Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1507042.5574 | 1508112.5088 | -1069.9514 | 147436.695 | 1072695.1641 | -925258.469 |
Total P&L (%) | 1507.0426 | 1508.1125 | -1.07 | 147.4367 | 1072.6952 | -925.2585 |
Avg Daily Profit (%) | 0.6514 | 0.6519 | -0.0005 | 0.0392 | 0.1065 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128396 | -83029 | -124657 | -1342867 | -509437 | -1128849 |
Profit Factor | 3.485 | 5.873 | 0.9964 | 1.0395 | 1.6475 | 0.5535 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 46.0317 | 40.625 | 51.6129 | 46.0317 | 40.625 | 51.6129 |
Ratio Avg Win / Avg Loss | 4.0858 | 8.5837 | 0.9341 | 1.2188 | 2.4079 | 0.5189 |
Largest Winning Trade | 1415683 | 1415683 | 80820 | 1485380 | 1485380 | 319549 |
Largest Losing Trade | -47254 | -47254 | -41402 | -658427 | -440350 | -658427 |
Avg Bars in Trades | 134 | 111 | 157 | 134 | 111 | 157 |
Avg Bars in Winners | 212 | 177 | 241 | 212 | 177 | 241 |
Avg Bars in Losers | 67 | 67 | 67 | 67 | 67 | 67 |
Bars Traded | 8462 | 3583 | 4879 | 8462 | 3583 | 4879 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133981 | 599648 | -580608 | -470160 | -50986 | -580608 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563732000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233758721, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 204, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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": [ [ 1507042.5573779591, 1508112.5088020468, -1069.9514240875, 147436.6950499164, 1072695.1640620423, -925258.4690121259 ], [ 1507.042557, 1508.112509, -1.069951, 147.436695, 1072.695164, -925.258469 ], [ 0.651412, 0.651875, -0.000462, 0.039168, 0.106471, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -128396, -83029, -124657, -1342867, -509437, -1128849 ], [ 3.484984, 5.873047, 0.996397, 1.039538, 1.647478, 0.553499 ], [ 63, 32, 31, 63, 32, 31 ], [ 29, 13, 16, 29, 13, 16 ], [ 34, 19, 15, 34, 19, 15 ], [ 46.031746, 40.625, 51.612903, 46.031746, 40.625, 51.612903 ], [ 4.085843, 8.583683, 0.934122, 1.218769, 2.407852, 0.518906 ], [ 1415683, 1415683, 80820, 1485380, 1485380, 319549 ], [ -47254, -47254, -41402, -658427, -440350, -658427 ], [ 134, 111, 157, 134, 111, 157 ], [ 212, 177, 241, 212, 177, 241 ], [ 67, 67, 67, 67, 67, 67 ], [ 8462, 3583, 4879, 8462, 3583, 4879 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133981, 599648, -580608, -470160, -50986, -580608 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563732000000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759233758721, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 204, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 59, "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) |
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