Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458375.0107 | 370153.5128 | 88221.4979 | 173655.2325 | 104207.9978 | 69447.2348 |
Total P&L (%) | 458.375 | 370.1535 | 88.2215 | 173.6552 | 104.208 | 69.4472 |
Avg Daily Profit (%) | 0.2002 | 0.1617 | 0.0385 | 0.044 | 0.0312 | 0.023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116035 | -69715 | -149156 | -251633 | -204005 | -149667 |
Profit Factor | 1.6336 | 1.9314 | 1.2706 | 1.1625 | 1.1554 | 1.1747 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 47.3118 | 46.8085 | 47.8261 | 47.3118 | 46.8085 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.8192 | 2.1948 | 1.3861 | 1.2946 | 1.3129 | 1.2815 |
Largest Winning Trade | 156131 | 156131 | 54474 | 168846 | 168846 | 52580 |
Largest Losing Trade | -44910 | -34118 | -44910 | -113485 | -113485 | -50514 |
Avg Bars in Trades | 71 | 57 | 85 | 71 | 57 | 85 |
Avg Bars in Winners | 99 | 76 | 121 | 99 | 76 | 121 |
Avg Bars in Losers | 46 | 40 | 52 | 46 | 40 | 52 |
Bars Traded | 6627 | 2710 | 3917 | 6627 | 2710 | 3917 |
Profit Streak | 0 | 0 | 77.5472 | 0 | 0 | 77.5472 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357074 | 352853 | -141328 | -176692 | -202014 | -190328 |
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6868, "evaluation_days": 2289.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563206400000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758949677440, "expiration_time": 1764865152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 57, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 72, "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": [ [ 458375.0106758267, 370153.5127556245, 88221.497920202, 173655.2325127528, 104207.9977535748, 69447.2347591779 ], [ 458.375011, 370.153513, 88.221498, 173.655233, 104.207998, 69.447235 ], [ 0.200222, 0.161686, 0.038536, 0.043983, 0.031192, 0.023039 ], [ 10, 10, 10, 10, 10, 10 ], [ -116035, -69715, -149156, -251633, -204005, -149667 ], [ 1.633595, 1.931414, 1.270584, 1.16254, 1.155354, 1.174665 ], [ 93, 47, 46, 93, 47, 46 ], [ 44, 22, 22, 44, 22, 22 ], [ 49, 25, 24, 49, 25, 24 ], [ 47.311828, 46.808511, 47.826087, 47.311828, 46.808511, 47.826087 ], [ 1.819231, 2.194788, 1.386092, 1.294647, 1.312902, 1.281453 ], [ 156131, 156131, 54474, 168846, 168846, 52580 ], [ -44910, -34118, -44910, -113485, -113485, -50514 ], [ 71, 57, 85, 71, 57, 85 ], [ 99, 76, 121, 99, 76, 121 ], [ 46, 40, 52, 46, 40, 52 ], [ 6627, 2710, 3917, 6627, 2710, 3917 ], [ 0, 0, 77.547193, 0, 0, 77.547193 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 357074, 352853, -141328, -176692, -202014, -190328 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6868, "evaluation_days": 2289.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563206400000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758949677440, "expiration_time": 1764865152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 57, "offset": 0, "scalar": 3 } }, "second_band": { "type": "jma", "factors": { "length": 72, "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) |
---|