Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525530.9429 | 396752.0349 | 128778.9081 | 1632207.4552 | 590722.7589 | 1041484.6964 |
Total P&L (%) | 525.5309 | 396.752 | 128.7789 | 1632.2075 | 590.7228 | 1041.4847 |
Avg Daily Profit (%) | 0.2234 | 0.1686 | 0.0547 | 0.1213 | 0.0822 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93185 | -31573 | -120553 | -1019964 | -670869 | -455733 |
Profit Factor | 2.1547 | 3.2669 | 1.4598 | 1.5872 | 1.3922 | 1.8179 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Losing Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Profitability (%) | 59.434 | 64.1509 | 54.717 | 59.434 | 64.1509 | 54.717 |
Ratio Avg Win / Avg Loss | 1.4707 | 1.8256 | 1.2081 | 1.0834 | 0.778 | 1.5045 |
Largest Winning Trade | 146688 | 146688 | 61215 | 320072 | 315043 | 320072 |
Largest Losing Trade | -54200 | -25454 | -54200 | -423109 | -319339 | -423109 |
Avg Bars in Trades | 64 | 70 | 57 | 64 | 70 | 57 |
Avg Bars in Winners | 72 | 78 | 66 | 72 | 78 | 66 |
Avg Bars in Losers | 51 | 57 | 46 | 51 | 57 | 46 |
Bars Traded | 6797 | 3745 | 3052 | 6797 | 3745 | 3052 |
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 | 458281 | -164622 | -298207 | -27316 | -262060 | -230319 |
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7058, "evaluation_days": 2352.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1562083200000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759748368614, "expiration_time": 1765835712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 46, "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": [ [ 525530.9429496031, 396752.0348505875, 128778.9080990152, 1632207.4552299348, 590722.7588564651, 1041484.6963734692 ], [ 525.530943, 396.752035, 128.778908, 1632.207455, 590.722759, 1041.484696 ], [ 0.223376, 0.168639, 0.054737, 0.121297, 0.082177, 0.103549 ], [ 10, 10, 10, 10, 10, 10 ], [ -93185, -31573, -120553, -1019964, -670869, -455733 ], [ 2.154694, 3.266858, 1.459756, 1.587243, 1.392234, 1.817881 ], [ 106, 53, 53, 106, 53, 53 ], [ 63, 34, 29, 63, 34, 29 ], [ 43, 19, 24, 43, 19, 24 ], [ 59.433962, 64.150943, 54.716981, 59.433962, 64.150943, 54.716981 ], [ 1.470664, 1.825597, 1.208074, 1.083356, 0.778013, 1.504453 ], [ 146688, 146688, 61215, 320072, 315043, 320072 ], [ -54200, -25454, -54200, -423109, -319339, -423109 ], [ 64, 70, 57, 64, 70, 57 ], [ 72, 78, 66, 72, 78, 66 ], [ 51, 57, 46, 51, 57, 46 ], [ 6797, 3745, 3052, 6797, 3745, 3052 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458281, -164622, -298207, -27316, -262060, -230319 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7058, "evaluation_days": 2352.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1562083200000, "last_datapoint_time": 1759737600000, "evaluation_time": 1759748368614, "expiration_time": 1765835712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 46, "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) |
---|