Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342857.5506 | 83042.8829 | 259814.6678 | 280933.9806 | 118368.9901 | 162564.9905 |
Total P&L (%) | 342.8576 | 83.0429 | 259.8147 | 280.934 | 118.369 | 162.565 |
Avg Daily Profit (%) | 0.2049 | 0.0496 | 0.1553 | 0.08 | 0.0467 | 0.0577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81676 | -50119 | -81676 | -370379 | -102633 | -370379 |
Profit Factor | 2.2177 | 1.7273 | 2.5523 | 1.3478 | 1.4772 | 1.2905 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 78.125 | 71.875 | 84.375 | 78.125 | 71.875 | 84.375 |
Ratio Avg Win / Avg Loss | 0.621 | 0.6759 | 0.4726 | 0.3774 | 0.578 | 0.239 |
Largest Winning Trade | 46043 | 19970 | 46043 | 77768 | 43922 | 77768 |
Largest Losing Trade | -81676 | -50119 | -81676 | -370379 | -102633 | -370379 |
Avg Bars in Trades | 74 | 27 | 121 | 74 | 27 | 121 |
Avg Bars in Winners | 42 | 13 | 66 | 42 | 13 | 66 |
Avg Bars in Losers | 190 | 61 | 421 | 190 | 61 | 421 |
Bars Traded | 4762 | 868 | 3894 | 4762 | 868 | 3894 |
Profit Streak | 0 | 0 | 257.2168 | 0 | 0 | 257.2168 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130748 | -123059 | 541037 | -227337 | -127978 | -111804 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5020, "evaluation_days": 1673.33, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621872000000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760332333936, "expiration_time": 1764650880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 342857.5506132886, 83042.8828587302, 259814.6677545583, 280933.9805829654, 118368.9900996066, 162564.9904833589 ], [ 342.857551, 83.042883, 259.814668, 280.933981, 118.36899, 162.56499 ], [ 0.204895, 0.049627, 0.155268, 0.07996, 0.046685, 0.057706 ], [ 10, 10, 10, 10, 10, 10 ], [ -81676, -50119, -81676, -370379, -102633, -370379 ], [ 2.217726, 1.727302, 2.552279, 1.347832, 1.477217, 1.290486 ], [ 64, 32, 32, 64, 32, 32 ], [ 50, 23, 27, 50, 23, 27 ], [ 14, 9, 5, 14, 9, 5 ], [ 78.125, 71.875, 84.375, 78.125, 71.875, 84.375 ], [ 0.620963, 0.675901, 0.472644, 0.377393, 0.578041, 0.238979 ], [ 46043, 19970, 46043, 77768, 43922, 77768 ], [ -81676, -50119, -81676, -370379, -102633, -370379 ], [ 74, 27, 121, 74, 27, 121 ], [ 42, 13, 66, 42, 13, 66 ], [ 190, 61, 421, 190, 61, 421 ], [ 4762, 868, 3894, 4762, 868, 3894 ], [ 0, 0, 257.216828, 0, 0, 257.216828 ], [ 0, 0, 6, 0, 0, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -130748, -123059, 541037, -227337, -127978, -111804 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5020, "evaluation_days": 1673.33, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621872000000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760332333936, "expiration_time": 1764650880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 5 } } }
# | 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) |
---|