Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447269.3778 | 369706.1292 | 77563.2486 | 113217.4788 | 191405.2926 | -78187.8137 |
Total P&L (%) | 447.2694 | 369.7061 | 77.5632 | 113.2175 | 191.4053 | -78.1878 |
Avg Daily Profit (%) | 0.1956 | 0.1617 | 0.0339 | 0.0331 | 0.0468 | -0.0666 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187318 | -194105 | -36482 | -662243 | -551152 | -157654 |
Profit Factor | 1.8997 | 2.0406 | 1.5469 | 1.1109 | 1.2618 | 0.7304 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
Ratio Avg Win / Avg Loss | 1.8997 | 2.6237 | 1.2031 | 1.1109 | 1.6223 | 0.5681 |
Largest Winning Trade | 267660 | 267660 | 41516 | 366065 | 366065 | 23553 |
Largest Losing Trade | -58085 | -58085 | -34829 | -274436 | -274436 | -97202 |
Avg Bars in Trades | 202 | 335 | 69 | 202 | 335 | 69 |
Avg Bars in Winners | 234 | 446 | 70 | 234 | 446 | 70 |
Avg Bars in Losers | 170 | 249 | 68 | 170 | 249 | 68 |
Bars Traded | 12977 | 10747 | 2230 | 12977 | 10747 | 2230 |
Profit Streak | 0 | 90.763 | 0 | 0 | 90.763 | 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 | -132309 | 333654 | -145202 | -390701 | -131360 | -580000 |
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13718, "evaluation_days": 2286.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563897600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758925125393, "expiration_time": 1764641376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 124, "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": [ [ 447269.3778494321, 369706.1292137569, 77563.2486356751, 113217.4788431921, 191405.2925699318, -78187.8137267396 ], [ 447.269378, 369.706129, 77.563249, 113.217479, 191.405293, -78.187814 ], [ 0.195628, 0.161703, 0.033925, 0.033122, 0.046791, -0.066578 ], [ 10, 10, 10, 10, 10, 10 ], [ -187318, -194105, -36482, -662243, -551152, -157654 ], [ 1.899746, 2.040621, 1.546869, 1.110881, 1.261824, 0.730414 ], [ 64, 32, 32, 64, 32, 32 ], [ 32, 14, 18, 32, 14, 18 ], [ 32, 18, 14, 32, 18, 14 ], [ 50, 43.75, 56.25, 50, 43.75, 56.25 ], [ 1.899746, 2.623655, 1.20312, 1.110881, 1.622345, 0.568099 ], [ 267660, 267660, 41516, 366065, 366065, 23553 ], [ -58085, -58085, -34829, -274436, -274436, -97202 ], [ 202, 335, 69, 202, 335, 69 ], [ 234, 446, 70, 234, 446, 70 ], [ 170, 249, 68, 170, 249, 68 ], [ 12977, 10747, 2230, 12977, 10747, 2230 ], [ 0, 90.763025, 0, 0, 90.763025, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132309, 333654, -145202, -390701, -131360, -580000 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13718, "evaluation_days": 2286.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1563897600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758925125393, "expiration_time": 1764641376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 2 } }, "second_band": { "type": "swma", "factors": { "length": 124, "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) |
---|