Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3064613.6336 | 2966931.4073 | 97682.2264 | 3926574.3542 | 8840819.2061 | -4914244.8519 |
Total P&L (%) | 3064.6136 | 2966.9314 | 97.6822 | 3926.5744 | 8840.8192 | -4914.2449 |
Avg Daily Profit (%) | 1.471 | 1.4241 | 0.0469 | 0.1775 | 0.2159 | 0 |
Buy And Hold Return (%) | 84.3525 | 84.3525 | 84.3525 | 84.3525 | 84.3525 | 84.3525 |
Max Trade Drawdown | -110927 | -110400 | -121800 | -12262935 | -6650096 | -7718563 |
Profit Factor | 5.1662 | 8.7535 | 1.2768 | 1.1076 | 1.4755 | 0.7257 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 32.967 | 26.6667 | 39.1304 | 32.967 | 26.6667 | 39.1304 |
Ratio Avg Win / Avg Loss | 10.5046 | 24.072 | 1.9861 | 2.252 | 4.0577 | 1.1288 |
Largest Winning Trade | 2608096 | 2608096 | 84692 | 13436166 | 13436166 | 2685059 |
Largest Losing Trade | -41800 | -38152 | -41800 | -3386951 | -3038506 | -3386951 |
Avg Bars in Trades | 270 | 238 | 302 | 270 | 238 | 302 |
Avg Bars in Winners | 564 | 576 | 557 | 564 | 576 | 557 |
Avg Bars in Losers | 126 | 115 | 138 | 126 | 115 | 138 |
Bars Traded | 24636 | 10728 | 13908 | 24636 | 10728 | 13908 |
Profit Streak | 13.8936 | 0 | 23.9769 | 13.8936 | 0 | 23.9769 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571746 | -167 | -249459 | -99036 | -11961 | -582720 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579593600000, "first_datapoint_time": 1580788800000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759663606461, "expiration_time": 1766138400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 3064613.6336408006, 2966931.407260725, 97682.2263800754, 3926574.3541534087, 8840819.206091177, -4914244.851937764 ], [ 3064.613634, 2966.931407, 97.682226, 3926.574354, 8840.819206, -4914.244852 ], [ 1.471017, 1.424129, 0.046888, 0.177542, 0.215907, 0 ], [ 84.352518, 84.352518, 84.352518, 84.352518, 84.352518, 84.352518 ], [ -110927, -110400, -121800, -12262935, -6650096, -7718563 ], [ 5.166179, 8.753466, 1.276771, 1.107561, 1.47552, 0.725673 ], [ 91, 45, 46, 91, 45, 46 ], [ 30, 12, 18, 30, 12, 18 ], [ 61, 33, 28, 61, 33, 28 ], [ 32.967033, 26.666667, 39.130435, 32.967033, 26.666667, 39.130435 ], [ 10.504564, 24.072031, 1.986089, 2.25204, 4.05768, 1.128824 ], [ 2608096, 2608096, 84692, 13436166, 13436166, 2685059 ], [ -41800, -38152, -41800, -3386951, -3038506, -3386951 ], [ 270, 238, 302, 270, 238, 302 ], [ 564, 576, 557, 564, 576, 557 ], [ 126, 115, 138, 126, 115, 138 ], [ 24636, 10728, 13908, 24636, 10728, 13908 ], [ 13.893593, 0, 23.976927, 13.893593, 0, 23.976927 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 571746, -167, -249459, -99036, -11961, -582720 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579593600000, "first_datapoint_time": 1580788800000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759663606461, "expiration_time": 1766138400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 107, "offset": 0, "scalar": 5 } } }
# | 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) |
---|