Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 705805.9073 | 656863.9346 | 48941.9728 | 430990.3982 | 145043.8207 | 285946.5776 |
Total P&L (%) | 705.8059 | 656.8639 | 48.942 | 430.9904 | 145.0438 | 285.9466 |
Avg Daily Profit (%) | 0.3389 | 0.3154 | 0.0235 | 0.0802 | 0.043 | 0.0649 |
Buy And Hold Return (%) | 93.5091 | 93.5091 | 93.5091 | 93.5091 | 93.5091 | 93.5091 |
Max Trade Drawdown | -174549 | -161954 | -24997 | -11010156 | -11203004 | -1426763 |
Profit Factor | 1.9742 | 2.0346 | 1.5463 | 1.022 | 1.0084 | 1.1258 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 93 | 49 | 44 | 93 | 49 | 44 |
Losing Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Profitability (%) | 61.5894 | 65.3333 | 57.8947 | 61.5894 | 65.3333 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.2312 | 1.0796 | 1.1246 | 0.6374 | 0.5351 | 0.8188 |
Largest Winning Trade | 111999 | 111999 | 22007 | 3529763 | 3529763 | 1042259 |
Largest Losing Trade | -90954 | -90954 | -12402 | -8951867 | -8951867 | -1313249 |
Avg Bars in Trades | 162 | 325 | 1 | 162 | 325 | 1 |
Avg Bars in Winners | 87 | 165 | 1 | 87 | 165 | 1 |
Avg Bars in Losers | 281 | 626 | 2 | 281 | 626 | 2 |
Bars Traded | 24527 | 24400 | 128 | 24527 | 24400 | 128 |
Profit Streak | 0 | 22.6959 | 0 | 0 | 22.6959 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509683 | -42365 | -373541 | -283271 | -412427 | -241042 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1579305600000, "first_datapoint_time": 1579644000000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759315323059, "expiration_time": 1765790726400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 3.12884 } } }
{ "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": [ [ 705805.9073181959, 656863.9345671193, 48941.9727510763, 430990.3982354198, 145043.8206699277, 285946.5775654953 ], [ 705.805907, 656.863935, 48.941973, 430.990398, 145.043821, 285.946578 ], [ 0.338895, 0.315395, 0.0235, 0.080197, 0.043044, 0.064867 ], [ 93.509128, 93.509128, 93.509128, 93.509128, 93.509128, 93.509128 ], [ -174549, -161954, -24997, -11010156, -11203004, -1426763 ], [ 1.974203, 2.034589, 1.546272, 1.021988, 1.00837, 1.125825 ], [ 151, 75, 76, 151, 75, 76 ], [ 93, 49, 44, 93, 49, 44 ], [ 58, 26, 32, 58, 26, 32 ], [ 61.589404, 65.333333, 57.894737, 61.589404, 65.333333, 57.894737 ], [ 1.231223, 1.079578, 1.124562, 0.637369, 0.535054, 0.818781 ], [ 111999, 111999, 22007, 3529763, 3529763, 1042259 ], [ -90954, -90954, -12402, -8951867, -8951867, -1313249 ], [ 162, 325, 1, 162, 325, 1 ], [ 87, 165, 1, 87, 165, 1 ], [ 281, 626, 2, 281, 626, 2 ], [ 24527, 24400, 128, 24527, 24400, 128 ], [ 0, 22.695869, 0, 0, 22.695869, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 509683, -42365, -373541, -283271, -412427, -241042 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24992, "evaluation_days": 2082.67, "actual_first_datapoint_time": 1579305600000, "first_datapoint_time": 1579644000000, "last_datapoint_time": 1759312800000, "evaluation_time": 1759315323059, "expiration_time": 1765790726400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 3.12884 } } }
# | 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) |
---|