Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954885.9247 | 933068.2419 | 21817.6828 | -52353.855 | -552154.9993 | 499801.1443 |
Total P&L (%) | 954.8859 | 933.0682 | 21.8177 | -52.3539 | -552.155 | 499.8011 |
Avg Daily Profit (%) | 0.4134 | 0.4039 | 0.0094 | -0.0321 | 0 | 0.0776 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241734 | -184642 | -147218 | -3925145 | -4106800 | -2427633 |
Profit Factor | 2.4656 | 3.2776 | 1.0902 | 0.9937 | 0.8928 | 1.1561 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 52.8736 | 48.8372 | 56.8182 | 52.8736 | 48.8372 | 56.8182 |
Ratio Avg Win / Avg Loss | 2.1976 | 3.4336 | 0.8286 | 0.8857 | 0.9353 | 0.8786 |
Largest Winning Trade | 837559 | 837559 | 54158 | 2432654 | 2432654 | 747875 |
Largest Losing Trade | -90593 | -52605 | -90593 | -2368761 | -1295825 | -2368761 |
Avg Bars in Trades | 75 | 111 | 40 | 75 | 111 | 40 |
Avg Bars in Winners | 87 | 144 | 40 | 87 | 144 | 40 |
Avg Bars in Losers | 62 | 80 | 41 | 62 | 80 | 41 |
Bars Traded | 6587 | 4803 | 1784 | 6587 | 4803 | 1784 |
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 | 545939 | 563223 | -307916 | -580173 | -581179 | -138933 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563552000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912298582, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 54, "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": [ [ 954885.9247384488, 933068.2419308284, 21817.6828076205, -52353.8549649359, -552154.9993055724, 499801.144340635 ], [ 954.885925, 933.068242, 21.817683, -52.353855, -552.154999, 499.801144 ], [ 0.413371, 0.403926, 0.009445, -0.032089, 0, 0.077581 ], [ 10, 10, 10, 10, 10, 10 ], [ -241734, -184642, -147218, -3925145, -4106800, -2427633 ], [ 2.465573, 3.277568, 1.090205, 0.993732, 0.892795, 1.156076 ], [ 87, 43, 44, 87, 43, 44 ], [ 46, 21, 25, 46, 21, 25 ], [ 41, 22, 19, 41, 22, 19 ], [ 52.873563, 48.837209, 56.818182, 52.873563, 48.837209, 56.818182 ], [ 2.197576, 3.433643, 0.828556, 0.885718, 0.935309, 0.878618 ], [ 837559, 837559, 54158, 2432654, 2432654, 747875 ], [ -90593, -52605, -90593, -2368761, -1295825, -2368761 ], [ 75, 111, 40, 75, 111, 40 ], [ 87, 144, 40, 87, 144, 40 ], [ 62, 80, 41, 62, 80, 41 ], [ 6587, 4803, 1784, 6587, 4803, 1784 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 545939, 563223, -307916, -580173, -581179, -138933 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563552000000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758912298582, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 54, "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) |
---|