Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689252.9972 | 587790.8928 | 101462.1044 | 13406362.2134 | 11148033.6195 | 2258328.5939 |
Total P&L (%) | 689.253 | 587.7909 | 101.4621 | 13406.3622 | 11148.0336 | 2258.3286 |
Avg Daily Profit (%) | 0.2755 | 0.235 | 0.0406 | 0.1963 | 0.189 | 0.1264 |
Buy And Hold Return (%) | 1567.9764 | 1567.9764 | 1567.9764 | 1567.9764 | 1567.9764 | 1567.9764 |
Max Trade Drawdown | -67474 | -44682 | -79488 | -2204145 | -1439458 | -2463797 |
Profit Factor | 1.941 | 2.4866 | 1.301 | 1.9712 | 2.6191 | 1.3264 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Losing Trades | 110 | 49 | 61 | 110 | 49 | 61 |
Profitability (%) | 58.4906 | 63.1579 | 53.7879 | 58.4906 | 63.1579 | 53.7879 |
Ratio Avg Win / Avg Loss | 1.3775 | 1.4505 | 1.1178 | 1.3989 | 1.5278 | 1.1396 |
Largest Winning Trade | 97382 | 97382 | 34103 | 2481097 | 2481097 | 1715045 |
Largest Losing Trade | -39413 | -39413 | -32803 | -766608 | -668849 | -766608 |
Avg Bars in Trades | 55 | 79 | 31 | 55 | 79 | 31 |
Avg Bars in Winners | 53 | 74 | 27 | 53 | 74 | 27 |
Avg Bars in Losers | 60 | 89 | 36 | 60 | 89 | 36 |
Bars Traded | 14822 | 10621 | 4201 | 14822 | 10621 | 4201 |
Profit Streak | 0 | 0 | 93.5837 | 0 | 0 | 93.5837 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152032 | -152308 | -303170 | 472556 | 519933 | -51143 |
{ "trading_pair": "TRX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15010, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543780800000, "first_datapoint_time": 1545451200000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759989634830, "expiration_time": 1766466720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 60, "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": [ [ 689252.9971571725, 587790.8927649872, 101462.1043921861, 13406362.21340169, 11148033.619470425, 2258328.5939312684 ], [ 689.252997, 587.790893, 101.462104, 13406.362213, 11148.033619, 2258.328594 ], [ 0.275517, 0.234959, 0.040558, 0.196291, 0.188963, 0.126417 ], [ 1567.976424, 1567.976424, 1567.976424, 1567.976424, 1567.976424, 1567.976424 ], [ -67474, -44682, -79488, -2204145, -1439458, -2463797 ], [ 1.941012, 2.486572, 1.301021, 1.971221, 2.619086, 1.326432 ], [ 265, 133, 132, 265, 133, 132 ], [ 155, 84, 71, 155, 84, 71 ], [ 110, 49, 61, 110, 49, 61 ], [ 58.490566, 63.157895, 53.787879, 58.490566, 63.157895, 53.787879 ], [ 1.377492, 1.450501, 1.117779, 1.398931, 1.5278, 1.139611 ], [ 97382, 97382, 34103, 2481097, 2481097, 1715045 ], [ -39413, -39413, -32803, -766608, -668849, -766608 ], [ 55, 79, 31, 55, 79, 31 ], [ 53, 74, 27, 53, 74, 27 ], [ 60, 89, 36, 60, 89, 36 ], [ 14822, 10621, 4201, 14822, 10621, 4201 ], [ 0, 0, 93.583736, 0, 0, 93.583736 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -152032, -152308, -303170, 472556, 519933, -51143 ] ] }
{ "trading_pair": "TRX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15010, "evaluation_days": 2501.67, "actual_first_datapoint_time": 1543780800000, "first_datapoint_time": 1545451200000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759989634830, "expiration_time": 1766466720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 117, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 60, "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) |
---|