Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413800.9259 | 333533.3056 | 80267.6203 | 10509.5465 | -75082.1131 | 85591.6596 |
Total P&L (%) | 413.8009 | 333.5333 | 80.2676 | 10.5095 | -75.0821 | 85.5917 |
Avg Daily Profit (%) | 0.2594 | 0.2091 | 0.0503 | 0.0063 | -0.0871 | 0.0388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212429 | -133780 | -100220 | -1261245 | -868808 | -494456 |
Profit Factor | 1.5262 | 1.6967 | 1.2609 | 1.0034 | 0.9625 | 1.0771 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 45.7746 | 40.8451 | 50.7042 | 45.7746 | 40.8451 | 50.7042 |
Ratio Avg Win / Avg Loss | 1.8079 | 2.4572 | 1.2259 | 1.1886 | 1.394 | 1.0472 |
Largest Winning Trade | 270522 | 270522 | 48703 | 355393 | 355393 | 204067 |
Largest Losing Trade | -68807 | -68807 | -37051 | -239798 | -239798 | -88587 |
Avg Bars in Trades | 128 | 212 | 44 | 128 | 212 | 44 |
Avg Bars in Winners | 122 | 219 | 44 | 122 | 219 | 44 |
Avg Bars in Losers | 133 | 208 | 43 | 133 | 208 | 43 |
Bars Traded | 18231 | 15104 | 3127 | 18231 | 15104 | 3127 |
Profit Streak | 14.2874 | 14.2874 | 23.5374 | 14.2874 | 14.2874 | 23.5374 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378488 | -79011 | -211229 | -551383 | -669036 | -362213 |
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{ "first_band": { "type": "bbl", "factors": { "length": 213, "offset": 0, "std": 1.11762 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "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": [ [ 413800.9258978914, 333533.3056137383, 80267.6202841534, 10509.5464534428, -75082.11314837, 85591.6596018132 ], [ 413.800926, 333.533306, 80.26762, 10.509546, -75.082113, 85.59166 ], [ 0.259409, 0.20909, 0.050319, 0.006265, -0.087074, 0.038773 ], [ 10, 10, 10, 10, 10, 10 ], [ -212429, -133780, -100220, -1261245, -868808, -494456 ], [ 1.526165, 1.696652, 1.26088, 1.003377, 0.962497, 1.077075 ], [ 142, 71, 71, 142, 71, 71 ], [ 65, 29, 36, 65, 29, 36 ], [ 77, 42, 35, 77, 42, 35 ], [ 45.774648, 40.84507, 50.704225, 45.774648, 40.84507, 50.704225 ], [ 1.807919, 2.45722, 1.225855, 1.188615, 1.393961, 1.047156 ], [ 270522, 270522, 48703, 355393, 355393, 204067 ], [ -68807, -68807, -37051, -239798, -239798, -88587 ], [ 128, 212, 44, 128, 212, 44 ], [ 122, 219, 44, 122, 219, 44 ], [ 133, 208, 43, 133, 208, 43 ], [ 18231, 15104, 3127, 18231, 15104, 3127 ], [ 14.287394, 14.287394, 23.537394, 14.287394, 14.287394, 23.537394 ], [ 2, 1, 4, 2, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378488, -79011, -211229, -551383, -669036, -362213 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19142, "evaluation_days": 1595.17, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623607200000, "last_datapoint_time": 1759752000000, "evaluation_time": 1759755230847, "expiration_time": 1764713606400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 213, "offset": 0, "std": 1.11762 } }, "second_band": { "type": "dcm", "factors": { "length": 235, "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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