656 | 0.8435 | 0.7744 | 1.775 |
Largest Winning Trade | 136697 | 136697 | 39106 | 533793 | 533793 | 339308 |
Largest Losing Trade | -62409 | -62409 | -45732 | -1046145 | -1046145 | -108222 |
Avg Bars in Trades | 44 | 75 | 14 | 44 | 75 | 14 |
Avg Bars in Winners | 33 | 58 | 12 | 33 | 58 | 12 |
Avg Bars in Losers | 56 | 91 | 15 | 56 | 91 | 15 |
Bars Traded | 4468 | 3751 | 717 | 4468 | 3751 | 717 |
Profit Streak | 57.0693 | 0 | 152.7359 | 57.0693 | 0 | 152.7359 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407660 | -169221 | -316511 | -393461 | -760833 | -210866 |
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{ "first_band": { "type": "dcl", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 212, "offset": 0, "std": 1.40604 } } }
{ "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": [ [ 386174.4034871609, 320945.6329424626, 65228.7705446986, 21717.8204114578, -500330.5337025478, 522048.3541140053 ], [ 386.174403, 320.945633, 65.228771, 21.71782, -500.330534, 522.048354 ], [ 0.243643, 0.202489, 0.041154, 0.0124, 0, 0.115388 ], [ 10, 10, 10, 10, 10, 10 ], [ -216678, -185029, -116381, -1825545, -1758118, -218692 ], [ 1.602586, 1.684408, 1.379409, 1.008492, 0.774366, 2.535746 ], [ 101, 50, 51, 101, 50, 51 ], [ 55, 25, 30, 55, 25, 30 ], [ 46, 25, 21, 46, 25, 21 ], [ 54.455446, 50, 58.823529, 54.455446, 50, 58.823529 ], [ 1.340345, 1.684408, 0.965586, 0.843466, 0.774366, 1.775022 ], [ 136697, 136697, 39106, 533793, 533793, 339308 ], [ -62409, -62409, -45732, -1046145, -1046145, -108222 ], [ 44, 75, 14, 44, 75, 14 ], [ 33, 58, 12, 33, 58, 12 ], [ 56, 91, 15, 56, 91, 15 ], [ 4468, 3751, 717, 4468, 3751, 717 ], [ 57.069274, 0, 152.735941, 57.069275, 0, 152.735941 ], [ 1, 0, 7, 1, 0, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 407660, -169221, -316511, -393461, -760833, -210866 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4755, "evaluation_days": 1585, "actual_first_datapoint_time": 1621900800000, "first_datapoint_time": 1624032000000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758850785323, "expiration_time": 1762924320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 212, "offset": 0, "std": 1.40604 } } }
# | 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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