Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1955604.7474 | 1956261.0823 | -656.3349 | 35804.271 | 2682422.9796 | -2646618.7086 |
Total P&L (%) | 1955.6047 | 1956.2611 | -0.6563 | 35.8043 | 2682.423 | -2646.6187 |
Avg Daily Profit (%) | 0.8442 | 0.8445 | -0.0003 | 0.0132 | 0.1437 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153504 | -106986 | -147010 | -3241757 | -1393674 | -2773111 |
Profit Factor | 4.1802 | 9.4683 | 0.9983 | 1.0063 | 2.3674 | 0.2922 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 52.459 | 58.0645 | 46.6667 | 52.459 | 58.0645 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.7883 | 6.8382 | 1.1409 | 0.9119 | 1.7098 | 0.334 |
Largest Winning Trade | 1872275 | 1872275 | 80802 | 3149335 | 3149335 | 320086 |
Largest Losing Trade | -81641 | -44527 | -81641 | -2063352 | -1393674 | -2063352 |
Avg Bars in Trades | 70 | 57 | 83 | 70 | 57 | 83 |
Avg Bars in Winners | 91 | 67 | 121 | 91 | 67 | 121 |
Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
Bars Traded | 4279 | 1787 | 2492 | 4279 | 1787 | 2492 |
Profit Streak | 28.6481 | 28.6481 | 68.6481 | 28.6481 | 28.6481 | 68.6481 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144275 | 838030 | -579485 | -557744 | 188499 | -581152 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4633, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562284800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759462399266, "expiration_time": 1765453968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 69, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 45, "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": [ [ 1955604.7474070191, 1956261.0822648462, -656.3348578275, 35804.2709520627, 2682422.9795998977, -2646618.708647835 ], [ 1955.604747, 1956.261082, -0.656335, 35.804271, 2682.42298, -2646.618709 ], [ 0.844207, 0.84449, -0.000283, 0.013212, 0.143678, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -153504, -106986, -147010, -3241757, -1393674, -2773111 ], [ 4.180198, 9.468281, 0.99829, 1.00628, 2.367408, 0.292235 ], [ 61, 31, 30, 61, 31, 30 ], [ 32, 18, 14, 32, 18, 14 ], [ 29, 13, 16, 29, 13, 16 ], [ 52.459016, 58.064516, 46.666667, 52.459016, 58.064516, 46.666667 ], [ 3.788304, 6.838203, 1.140903, 0.911941, 1.709795, 0.333983 ], [ 1872275, 1872275, 80802, 3149335, 3149335, 320086 ], [ -81641, -44527, -81641, -2063352, -1393674, -2063352 ], [ 70, 57, 83, 70, 57, 83 ], [ 91, 67, 121, 91, 67, 121 ], [ 46, 43, 49, 46, 43, 49 ], [ 4279, 1787, 2492, 4279, 1787, 2492 ], [ 28.64814, 28.64814, 68.64814, 28.64814, 28.64814, 68.64814 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -144275, 838030, -579485, -557744, 188499, -581152 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4633, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562284800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759462399266, "expiration_time": 1765453968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 69, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 45, "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) |
---|