Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585357.8768 | 631826.9604 | -46469.0837 | -181911.5416 | 2965508.309 | -3147419.8506 |
Total P&L (%) | 585.3579 | 631.827 | -46.4691 | -181.9115 | 2965.5083 | -3147.4199 |
Avg Daily Profit (%) | 0.2531 | 0.2732 | -0.0201 | 0 | 0.1481 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245171 | -83114 | -183929 | -10427682 | -3596212 | -7726444 |
Profit Factor | 2.0246 | 4.6045 | 0.8827 | 0.9898 | 1.5356 | 0.7436 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 16 | 14 | 33 | 18 | 15 |
Losing Trades | 35 | 17 | 18 | 32 | 15 | 17 |
Profitability (%) | 46.1538 | 48.4848 | 43.75 | 50.7692 | 54.5455 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3621 | 4.8923 | 1.1348 | 0.9598 | 1.2797 | 0.8428 |
Largest Winning Trade | 316325 | 316325 | 90813 | 4890845 | 2175232 | 4890845 |
Largest Losing Trade | -110138 | -42846 | -110138 | -6234840 | -2444232 | -6234840 |
Avg Bars in Trades | 93 | 51 | 136 | 93 | 51 | 136 |
Avg Bars in Winners | 133 | 82 | 190 | 103 | 67 | 147 |
Avg Bars in Losers | 58 | 22 | 93 | 81 | 32 | 125 |
Bars Traded | 6049 | 1697 | 4352 | 6049 | 1697 | 4352 |
Profit Streak | 110.5094 | 110.5094 | 111.1761 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124476 | 580188 | -581011 | -716678 | 257461 | -582025 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6939, "evaluation_days": 2313, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564444800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759176814886, "expiration_time": 1765156896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 14, "offset": 164 } }, "second_band": { "type": "kcl", "factors": { "length": 30, "offset": 148, "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": [ [ 585357.8767602473, 631826.9604164502, -46469.0836562028, -181911.5415583303, 2965508.30902857, -3147419.850586902 ], [ 585.357877, 631.82696, -46.469084, -181.911542, 2965.508309, -3147.419851 ], [ 0.253073, 0.273163, -0.02009, 0, 0.14809, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -245171, -83114, -183929, -10427682, -3596212, -7726444 ], [ 2.024648, 4.60451, 0.882651, 0.989789, 1.535592, 0.743649 ], [ 65, 33, 32, 65, 33, 32 ], [ 30, 16, 14, 33, 18, 15 ], [ 35, 17, 18, 32, 15, 17 ], [ 46.153846, 48.484848, 43.75, 50.769231, 54.545455, 46.875 ], [ 2.362089, 4.892292, 1.134837, 0.959795, 1.27966, 0.842802 ], [ 316325, 316325, 90813, 4890845, 2175232, 4890845 ], [ -110138, -42846, -110138, -6234840, -2444232, -6234840 ], [ 93, 51, 136, 93, 51, 136 ], [ 133, 82, 190, 103, 67, 147 ], [ 58, 22, 93, 81, 32, 125 ], [ 6049, 1697, 4352, 6049, 1697, 4352 ], [ 110.509431, 110.509431, 111.176098, 0, 0, 0 ], [ 2, 1, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124476, 580188, -581011, -716678, 257461, -582025 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6939, "evaluation_days": 2313, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564444800000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759176814886, "expiration_time": 1765156896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 14, "offset": 164 } }, "second_band": { "type": "kcl", "factors": { "length": 30, "offset": 148, "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) |
---|