Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432648.4141 | 436382.5954 | -3734.1813 | 169727.0612 | 323310.9215 | -153583.8603 |
Total P&L (%) | 432.6484 | 436.3826 | -3.7342 | 169.7271 | 323.3109 | -153.5839 |
Avg Daily Profit (%) | 0.2302 | 0.2322 | -0.002 | 0.0528 | 0.0768 | 0 |
Buy And Hold Return (%) | 151.9028 | 151.9028 | 151.9028 | 151.9028 | 151.9028 | 151.9028 |
Max Trade Drawdown | -148587 | -128172 | -56858 | -377957 | -253959 | -241967 |
Profit Factor | 2.0262 | 2.3254 | 0.9596 | 1.1778 | 1.4966 | 0.4943 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 57.3034 | 56.8182 | 57.7778 | 57.3034 | 56.8182 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.5097 | 1.7673 | 0.7012 | 0.8776 | 1.1374 | 0.3612 |
Largest Winning Trade | 303475 | 303475 | 11873 | 314596 | 314596 | 30360 |
Largest Losing Trade | -45170 | -38199 | -45170 | -196554 | -102608 | -196554 |
Avg Bars in Trades | 122 | 236 | 10 | 122 | 236 | 10 |
Avg Bars in Winners | 131 | 257 | 10 | 131 | 257 | 10 |
Avg Bars in Losers | 109 | 208 | 9 | 109 | 208 | 9 |
Bars Traded | 10872 | 10407 | 465 | 10872 | 10407 | 465 |
Profit Streak | 236.7539 | 236.7539 | 255.4206 | 236.7539 | 236.7539 | 255.4206 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398516 | 396534 | -578073 | -275729 | -93245 | -578073 |
{ "trading_pair": "MKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11278, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597449600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1759125939731, "expiration_time": 1762766496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 160, "offset": 0, "std": 1.74676 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 432648.4141030498, 436382.595441258, -3734.1813382083, 169727.0612229926, 323310.9215227824, -153583.8602997899 ], [ 432.648414, 436.382595, -3.734181, 169.727061, 323.310922, -153.58386 ], [ 0.230173, 0.232159, -0.001987, 0.052802, 0.076795, 0 ], [ 151.902778, 151.902778, 151.902778, 151.902778, 151.902778, 151.902778 ], [ -148587, -128172, -56858, -377957, -253959, -241967 ], [ 2.026186, 2.325442, 0.959575, 1.177776, 1.496605, 0.49426 ], [ 89, 44, 45, 89, 44, 45 ], [ 51, 25, 26, 51, 25, 26 ], [ 38, 19, 19, 38, 19, 19 ], [ 57.303371, 56.818182, 57.777778, 57.303371, 56.818182, 57.777778 ], [ 1.509707, 1.767336, 0.701228, 0.877559, 1.13742, 0.36119 ], [ 303475, 303475, 11873, 314596, 314596, 30360 ], [ -45170, -38199, -45170, -196554, -102608, -196554 ], [ 122, 236, 10, 122, 236, 10 ], [ 131, 257, 10, 131, 257, 10 ], [ 109, 208, 9, 109, 208, 9 ], [ 10872, 10407, 465, 10872, 10407, 465 ], [ 236.753932, 236.753932, 255.420599, 236.753932, 236.753932, 255.420599 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 398516, 396534, -578073, -275729, -93245, -578073 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11278, "evaluation_days": 1879.67, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597449600000, "last_datapoint_time": 1757894400000, "evaluation_time": 1759125939731, "expiration_time": 1762766496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 160, "offset": 0, "std": 1.74676 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|