Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3824147.626 | 3663044.5412 | 161103.0848 | 3713225.0802 | 1309031.0763 | 2404194.0039 |
Total P&L (%) | 3824.1476 | 3663.0445 | 161.1031 | 3713.2251 | 1309.0311 | 2404.194 |
Avg Daily Profit (%) | 1.6498 | 1.5803 | 0.0695 | 0.1572 | 0.1142 | 0.139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103470 | -123855 | -87155 | -6419072 | -4027707 | -3753824 |
Profit Factor | 4.3593 | 7.1108 | 1.2989 | 1.1183 | 1.0839 | 1.1522 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Losing Trades | 163 | 88 | 75 | 163 | 88 | 75 |
Profitability (%) | 38.2576 | 33.3333 | 43.1818 | 38.2576 | 33.3333 | 43.1818 |
Ratio Avg Win / Avg Loss | 7.0353 | 14.2216 | 1.7091 | 1.8048 | 2.1679 | 1.5161 |
Largest Winning Trade | 3283248 | 3283248 | 77814 | 3416949 | 3416949 | 2589138 |
Largest Losing Trade | -41698 | -41698 | -32804 | -1727554 | -1727554 | -1433686 |
Avg Bars in Trades | 17 | 16 | 17 | 17 | 16 | 17 |
Avg Bars in Winners | 28 | 28 | 27 | 28 | 28 | 27 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 4496 | 2203 | 2293 | 4496 | 2203 | 2293 |
Profit Streak | 0 | 13.4851 | 0 | 0 | 13.4851 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 659558 | 596388 | -101527 | -84528 | -173025 | -61563 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562587200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621108738, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 41, "offset": 35 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "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": [ [ 3824147.6260098913, 3663044.5412315894, 161103.0847783006, 3713225.0802080226, 1309031.0762881455, 2404194.003919878 ], [ 3824.147626, 3663.044541, 161.103085, 3713.22508, 1309.031076, 2404.194004 ], [ 1.649762, 1.580261, 0.069501, 0.157201, 0.114193, 0.139033 ], [ 10, 10, 10, 10, 10, 10 ], [ -103470, -123855, -87155, -6419072, -4027707, -3753824 ], [ 4.359275, 7.110784, 1.298923, 1.118294, 1.083935, 1.152221 ], [ 264, 132, 132, 264, 132, 132 ], [ 101, 44, 57, 101, 44, 57 ], [ 163, 88, 75, 163, 88, 75 ], [ 38.257576, 33.333333, 43.181818, 38.257576, 33.333333, 43.181818 ], [ 7.035265, 14.221568, 1.709109, 1.804771, 2.16787, 1.51608 ], [ 3283248, 3283248, 77814, 3416949, 3416949, 2589138 ], [ -41698, -41698, -32804, -1727554, -1727554, -1433686 ], [ 17, 16, 17, 17, 16, 17 ], [ 28, 28, 27, 28, 28, 27 ], [ 10, 10, 9, 10, 10, 9 ], [ 4496, 2203, 2293, 4496, 2203, 2293 ], [ 0, 13.485055, 0, 0, 13.485055, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 659558, 596388, -101527, -84528, -173025, -61563 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562587200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621108738, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 41, "offset": 35 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "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) |
---|