Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349636.4738 | 544251.2364 | -194614.7626 | -169446.5238 | 441631.7031 | -611078.2269 |
Total P&L (%) | 349.6365 | 544.2512 | -194.6148 | -169.4465 | 441.6317 | -611.0782 |
Avg Daily Profit (%) | 0.151 | 0.235 | -0.084 | 0 | 0.073 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245158 | -96272 | -354537 | -1798299 | -824660 | -1507846 |
Profit Factor | 1.3378 | 2.6591 | 0.7247 | 0.9565 | 1.2915 | 0.7432 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 57 | 28 | 29 | 46 | 26 | 20 |
Losing Trades | 36 | 19 | 17 | 47 | 21 | 26 |
Profitability (%) | 61.2903 | 59.5745 | 63.0435 | 49.4624 | 55.3191 | 43.4783 |
Ratio Avg Win / Avg Loss | 0.845 | 1.8044 | 0.4248 | 0.9773 | 1.0431 | 0.9662 |
Largest Winning Trade | 215158 | 215158 | 85103 | 462971 | 350671 | 462971 |
Largest Losing Trade | -218382 | -41558 | -218382 | -388584 | -323237 | -388584 |
Avg Bars in Trades | 91 | 59 | 123 | 91 | 59 | 123 |
Avg Bars in Winners | 87 | 36 | 137 | 84 | 78 | 93 |
Avg Bars in Losers | 96 | 93 | 99 | 97 | 36 | 146 |
Bars Traded | 8468 | 2795 | 5673 | 8468 | 2795 | 5673 |
Profit Streak | 0 | 0 | 304.5258 | 10.7758 | 42.7758 | 0 |
Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 272233 | 530328 | -577624 | -580093 | -94155 | -583240 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9264, "evaluation_days": 2316, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564466400000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759451832219, "expiration_time": 1765431072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 4.15697 } } }
{ "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": [ [ 349636.4738245425, 544251.2363854566, -194614.762560914, -169446.5237845086, 441631.7030988212, -611078.2268833293 ], [ 349.636474, 544.251236, -194.614763, -169.446524, 441.631703, -611.078227 ], [ 0.150966, 0.234996, -0.084031, 0, 0.072972, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -245158, -96272, -354537, -1798299, -824660, -1507846 ], [ 1.337849, 2.659114, 0.724674, 0.956497, 1.291488, 0.743236 ], [ 93, 47, 46, 93, 47, 46 ], [ 57, 28, 29, 46, 26, 20 ], [ 36, 19, 17, 47, 21, 26 ], [ 61.290323, 59.574468, 63.043478, 49.462366, 55.319149, 43.478261 ], [ 0.844957, 1.804399, 0.424809, 0.97729, 1.043125, 0.966206 ], [ 215158, 215158, 85103, 462971, 350671, 462971 ], [ -218382, -41558, -218382, -388584, -323237, -388584 ], [ 91, 59, 123, 91, 59, 123 ], [ 87, 36, 137, 84, 78, 93 ], [ 96, 93, 99, 97, 36, 146 ], [ 8468, 2795, 5673, 8468, 2795, 5673 ], [ 0, 0, 304.525836, 10.775836, 42.775836, 0 ], [ 0, 0, 5, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 272233, 530328, -577624, -580093, -94155, -583240 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9264, "evaluation_days": 2316, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564466400000, "last_datapoint_time": 1759428000000, "evaluation_time": 1759451832219, "expiration_time": 1765431072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 4.15697 } } }
# | 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) |
---|