Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217886.8126 | -35632.5746 | 253519.3872 | 21535.0133 | -26965.1183 | 48500.1316 |
Total P&L (%) | 217.8868 | -35.6326 | 253.5194 | 21.535 | -26.9651 | 48.5001 |
Avg Daily Profit (%) | 0.143 | -0.0234 | 0.1663 | 0.0128 | -0.0206 | 0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146724 | -94693 | -113142 | -724004 | -157483 | -658635 |
Profit Factor | 1.3296 | 0.9036 | 1.8704 | 1.0111 | 0.9658 | 1.0424 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 269 | 122 | 147 | 269 | 122 | 147 |
Losing Trades | 56 | 41 | 15 | 56 | 41 | 15 |
Profitability (%) | 82.7692 | 74.8466 | 90.7407 | 82.7692 | 74.8466 | 90.7407 |
Ratio Avg Win / Avg Loss | 0.2768 | 0.3037 | 0.1909 | 0.2105 | 0.3246 | 0.1064 |
Largest Winning Trade | 30060 | 30060 | 20882 | 83455 | 83455 | 75401 |
Largest Losing Trade | -69211 | -54472 | -69211 | -539691 | -135371 | -539691 |
Avg Bars in Trades | 27 | 19 | 34 | 27 | 19 | 34 |
Avg Bars in Winners | 13 | 6 | 18 | 13 | 6 | 18 |
Avg Bars in Losers | 93 | 58 | 190 | 93 | 58 | 190 |
Bars Traded | 8865 | 3254 | 5611 | 8865 | 3254 | 5611 |
Profit Streak | 55.1003 | 55.1003 | 58.4336 | 55.1003 | 55.1003 | 58.4336 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 152676 | -575408 | 546447 | -383702 | -575408 | -328195 |
{ "trading_pair": "C98_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9145, "evaluation_days": 1524.17, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1628884800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040664084, "expiration_time": 1762665840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 217886.8125778768, -35632.5746103723, 253519.3871882489, 21535.0132664083, -26965.1183430349, 48500.1316094431 ], [ 217.886813, -35.632575, 253.519387, 21.535013, -26.965118, 48.500132 ], [ 0.142954, -0.023378, 0.166333, 0.012797, -0.020615, 0.025946 ], [ 10, 10, 10, 10, 10, 10 ], [ -146724, -94693, -113142, -724004, -157483, -658635 ], [ 1.329647, 0.90362, 1.870422, 1.011143, 0.965771, 1.042367 ], [ 325, 163, 162, 325, 163, 162 ], [ 269, 122, 147, 269, 122, 147 ], [ 56, 41, 15, 56, 41, 15 ], [ 82.769231, 74.846626, 90.740741, 82.769231, 74.846626, 90.740741 ], [ 0.276804, 0.303676, 0.190859, 0.210498, 0.324563, 0.106364 ], [ 30060, 30060, 20882, 83455, 83455, 75401 ], [ -69211, -54472, -69211, -539691, -135371, -539691 ], [ 27, 19, 34, 27, 19, 34 ], [ 13, 6, 18, 13, 6, 18 ], [ 93, 58, 190, 93, 58, 190 ], [ 8865, 3254, 5611, 8865, 3254, 5611 ], [ 55.100279, 55.100279, 58.433612, 55.100279, 55.100279, 58.433612 ], [ 12, 6, 6, 12, 6, 6 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 152676, -575408, 546447, -383702, -575408, -328195 ] ] }
{ "trading_pair": "C98_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9145, "evaluation_days": 1524.17, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1628884800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759040664084, "expiration_time": 1762665840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 2 } } }
# | 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) |
---|