Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87359.7352 | 1689.5112 | 85670.224 | 7100.8211 | 490.7093 | 6610.1118 |
Total P&L (%) | 87.3597 | 1.6895 | 85.6702 | 7.1008 | 0.4907 | 6.6101 |
Avg Daily Profit (%) | 0.1677 | 0.0032 | 0.1645 | 0.0132 | 0.0009 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79115 | -18979 | -77212 | -152770 | -26764 | -148203 |
Profit Factor | 1.3509 | 1.0355 | 1.4254 | 1.0184 | 1.0084 | 1.0201 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 58.0645 | 51.0638 | 65.2174 | 58.0645 | 51.0638 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.9757 | 0.9924 | 0.7602 | 0.7355 | 0.9664 | 0.5441 |
Largest Winning Trade | 28871 | 6681 | 28871 | 43183 | 7251 | 43183 |
Largest Losing Trade | -67198 | -4838 | -67198 | -116276 | -6870 | -116276 |
Avg Bars in Trades | 260 | 14 | 511 | 260 | 14 | 511 |
Avg Bars in Winners | 226 | 14 | 396 | 226 | 14 | 396 |
Avg Bars in Losers | 307 | 15 | 728 | 307 | 15 | 728 |
Bars Traded | 24243 | 696 | 23547 | 24243 | 696 | 23547 |
Profit Streak | 9.3609 | 9.3609 | 13.0068 | 9.3609 | 9.3609 | 13.0068 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 284732 | -536505 | 326130 | -541178 | -569711 | -539672 |
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{ "first_band": { "type": "bbu", "factors": { "length": 44, "offset": 0, "std": 4.23494 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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": [ [ 87359.7352301546, 1689.5112467223, 85670.2239834323, 7100.8211476872, 490.7093159013, 6610.1118317859 ], [ 87.359735, 1.689511, 85.670224, 7.100821, 0.490709, 6.610112 ], [ 0.167732, 0.003244, 0.164488, 0.013172, 0.00094, 0.01229 ], [ 10, 10, 10, 10, 10, 10 ], [ -79115, -18979, -77212, -152770, -26764, -148203 ], [ 1.350931, 1.035523, 1.425424, 1.018365, 1.008381, 1.020146 ], [ 93, 47, 46, 93, 47, 46 ], [ 54, 24, 30, 54, 24, 30 ], [ 39, 23, 16, 39, 23, 16 ], [ 58.064516, 51.06383, 65.217391, 58.064516, 51.06383, 65.217391 ], [ 0.975673, 0.992376, 0.760226, 0.735486, 0.966365, 0.544078 ], [ 28871, 6681, 28871, 43183, 7251, 43183 ], [ -67198, -4838, -67198, -116276, -6870, -116276 ], [ 260, 14, 511, 260, 14, 511 ], [ 226, 14, 396, 226, 14, 396 ], [ 307, 15, 728, 307, 15, 728 ], [ 24243, 696, 23547, 24243, 696, 23547 ], [ 9.360927, 9.360927, 13.00676, 9.360927, 9.360927, 13.00676 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 284732, -536505, 326130, -541178, -569711, -539672 ] ] }
{ "trading_pair": "OP_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714494600000, "first_datapoint_time": 1714680000000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759493384088, "expiration_time": 1765972800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 44, "offset": 0, "std": 4.23494 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "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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