Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1303484.5784 | 1068262.9668 | 235221.6115 | 6964141.5916 | 3524851.3802 | 3439290.2114 |
Total P&L (%) | 1303.4846 | 1068.263 | 235.2216 | 6964.1416 | 3524.8514 | 3439.2902 |
Avg Daily Profit (%) | 0.5636 | 0.4619 | 0.1017 | 0.1843 | 0.1554 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189675 | -98327 | -210292 | -5364652 | -4974816 | -2096201 |
Profit Factor | 1.7414 | 2.1919 | 1.2729 | 1.2305 | 1.2173 | 1.2457 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 168 | 76 | 92 | 168 | 76 | 92 |
Losing Trades | 376 | 196 | 180 | 376 | 196 | 180 |
Profitability (%) | 30.8824 | 27.9412 | 33.8235 | 30.8824 | 27.9412 | 33.8235 |
Ratio Avg Win / Avg Loss | 3.8974 | 5.6529 | 2.4905 | 2.7539 | 3.1394 | 2.4372 |
Largest Winning Trade | 578715 | 578715 | 43807 | 5291806 | 5291806 | 1510919 |
Largest Losing Trade | -21663 | -20078 | -21663 | -1277536 | -1277536 | -1239943 |
Avg Bars in Trades | 16 | 15 | 18 | 16 | 15 | 18 |
Avg Bars in Winners | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 9174 | 4170 | 5004 | 9174 | 4170 | 5004 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364762 | -1259 | -61314 | 156920 | -7360 | 121129 |
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{ "first_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "hl2", "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": [ [ 1303484.5783508746, 1068262.9668405561, 235221.611510319, 6964141.591594419, 3524851.3802436525, 3439290.2113507674 ], [ 1303.484578, 1068.262967, 235.221612, 6964.141592, 3524.85138, 3439.290211 ], [ 0.563608, 0.461902, 0.101706, 0.184263, 0.155364, 0.15433 ], [ 10, 10, 10, 10, 10, 10 ], [ -189675, -98327, -210292, -5364652, -4974816, -2096201 ], [ 1.741392, 2.191947, 1.272903, 1.230468, 1.217327, 1.245695 ], [ 544, 272, 272, 544, 272, 272 ], [ 168, 76, 92, 168, 76, 92 ], [ 376, 196, 180, 376, 196, 180 ], [ 30.882353, 27.941176, 33.823529, 30.882353, 27.941176, 33.823529 ], [ 3.897401, 5.652916, 2.490461, 2.753906, 3.139422, 2.43723 ], [ 578715, 578715, 43807, 5291806, 5291806, 1510919 ], [ -21663, -20078, -21663, -1277536, -1277536, -1239943 ], [ 16, 15, 18, 16, 15, 18 ], [ 36, 36, 37, 36, 36, 37 ], [ 8, 7, 8, 8, 7, 8 ], [ 9174, 4170, 5004, 9174, 4170, 5004 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364762, -1259, -61314, 156920, -7360, 121129 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9251, "evaluation_days": 2312.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560060000000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759149909610, "expiration_time": 1765141848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "hl2", "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) |
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