Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1576585.6658 | 1588688.9794 | -12103.3136 | 1848.6497 | 1041000.1914 | -1039151.5417 |
Total P&L (%) | 1576.5857 | 1588.689 | -12.1033 | 1.8487 | 1041.0002 | -1039.1515 |
Avg Daily Profit (%) | 0.6832 | 0.6884 | -0.0052 | 0.0008 | 0.1055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177459 | -96184 | -215359 | -2591799 | -1431682 | -1413462 |
Profit Factor | 2.4806 | 3.8385 | 0.976 | 1.0004 | 1.3632 | 0.5491 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 31.4607 | 29.2135 | 33.7079 | 31.4607 | 29.2135 | 33.7079 |
Ratio Avg Win / Avg Loss | 5.4041 | 9.301 | 1.9195 | 2.1794 | 3.3032 | 1.0799 |
Largest Winning Trade | 1513324 | 1513324 | 81978 | 1800507 | 1800507 | 182077 |
Largest Losing Trade | -35067 | -35067 | -34068 | -588841 | -588841 | -573947 |
Avg Bars in Trades | 51 | 47 | 54 | 51 | 47 | 54 |
Avg Bars in Winners | 105 | 91 | 117 | 105 | 91 | 117 |
Avg Bars in Losers | 26 | 29 | 22 | 26 | 29 | 22 |
Bars Traded | 9113 | 4237 | 4876 | 9113 | 4237 | 4876 |
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 | 382231 | 273415 | -584652 | -582825 | -61638 | -585763 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560686400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758830761066, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 1576585.6658118274, 1588688.9794177506, -12103.3136059239, 1848.6496896555, 1041000.1913713603, -1039151.5416817042 ], [ 1576.585666, 1588.688979, -12.103314, 1.84865, 1041.000191, -1039.151542 ], [ 0.68317, 0.688415, -0.005245, 0.000794, 0.105548, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -177459, -96184, -215359, -2591799, -1431682, -1413462 ], [ 2.480575, 3.838526, 0.976041, 1.000358, 1.363219, 0.549094 ], [ 178, 89, 89, 178, 89, 89 ], [ 56, 26, 30, 56, 26, 30 ], [ 122, 63, 59, 122, 63, 59 ], [ 31.460674, 29.213483, 33.707865, 31.460674, 29.213483, 33.707865 ], [ 5.404109, 9.301044, 1.919546, 2.17935, 3.303185, 1.079885 ], [ 1513324, 1513324, 81978, 1800507, 1800507, 182077 ], [ -35067, -35067, -34068, -588841, -588841, -573947 ], [ 51, 47, 54, 51, 47, 54 ], [ 105, 91, 117, 105, 91, 117 ], [ 26, 29, 22, 26, 29, 22 ], [ 9113, 4237, 4876, 9113, 4237, 4876 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382231, 273415, -584652, -582825, -61638, -585763 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560686400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758830761066, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 4 } } }
# | 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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