Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309871.0985 | 333511.4038 | -23640.3054 | -121875.7078 | 252321.4526 | -374197.1604 |
Total P&L (%) | 309.8711 | 333.5114 | -23.6403 | -121.8757 | 252.3215 | -374.1972 |
Avg Daily Profit (%) | 0.1701 | 0.1831 | -0.013 | 0 | 0.0692 | 0 |
Buy And Hold Return (%) | 11.9799 | 11.9799 | 11.9799 | 11.9799 | 11.9799 | 11.9799 |
Max Trade Drawdown | -240625 | -95073 | -215610 | -342310 | -43170 | -427402 |
Profit Factor | 1.3847 | 2.0571 | 0.9518 | 0.8372 | 2.7316 | 0.3794 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 43 | 18 | 25 | 40 | 18 | 22 |
Losing Trades | 38 | 23 | 15 | 41 | 23 | 18 |
Profitability (%) | 53.0864 | 43.9024 | 62.5 | 49.3827 | 43.9024 | 55 |
Ratio Avg Win / Avg Loss | 1.2237 | 2.6285 | 0.5711 | 0.8582 | 3.4904 | 0.3105 |
Largest Winning Trade | 160145 | 160145 | 43329 | 133868 | 133868 | 30410 |
Largest Losing Trade | -116014 | -47431 | -116014 | -342308 | -31748 | -342308 |
Avg Bars in Trades | 37 | 35 | 39 | 37 | 35 | 39 |
Avg Bars in Winners | 42 | 44 | 40 | 38 | 40 | 37 |
Avg Bars in Losers | 32 | 28 | 39 | 36 | 31 | 42 |
Bars Traded | 3053 | 1457 | 1596 | 3053 | 1457 | 1596 |
Profit Streak | 89.2428 | 93.7428 | 0 | 0 | 0 | 111.7428 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7351 | 345984 | -579129 | -597295 | -97712 | -579539 |
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{ "first_band": { "type": "bbl", "factors": { "length": 54, "offset": 0, "std": 2.89693 } }, "second_band": { "type": "dcl", "factors": { "length": 231, "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": [ [ 309871.0984837511, 333511.4038428088, -23640.3053590577, -121875.7077539936, 252321.4526392749, -374197.1603932686 ], [ 309.871098, 333.511404, -23.640305, -121.875708, 252.321453, -374.19716 ], [ 0.170119, 0.183097, -0.012978, 0, 0.069163, 0 ], [ 11.979862, 11.979862, 11.979862, 11.979862, 11.979862, 11.979862 ], [ -240625, -95073, -215610, -342310, -43170, -427402 ], [ 1.384707, 2.057117, 0.951753, 0.83722, 2.731635, 0.379443 ], [ 81, 41, 40, 81, 41, 40 ], [ 43, 18, 25, 40, 18, 22 ], [ 38, 23, 15, 41, 23, 18 ], [ 53.08642, 43.902439, 62.5, 49.382716, 43.902439, 55 ], [ 1.223695, 2.628538, 0.571052, 0.858151, 3.490423, 0.310453 ], [ 160145, 160145, 43329, 133868, 133868, 30410 ], [ -116014, -47431, -116014, -342308, -31748, -342308 ], [ 37, 35, 39, 37, 35, 39 ], [ 42, 44, 40, 38, 40, 37 ], [ 32, 28, 39, 36, 31, 42 ], [ 3053, 1457, 1596, 3053, 1457, 1596 ], [ 89.242837, 93.742837, 0, 0, 0, 111.742837 ], [ 1, 1, 0, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -7351, 345984, -579129, -597295, -97712, -579539 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3643, "evaluation_days": 1821.5, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1612569600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759988981105, "expiration_time": 1764689328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 54, "offset": 0, "std": 2.89693 } }, "second_band": { "type": "dcl", "factors": { "length": 231, "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) |
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