Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1965856.0701 | 1864449.2621 | 101406.8079 | 2322730.7952 | 971992.5839 | 1350738.2113 |
Total P&L (%) | 1965.8561 | 1864.4493 | 101.4068 | 2322.7308 | 971.9926 | 1350.7382 |
Avg Daily Profit (%) | 0.8466 | 0.803 | 0.0437 | 0.1374 | 0.1022 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93045 | -53340 | -63493 | -4931395 | -2010248 | -3260630 |
Profit Factor | 5.2441 | 9.9157 | 1.3991 | 1.1945 | 1.1814 | 1.2053 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.1176 | 41.1765 | 47.0588 | 44.1176 | 41.1765 | 47.0588 |
Ratio Avg Win / Avg Loss | 6.6425 | 14.1652 | 1.574 | 1.5131 | 1.6877 | 1.3559 |
Largest Winning Trade | 1744419 | 1744419 | 81907 | 1888181 | 1273904 | 1888181 |
Largest Losing Trade | -61297 | -27820 | -61297 | -1754935 | -1211492 | -1754935 |
Avg Bars in Trades | 62 | 45 | 80 | 62 | 45 | 80 |
Avg Bars in Winners | 103 | 86 | 117 | 103 | 86 | 117 |
Avg Bars in Losers | 31 | 15 | 47 | 31 | 15 | 47 |
Bars Traded | 4276 | 1530 | 2746 | 4276 | 1530 | 2746 |
Profit Streak | 17.6443 | 0 | 23.1443 | 17.6443 | 0 | 23.1443 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94317 | 656935 | -132900 | -130160 | -79462 | -39337 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4644, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564747200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759937270393, "expiration_time": 1765943424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1965856.0700693938, 1864449.262123865, 101406.8079455291, 2322730.7951866155, 971992.583893639, 1350738.2112929756 ], [ 1965.85607, 1864.449262, 101.406808, 2322.730795, 971.992584, 1350.738211 ], [ 0.846622, 0.80295, 0.043672, 0.137367, 0.10221, 0.115254 ], [ 10, 10, 10, 10, 10, 10 ], [ -93045, -53340, -63493, -4931395, -2010248, -3260630 ], [ 5.24407, 9.915661, 1.399114, 1.194534, 1.181374, 1.205252 ], [ 68, 34, 34, 68, 34, 34 ], [ 30, 14, 16, 30, 14, 16 ], [ 38, 20, 18, 38, 20, 18 ], [ 44.117647, 41.176471, 47.058824, 44.117647, 41.176471, 47.058824 ], [ 6.642488, 14.165231, 1.574003, 1.513077, 1.687677, 1.355908 ], [ 1744419, 1744419, 81907, 1888181, 1273904, 1888181 ], [ -61297, -27820, -61297, -1754935, -1211492, -1754935 ], [ 62, 45, 80, 62, 45, 80 ], [ 103, 86, 117, 103, 86, 117 ], [ 31, 15, 47, 31, 15, 47 ], [ 4276, 1530, 2746, 4276, 1530, 2746 ], [ 17.644333, 0, 23.144333, 17.644333, 0, 23.144333 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94317, 656935, -132900, -130160, -79462, -39337 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4644, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564747200000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759937270393, "expiration_time": 1765943424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 126, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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) |
---|