Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558040.5043 | 465837.84 | 92202.6643 | 323333.4259 | 1108565.8059 | -785232.38 |
Total P&L (%) | 558.0405 | 465.8378 | 92.2027 | 323.3334 | 1108.5658 | -785.2324 |
Avg Daily Profit (%) | 0.2233 | 0.1864 | 0.0369 | 0.0578 | 0.0998 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246600 | -201240 | -89003 | -7894245 | -6692783 | -1897770 |
Profit Factor | 1.6378 | 1.9069 | 1.2552 | 1.0231 | 1.1215 | 0.8395 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 115 | 61 | 54 | 115 | 61 | 54 |
Profitability (%) | 41.3265 | 37.7551 | 44.898 | 41.3265 | 37.7551 | 44.898 |
Ratio Avg Win / Avg Loss | 2.3253 | 3.1438 | 1.5405 | 1.4525 | 1.849 | 1.0303 |
Largest Winning Trade | 272806 | 272806 | 54396 | 3576377 | 3576377 | 600308 |
Largest Losing Trade | -39826 | -37781 | -39826 | -2811413 | -2811413 | -837320 |
Avg Bars in Trades | 74 | 95 | 54 | 74 | 95 | 54 |
Avg Bars in Winners | 112 | 152 | 79 | 112 | 152 | 79 |
Avg Bars in Losers | 48 | 61 | 34 | 48 | 61 | 34 |
Bars Traded | 14687 | 9349 | 5338 | 14687 | 9349 | 5338 |
Profit Streak | 0 | 0 | 34.3698 | 0 | 0 | 34.3698 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323677 | 218539 | -144432 | -313304 | -150205 | -580846 |
{ "trading_pair": "IOTA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1543377600000, "first_datapoint_time": 1545768000000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759380749871, "expiration_time": 1765855872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 74, "offset": 93 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 558040.5042741139, 465837.8399782834, 92202.6642958304, 323333.4258795065, 1108565.805913873, -785232.3800343669 ], [ 558.040504, 465.83784, 92.202664, 323.333426, 1108.565806, -785.23238 ], [ 0.223276, 0.186385, 0.036891, 0.057752, 0.099757, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -246600, -201240, -89003, -7894245, -6692783, -1897770 ], [ 1.637786, 1.906914, 1.255187, 1.023067, 1.121496, 0.839509 ], [ 196, 98, 98, 196, 98, 98 ], [ 81, 37, 44, 81, 37, 44 ], [ 115, 61, 54, 115, 61, 54 ], [ 41.326531, 37.755102, 44.897959, 41.326531, 37.755102, 44.897959 ], [ 2.325251, 3.143831, 1.540457, 1.452503, 1.848953, 1.030307 ], [ 272806, 272806, 54396, 3576377, 3576377, 600308 ], [ -39826, -37781, -39826, -2811413, -2811413, -837320 ], [ 74, 95, 54, 74, 95, 54 ], [ 112, 152, 79, 112, 152, 79 ], [ 48, 61, 34, 48, 61, 34 ], [ 14687, 9349, 5338, 14687, 9349, 5338 ], [ 0, 0, 34.36979, 0, 0, 34.36979 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323677, 218539, -144432, -313304, -150205, -580846 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14996, "evaluation_days": 2499.33, "actual_first_datapoint_time": 1543377600000, "first_datapoint_time": 1545768000000, "last_datapoint_time": 1759377600000, "evaluation_time": 1759380749871, "expiration_time": 1765855872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 74, "offset": 93 } }, "second_band": { "type": "kcu", "factors": { "length": 12, "offset": 0, "scalar": 3 } } }
# | 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) |
---|