Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662361.3318 | 443478.2271 | 218883.1047 | 528172.1443 | -48973.0281 | 577145.1724 |
Total P&L (%) | 662.3613 | 443.4782 | 218.8831 | 528.1721 | -48.973 | 577.1452 |
Avg Daily Profit (%) | 0.3651 | 0.2445 | 0.1207 | 0.1013 | -0.0371 | 0.1055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115495 | -143168 | -82482 | -639369 | -554560 | -301772 |
Profit Factor | 1.8967 | 1.9166 | 1.859 | 1.18 | 0.9746 | 1.573 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 73 | 28 | 45 | 73 | 28 | 45 |
Losing Trades | 76 | 46 | 30 | 76 | 46 | 30 |
Profitability (%) | 48.9933 | 37.8378 | 60 | 48.9933 | 37.8378 | 60 |
Ratio Avg Win / Avg Loss | 1.9747 | 3.1486 | 1.2394 | 1.2285 | 1.6011 | 1.0487 |
Largest Winning Trade | 461022 | 461022 | 32059 | 325376 | 325376 | 194080 |
Largest Losing Trade | -33313 | -31932 | -33313 | -196588 | -196588 | -184807 |
Avg Bars in Trades | 71 | 95 | 47 | 71 | 95 | 47 |
Avg Bars in Winners | 80 | 123 | 53 | 80 | 123 | 53 |
Avg Bars in Losers | 62 | 78 | 38 | 62 | 78 | 38 |
Bars Traded | 10646 | 7080 | 3566 | 10646 | 7080 | 3566 |
Profit Streak | 37.6439 | 38.9772 | 37.6439 | 37.6439 | 38.9772 | 37.6439 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524100 | -56559 | -83914 | -78236 | -646199 | -104381 |
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10885, "evaluation_days": 1814.17, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605499200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759519632974, "expiration_time": 1764209520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 187, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "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": [ [ 662361.3318185115, 443478.2271434584, 218883.1046750532, 528172.1443106276, -48973.0280509449, 577145.1723615725 ], [ 662.361332, 443.478227, 218.883105, 528.172144, -48.973028, 577.145172 ], [ 0.365104, 0.244452, 0.120652, 0.101345, -0.03708, 0.105488 ], [ 10, 10, 10, 10, 10, 10 ], [ -115495, -143168, -82482, -639369, -554560, -301772 ], [ 1.896712, 1.916553, 1.859035, 1.180041, 0.974577, 1.572983 ], [ 149, 74, 75, 149, 74, 75 ], [ 73, 28, 45, 73, 28, 45 ], [ 76, 46, 30, 76, 46, 30 ], [ 48.993289, 37.837838, 60, 48.993289, 37.837838, 60 ], [ 1.974659, 3.148623, 1.239357, 1.228536, 1.601092, 1.048656 ], [ 461022, 461022, 32059, 325376, 325376, 194080 ], [ -33313, -31932, -33313, -196588, -196588, -184807 ], [ 71, 95, 47, 71, 95, 47 ], [ 80, 123, 53, 80, 123, 53 ], [ 62, 78, 38, 62, 78, 38 ], [ 10646, 7080, 3566, 10646, 7080, 3566 ], [ 37.6439, 38.977233, 37.6439, 37.6439, 38.977233, 37.6439 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524100, -56559, -83914, -78236, -646199, -104381 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10885, "evaluation_days": 1814.17, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605499200000, "last_datapoint_time": 1759507200000, "evaluation_time": 1759519632974, "expiration_time": 1764209520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 187, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "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) |
---|