Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410764.3217 | 336370.7292 | 74393.5924 | 547609.7643 | 493834.6181 | 53775.1463 |
Total P&L (%) | 410.7643 | 336.3707 | 74.3936 | 547.6098 | 493.8346 | 53.7751 |
Avg Daily Profit (%) | 0.3943 | 0.3229 | 0.0714 | 0.1795 | 0.1712 | 0.0413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62461 | -44234 | -49987 | -517170 | -340268 | -289620 |
Profit Factor | 2.24 | 3.5942 | 1.369 | 1.4338 | 1.8716 | 1.0773 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 43.5294 | 44.186 | 42.8571 | 43.5294 | 44.186 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.906 | 4.5401 | 1.8254 | 1.86 | 2.3641 | 1.4364 |
Largest Winning Trade | 283380 | 283380 | 48187 | 656153 | 656153 | 235357 |
Largest Losing Trade | -33873 | -15174 | -33873 | -289620 | -150582 | -289620 |
Avg Bars in Trades | 285 | 162 | 410 | 285 | 162 | 410 |
Avg Bars in Winners | 467 | 249 | 697 | 467 | 249 | 697 |
Avg Bars in Losers | 144 | 93 | 195 | 144 | 93 | 195 |
Bars Traded | 24231 | 6983 | 17248 | 24231 | 6983 | 17248 |
Profit Streak | 26.1719 | 26.1719 | 93.2135 | 26.1719 | 26.1719 | 93.2135 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441887 | 495628 | -97340 | 309752 | 333313 | -275682 |
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670238000000, "first_datapoint_time": 1670940000000, "last_datapoint_time": 1760238000000, "evaluation_time": 1760242050381, "expiration_time": 1766718000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 183, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 196, "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": [ [ 410764.3216860191, 336370.7292393743, 74393.5924466449, 547609.764342832, 493834.6180719354, 53775.1462708967 ], [ 410.764322, 336.370729, 74.393592, 547.609764, 493.834618, 53.775146 ], [ 0.394332, 0.322915, 0.071418, 0.1795, 0.171163, 0.041319 ], [ 10, 10, 10, 10, 10, 10 ], [ -62461, -44234, -49987, -517170, -340268, -289620 ], [ 2.240042, 3.594227, 1.369036, 1.433786, 1.87155, 1.077287 ], [ 85, 43, 42, 85, 43, 42 ], [ 37, 19, 18, 37, 19, 18 ], [ 48, 24, 24, 48, 24, 24 ], [ 43.529412, 44.186047, 42.857143, 43.529412, 44.186047, 42.857143 ], [ 2.906, 4.540077, 1.825381, 1.860046, 2.364064, 1.436383 ], [ 283380, 283380, 48187, 656153, 656153, 235357 ], [ -33873, -15174, -33873, -289620, -150582, -289620 ], [ 285, 162, 410, 285, 162, 410 ], [ 467, 249, 697, 467, 249, 697 ], [ 144, 93, 195, 144, 93, 195 ], [ 24231, 6983, 17248, 24231, 6983, 17248 ], [ 26.171879, 26.171879, 93.213546, 26.171879, 26.171879, 93.213546 ], [ 2, 1, 3, 2, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 441887, 495628, -97340, 309752, 333313, -275682 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670238000000, "first_datapoint_time": 1670940000000, "last_datapoint_time": 1760238000000, "evaluation_time": 1760242050381, "expiration_time": 1766718000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 183, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 196, "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) |
---|