Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433969.6032 | 385121.6479 | 48847.9553 | 514297.2768 | 277807.159 | 236490.1179 |
Total P&L (%) | 433.9696 | 385.1216 | 48.848 | 514.2973 | 277.8072 | 236.4901 |
Avg Daily Profit (%) | 0.2083 | 0.1849 | 0.0235 | 0.0872 | 0.0638 | 0.0583 |
Buy And Hold Return (%) | 112.766 | 112.766 | 112.766 | 112.766 | 112.766 | 112.766 |
Max Trade Drawdown | -140719 | -134392 | -8047 | -817520 | -817172 | -44298 |
Profit Factor | 1.8391 | 1.7993 | 2.3826 | 1.2217 | 1.1274 | 2.6949 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 50.3937 | 46.0317 | 54.6875 | 50.3937 | 46.0317 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.8104 | 2.1095 | 1.9741 | 1.2026 | 1.3218 | 2.233 |
Largest Winning Trade | 123543 | 123543 | 8845 | 502143 | 502143 | 76734 |
Largest Losing Trade | -44317 | -44317 | -3891 | -236505 | -236505 | -30028 |
Avg Bars in Trades | 187 | 372 | 5 | 187 | 372 | 5 |
Avg Bars in Winners | 153 | 331 | 6 | 153 | 331 | 6 |
Avg Bars in Losers | 221 | 406 | 4 | 221 | 406 | 4 |
Bars Traded | 23794 | 23448 | 346 | 23794 | 23448 | 346 |
Profit Streak | 96.9126 | 96.9126 | 141.746 | 96.9126 | 96.9126 | 141.746 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380538 | -139501 | -459834 | -76518 | -339542 | -253550 |
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24997, "evaluation_days": 2083.08, "actual_first_datapoint_time": 1579284000000, "first_datapoint_time": 1579658400000, "last_datapoint_time": 1759327200000, "evaluation_time": 1759334051897, "expiration_time": 1765806422400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 42, "offset": 0, "std": 1.69197 } }, "second_band": { "type": "midpoint", "factors": { "length": 53, "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": [ [ 433969.6031739264, 385121.6479069329, 48847.9552669932, 514297.2768133658, 277807.1589504203, 236490.1178629454 ], [ 433.969603, 385.121648, 48.847955, 514.297277, 277.807159, 236.490118 ], [ 0.208331, 0.184881, 0.02345, 0.087183, 0.06383, 0.058267 ], [ 112.765957, 112.765957, 112.765957, 112.765957, 112.765957, 112.765957 ], [ -140719, -134392, -8047, -817520, -817172, -44298 ], [ 1.839102, 1.799252, 2.382586, 1.221679, 1.127406, 2.694946 ], [ 127, 63, 64, 127, 63, 64 ], [ 64, 29, 35, 64, 29, 35 ], [ 63, 34, 29, 63, 34, 29 ], [ 50.393701, 46.031746, 54.6875, 50.393701, 46.031746, 54.6875 ], [ 1.810366, 2.109468, 1.974143, 1.20259, 1.321786, 2.232955 ], [ 123543, 123543, 8845, 502143, 502143, 76734 ], [ -44317, -44317, -3891, -236505, -236505, -30028 ], [ 187, 372, 5, 187, 372, 5 ], [ 153, 331, 6, 153, 331, 6 ], [ 221, 406, 4, 221, 406, 4 ], [ 23794, 23448, 346, 23794, 23448, 346 ], [ 96.912638, 96.912638, 141.745971, 96.912638, 96.912638, 141.745971 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 380538, -139501, -459834, -76518, -339542, -253550 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24997, "evaluation_days": 2083.08, "actual_first_datapoint_time": 1579284000000, "first_datapoint_time": 1579658400000, "last_datapoint_time": 1759327200000, "evaluation_time": 1759334051897, "expiration_time": 1765806422400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 42, "offset": 0, "std": 1.69197 } }, "second_band": { "type": "midpoint", "factors": { "length": 53, "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) |
---|