Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1244037.9592 | 932681.6897 | 311356.2696 | 52550360.6624 | 52072262.199 | 478098.4634 |
Total P&L (%) | 1244.038 | 932.6817 | 311.3563 | 52550.3607 | 52072.2622 | 478.0985 |
Avg Daily Profit (%) | 0.537 | 0.4026 | 0.1344 | 0.2709 | 0.2705 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164944 | -132122 | -80242 | -157012416 | -105532162 | -77434140 |
Profit Factor | 2.6752 | 3.0382 | 2.0924 | 1.1179 | 1.2146 | 1.0024 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Profitability (%) | 57.1429 | 54.2857 | 60 | 57.1429 | 54.2857 | 60 |
Ratio Avg Win / Avg Loss | 2.0064 | 2.5585 | 1.3949 | 0.8384 | 1.0229 | 0.6682 |
Largest Winning Trade | 232613 | 232613 | 51114 | 102191499 | 102191499 | 29145524 |
Largest Losing Trade | -44468 | -40119 | -44468 | -69816594 | -27635605 | -69816594 |
Avg Bars in Trades | 95 | 132 | 58 | 95 | 132 | 58 |
Avg Bars in Winners | 97 | 141 | 56 | 97 | 141 | 56 |
Avg Bars in Losers | 92 | 120 | 60 | 92 | 120 | 60 |
Bars Traded | 13333 | 9261 | 4072 | 13333 | 9261 | 4072 |
Profit Streak | 23.921 | 0 | 24.5876 | 23.921 | 0 | 24.5876 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 643068 | -78051 | -103068 | -82032 | -85422 | -403724 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13899, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562745600000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759529171403, "expiration_time": 1765525968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 122, "offset": 0, "std": 1.11281 } } }
{ "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": [ [ 1244037.9592415248, 932681.6896898824, 311356.2695516425, 52550360.66242528, 52072262.19898434, 478098.4634409575 ], [ 1244.037959, 932.68169, 311.35627, 52550.360662, 52072.262199, 478.098463 ], [ 0.537033, 0.402625, 0.134408, 0.270872, 0.270477, 0.075771 ], [ 10, 10, 10, 10, 10, 10 ], [ -164944, -132122, -80242, -157012416, -105532162, -77434140 ], [ 2.675181, 3.038162, 2.092402, 1.117888, 1.214634, 1.002353 ], [ 140, 70, 70, 140, 70, 70 ], [ 80, 38, 42, 80, 38, 42 ], [ 60, 32, 28, 60, 32, 28 ], [ 57.142857, 54.285714, 60, 57.142857, 54.285714, 60 ], [ 2.006386, 2.558452, 1.394935, 0.838416, 1.02285, 0.668236 ], [ 232613, 232613, 51114, 102191499, 102191499, 29145524 ], [ -44468, -40119, -44468, -69816594, -27635605, -69816594 ], [ 95, 132, 58, 95, 132, 58 ], [ 97, 141, 56, 97, 141, 56 ], [ 92, 120, 60, 92, 120, 60 ], [ 13333, 9261, 4072, 13333, 9261, 4072 ], [ 23.920965, 0, 24.587632, 23.920965, 0, 24.587632 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 643068, -78051, -103068, -82032, -85422, -403724 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13899, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562745600000, "last_datapoint_time": 1759521600000, "evaluation_time": 1759529171403, "expiration_time": 1765525968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 122, "offset": 0, "std": 1.11281 } } }
# | 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) |
---|