Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386872.5783 | 293955.9456 | 92916.6327 | 472956.1751 | 446896.0447 | 26060.1304 |
Total P&L (%) | 386.8726 | 293.9559 | 92.9166 | 472.9562 | 446.896 | 26.0601 |
Avg Daily Profit (%) | 0.3714 | 0.2822 | 0.0892 | 0.1677 | 0.1632 | 0.0222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83477 | -69020 | -29405 | -972773 | -678440 | -371662 |
Profit Factor | 1.6811 | 1.7641 | 1.5069 | 1.142 | 1.2083 | 1.022 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 112 | 48 | 64 | 112 | 48 | 64 |
Losing Trades | 200 | 108 | 92 | 200 | 108 | 92 |
Profitability (%) | 35.8974 | 30.7692 | 41.0256 | 35.8974 | 30.7692 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.002 | 3.9693 | 2.1662 | 2.0393 | 2.7186 | 1.4691 |
Largest Winning Trade | 243557 | 243557 | 25556 | 967513 | 967513 | 111117 |
Largest Losing Trade | -18787 | -18787 | -7531 | -112135 | -112135 | -101293 |
Avg Bars in Trades | 78 | 129 | 28 | 78 | 129 | 28 |
Avg Bars in Winners | 131 | 255 | 39 | 131 | 255 | 39 |
Avg Bars in Losers | 49 | 73 | 21 | 49 | 73 | 21 |
Bars Traded | 24636 | 20190 | 4446 | 24636 | 20190 | 4446 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303052 | 160268 | -74364 | -59710 | 26080 | -365897 |
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669060800000, "first_datapoint_time": 1669629600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759063291359, "expiration_time": 1765540800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 386872.5783251126, 293955.9456048053, 92916.6327203079, 472956.1751459972, 446896.0447025162, 26060.1304434806 ], [ 386.872578, 293.955946, 92.916633, 472.956175, 446.896045, 26.06013 ], [ 0.371396, 0.282197, 0.0892, 0.167721, 0.163245, 0.022235 ], [ 10, 10, 10, 10, 10, 10 ], [ -83477, -69020, -29405, -972773, -678440, -371662 ], [ 1.681113, 1.764127, 1.506896, 1.142012, 1.208256, 1.022001 ], [ 312, 156, 156, 312, 156, 156 ], [ 112, 48, 64, 112, 48, 64 ], [ 200, 108, 92, 200, 108, 92 ], [ 35.897436, 30.769231, 41.025641, 35.897436, 30.769231, 41.025641 ], [ 3.001988, 3.969285, 2.166162, 2.039307, 2.718576, 1.469126 ], [ 243557, 243557, 25556, 967513, 967513, 111117 ], [ -18787, -18787, -7531, -112135, -112135, -101293 ], [ 78, 129, 28, 78, 129, 28 ], [ 131, 255, 39, 131, 255, 39 ], [ 49, 73, 21, 49, 73, 21 ], [ 24636, 20190, 4446, 24636, 20190, 4446 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 303052, 160268, -74364, -59710, 26080, -365897 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669060800000, "first_datapoint_time": 1669629600000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759063291359, "expiration_time": 1765540800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 4 } } }
# | 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) |
---|