Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282369.3986 | 57697.5773 | 224671.8213 | -31425.2837 | 31662.2591 | -63087.5428 |
Total P&L (%) | 282.3694 | 57.6976 | 224.6718 | -31.4253 | 31.6623 | -63.0875 |
Avg Daily Profit (%) | 0.1698 | 0.0347 | 0.1351 | -0.0227 | 0.0165 | -0.0599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97274 | -47198 | -96321 | -147047 | -12698 | -146993 |
Profit Factor | 1.9652 | 1.4533 | 2.3595 | 0.8556 | 1.8949 | 0.6539 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 19 | 15 | 4 | 19 | 15 | 4 |
Profitability (%) | 84.0336 | 75 | 93.2203 | 84.0336 | 75 | 93.2203 |
Ratio Avg Win / Avg Loss | 0.3734 | 0.4844 | 0.1716 | 0.1626 | 0.6316 | 0.0476 |
Largest Winning Trade | 19657 | 13127 | 19657 | 18405 | 12705 | 18405 |
Largest Losing Trade | -96321 | -40652 | -96321 | -146993 | -12698 | -146993 |
Avg Bars in Trades | 26 | 14 | 38 | 26 | 14 | 38 |
Avg Bars in Winners | 14 | 5 | 23 | 14 | 5 | 23 |
Avg Bars in Losers | 86 | 42 | 250 | 86 | 42 | 250 |
Bars Traded | 3127 | 859 | 2268 | 3127 | 859 | 2268 |
Profit Streak | 160.9587 | 160.9587 | 537.4587 | 160.9587 | 160.9587 | 537.4587 |
Trades During Streak | 18 | 9 | 15 | 18 | 9 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546959 | -312145 | -180950 | -573902 | -337027 | -750771 |
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3326, "evaluation_days": 1663, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1623758400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759446028091, "expiration_time": 1763716896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "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": [ [ 282369.3986139949, 57697.5772925465, 224671.8213214484, -31425.2836893435, 31662.2591485393, -63087.5428378827 ], [ 282.369399, 57.697577, 224.671821, -31.425284, 31.662259, -63.087543 ], [ 0.169795, 0.034695, 0.1351, -0.022682, 0.016542, -0.059911 ], [ 10, 10, 10, 10, 10, 10 ], [ -97274, -47198, -96321, -147047, -12698, -146993 ], [ 1.965246, 1.453341, 2.359471, 0.855628, 1.894947, 0.653916 ], [ 119, 60, 59, 119, 60, 59 ], [ 100, 45, 55, 100, 45, 55 ], [ 19, 15, 4, 19, 15, 4 ], [ 84.033613, 75, 93.220339, 84.033613, 75, 93.220339 ], [ 0.373397, 0.484447, 0.171598, 0.162569, 0.631649, 0.047558 ], [ 19657, 13127, 19657, 18405, 12705, 18405 ], [ -96321, -40652, -96321, -146993, -12698, -146993 ], [ 26, 14, 38, 26, 14, 38 ], [ 14, 5, 23, 14, 5, 23 ], [ 86, 42, 250, 86, 42, 250 ], [ 3127, 859, 2268, 3127, 859, 2268 ], [ 160.958658, 160.958658, 537.458658, 160.958658, 160.958658, 537.458658 ], [ 18, 9, 15, 18, 9, 15 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 546959, -312145, -180950, -573902, -337027, -750771 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3326, "evaluation_days": 1663, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1623758400000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759446028091, "expiration_time": 1763716896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "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) |
---|