Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358028.123 | 100012.6584 | 258015.4646 | 415854.0347 | 341745.4752 | 74108.5596 |
Total P&L (%) | 358.0281 | 100.0127 | 258.0155 | 415.854 | 341.7455 | 74.1086 |
Avg Daily Profit (%) | 0.2158 | 0.0603 | 0.1555 | 0.0989 | 0.0896 | 0.0334 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146811 | -97360 | -103610 | -1965928 | -675341 | -1626808 |
Profit Factor | 1.7781 | 1.3891 | 2.2703 | 1.1124 | 1.2129 | 1.0354 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 66.2162 | 56.7568 | 75.6757 | 66.2162 | 56.7568 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.9072 | 1.0584 | 0.7298 | 0.5675 | 0.9241 | 0.3328 |
Largest Winning Trade | 59747 | 59747 | 54282 | 416157 | 416157 | 240289 |
Largest Losing Trade | -61027 | -40970 | -61027 | -882746 | -324954 | -882746 |
Avg Bars in Trades | 130 | 111 | 150 | 130 | 111 | 150 |
Avg Bars in Winners | 123 | 116 | 128 | 123 | 116 | 128 |
Avg Bars in Losers | 144 | 103 | 216 | 144 | 103 | 216 |
Bars Traded | 9673 | 4110 | 5563 | 9673 | 4110 | 5563 |
Profit Streak | 0 | 0 | 172.3034 | 0 | 0 | 172.3034 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58047 | -110916 | 485059 | -225843 | -74592 | -326819 |
{ "trading_pair": "ALICE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9954, "evaluation_days": 1659, "actual_first_datapoint_time": 1615780800000, "first_datapoint_time": 1618588800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759115811076, "expiration_time": 1763404128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 70, "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": [ [ 358028.1229565625, 100012.6583765505, 258015.4645800119, 415854.0347159597, 341745.475151787, 74108.5595641729 ], [ 358.028123, 100.012658, 258.015465, 415.854035, 341.745475, 74.10856 ], [ 0.21581, 0.060285, 0.155525, 0.098943, 0.089586, 0.03343 ], [ 10, 10, 10, 10, 10, 10 ], [ -146811, -97360, -103610, -1965928, -675341, -1626808 ], [ 1.778132, 1.389148, 2.270335, 1.112391, 1.212862, 1.035381 ], [ 74, 37, 37, 74, 37, 37 ], [ 49, 21, 28, 49, 21, 28 ], [ 25, 16, 9, 25, 16, 9 ], [ 66.216216, 56.756757, 75.675676, 66.216216, 56.756757, 75.675676 ], [ 0.90721, 1.058398, 0.72975, 0.567546, 0.924085, 0.332801 ], [ 59747, 59747, 54282, 416157, 416157, 240289 ], [ -61027, -40970, -61027, -882746, -324954, -882746 ], [ 130, 111, 150, 130, 111, 150 ], [ 123, 116, 128, 123, 116, 128 ], [ 144, 103, 216, 144, 103, 216 ], [ 9673, 4110, 5563, 9673, 4110, 5563 ], [ 0, 0, 172.303369, 0, 0, 172.303369 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -58047, -110916, 485059, -225843, -74592, -326819 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9954, "evaluation_days": 1659, "actual_first_datapoint_time": 1615780800000, "first_datapoint_time": 1618588800000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759115811076, "expiration_time": 1763404128000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 70, "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) |
---|