Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481890.3761 | 172009.2067 | 309881.1694 | 391987.1531 | 364185.3999 | 27801.7531 |
Total P&L (%) | 481.8904 | 172.0092 | 309.8812 | 391.9872 | 364.1854 | 27.8018 |
Avg Daily Profit (%) | 0.2905 | 0.1037 | 0.1868 | 0.0961 | 0.0926 | 0.0148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111714 | -61041 | -122704 | -3587776 | -828611 | -3499645 |
Profit Factor | 1.7433 | 1.6107 | 1.8451 | 1.0487 | 1.1512 | 1.0049 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 60.9929 | 54.2857 | 67.6056 | 60.9929 | 54.2857 | 67.6056 |
Ratio Avg Win / Avg Loss | 1.1149 | 1.3564 | 0.8841 | 0.6707 | 0.9694 | 0.4815 |
Largest Winning Trade | 98148 | 98148 | 36984 | 674824 | 466508 | 674824 |
Largest Losing Trade | -72005 | -45867 | -72005 | -2747669 | -738309 | -2747669 |
Avg Bars in Trades | 139 | 94 | 184 | 139 | 94 | 184 |
Avg Bars in Winners | 125 | 94 | 150 | 125 | 94 | 150 |
Avg Bars in Losers | 160 | 93 | 254 | 160 | 93 | 254 |
Bars Traded | 19660 | 6595 | 13065 | 19660 | 6595 | 13065 |
Profit Streak | 19.8668 | 0 | 63.2002 | 19.8668 | 0 | 63.2002 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465930 | -146243 | -74778 | -230993 | -218916 | -476182 |
{ "trading_pair": "ALICE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19907, "evaluation_days": 1658.92, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1616760000000, "last_datapoint_time": 1759140000000, "evaluation_time": 1759142894243, "expiration_time": 1764299894400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 481890.376104262, 172009.2067444297, 309881.1693598321, 391987.1530726003, 364185.3999437096, 27801.7531288905 ], [ 481.890376, 172.009207, 309.881169, 391.987153, 364.1854, 27.801753 ], [ 0.290484, 0.103687, 0.186797, 0.096089, 0.09258, 0.014788 ], [ 10, 10, 10, 10, 10, 10 ], [ -111714, -61041, -122704, -3587776, -828611, -3499645 ], [ 1.743295, 1.610713, 1.845138, 1.048667, 1.151153, 1.004925 ], [ 141, 70, 71, 141, 70, 71 ], [ 86, 38, 48, 86, 38, 48 ], [ 55, 32, 23, 55, 32, 23 ], [ 60.992908, 54.285714, 67.605634, 60.992908, 54.285714, 67.605634 ], [ 1.114898, 1.35639, 0.884129, 0.670659, 0.969392, 0.481527 ], [ 98148, 98148, 36984, 674824, 466508, 674824 ], [ -72005, -45867, -72005, -2747669, -738309, -2747669 ], [ 139, 94, 184, 139, 94, 184 ], [ 125, 94, 150, 125, 94, 150 ], [ 160, 93, 254, 160, 93, 254 ], [ 19660, 6595, 13065, 19660, 6595, 13065 ], [ 19.866831, 0, 63.200165, 19.866831, 0, 63.200165 ], [ 1, 0, 3, 1, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 465930, -146243, -74778, -230993, -218916, -476182 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19907, "evaluation_days": 1658.92, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1616760000000, "last_datapoint_time": 1759140000000, "evaluation_time": 1759142894243, "expiration_time": 1764299894400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 136, "offset": 0, "scalar": 1 } } }
# | 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) |
---|