Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484887.7273 | 419833.6471 | 65054.0802 | 1026052.3886 | 457165.2772 | 568887.1114 |
Total P&L (%) | 484.8877 | 419.8336 | 65.0541 | 1026.0524 | 457.1653 | 568.8871 |
Avg Daily Profit (%) | 0.258 | 0.2234 | 0.0346 | 0.1289 | 0.0915 | 0.1012 |
Buy And Hold Return (%) | 219.4709 | 219.4709 | 219.4709 | 219.4709 | 219.4709 | 219.4709 |
Max Trade Drawdown | -126423 | -131445 | -15108 | -1058880 | -1090582 | -91475 |
Profit Factor | 2.3797 | 2.514 | 1.8773 | 1.3446 | 1.1737 | 2.6436 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 73.3333 | 71.1111 | 75.5556 | 73.3333 | 71.1111 | 75.5556 |
Ratio Avg Win / Avg Loss | 0.8653 | 1.0213 | 0.6074 | 0.489 | 0.4768 | 0.8553 |
Largest Winning Trade | 95735 | 95735 | 18369 | 449424 | 449424 | 130589 |
Largest Losing Trade | -72134 | -72134 | -25907 | -626672 | -626672 | -72724 |
Avg Bars in Trades | 231 | 442 | 20 | 231 | 442 | 20 |
Avg Bars in Winners | 140 | 275 | 13 | 140 | 275 | 13 |
Avg Bars in Losers | 481 | 853 | 41 | 481 | 853 | 41 |
Bars Traded | 20811 | 19905 | 906 | 20811 | 19905 | 906 |
Profit Streak | 140.8977 | 220.731 | 140.8977 | 140.8977 | 220.731 | 140.8977 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319785 | 294944 | -307410 | -18899 | -104116 | -54453 |
{ "trading_pair": "MKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22549, "evaluation_days": 1879.08, "actual_first_datapoint_time": 1595512800000, "first_datapoint_time": 1596405600000, "last_datapoint_time": 1757901600000, "evaluation_time": 1759203157328, "expiration_time": 1763746300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 125, "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": [ [ 484887.7272723765, 419833.6470548977, 65054.0802174792, 1026052.3885817791, 457165.2771731642, 568887.1114086147 ], [ 484.887727, 419.833647, 65.05408, 1026.052389, 457.165277, 568.887111 ], [ 0.258045, 0.223425, 0.03462, 0.128939, 0.091453, 0.101188 ], [ 219.470866, 219.470866, 219.470866, 219.470866, 219.470866, 219.470866 ], [ -126423, -131445, -15108, -1058880, -1090582, -91475 ], [ 2.379676, 2.514029, 1.877274, 1.344622, 1.173747, 2.643638 ], [ 90, 45, 45, 90, 45, 45 ], [ 66, 32, 34, 66, 32, 34 ], [ 24, 13, 11, 24, 13, 11 ], [ 73.333333, 71.111111, 75.555556, 73.333333, 71.111111, 75.555556 ], [ 0.865337, 1.021324, 0.607353, 0.488953, 0.476835, 0.855295 ], [ 95735, 95735, 18369, 449424, 449424, 130589 ], [ -72134, -72134, -25907, -626672, -626672, -72724 ], [ 231, 442, 20, 231, 442, 20 ], [ 140, 275, 13, 140, 275, 13 ], [ 481, 853, 41, 481, 853, 41 ], [ 20811, 19905, 906, 20811, 19905, 906 ], [ 140.897654, 220.730988, 140.897654, 140.897654, 220.730988, 140.897654 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319785, 294944, -307410, -18899, -104116, -54453 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22549, "evaluation_days": 1879.08, "actual_first_datapoint_time": 1595512800000, "first_datapoint_time": 1596405600000, "last_datapoint_time": 1757901600000, "evaluation_time": 1759203157328, "expiration_time": 1763746300800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 125, "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) |
---|