Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385678.6595 | 125919.7817 | 259758.8778 | 1002863.5317 | 222516.2879 | 780347.2438 |
Total P&L (%) | 385.6787 | 125.9198 | 259.7589 | 1002.8635 | 222.5163 | 780.3472 |
Avg Daily Profit (%) | 0.2325 | 0.0759 | 0.1566 | 0.1448 | 0.0706 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99973 | -70749 | -72894 | -734662 | -452250 | -730668 |
Profit Factor | 2.2793 | 1.8432 | 2.7075 | 1.502 | 1.2578 | 1.6878 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 59.1549 | 50 | 68.5714 | 59.1549 | 50 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.5738 | 1.8432 | 1.2409 | 1.0371 | 1.2578 | 0.7736 |
Largest Winning Trade | 66411 | 66411 | 43904 | 358996 | 141647 | 358996 |
Largest Losing Trade | -62896 | -46280 | -62896 | -622244 | -427125 | -622244 |
Avg Bars in Trades | 63 | 35 | 92 | 63 | 35 | 92 |
Avg Bars in Winners | 56 | 34 | 72 | 56 | 34 | 72 |
Avg Bars in Losers | 73 | 35 | 134 | 73 | 35 | 134 |
Bars Traded | 4498 | 1266 | 3232 | 4498 | 1266 | 3232 |
Profit Streak | 135.9563 | 135.9563 | 139.2896 | 135.9563 | 135.9563 | 139.2896 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -76191 | -87149 | 527865 | -86434 | -97876 | -13680 |
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4977, "evaluation_days": 1659, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621094400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100224622, "expiration_time": 1763375328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 385678.6594541795, 125919.7816506114, 259758.8778035682, 1002863.5316853016, 222516.2879030973, 780347.2437822043 ], [ 385.678659, 125.919782, 259.758878, 1002.863532, 222.516288, 780.347244 ], [ 0.232477, 0.075901, 0.156576, 0.1448, 0.070609, 0.131198 ], [ 10, 10, 10, 10, 10, 10 ], [ -99973, -70749, -72894, -734662, -452250, -730668 ], [ 2.279318, 1.843166, 2.707476, 1.502012, 1.257814, 1.687772 ], [ 71, 36, 35, 71, 36, 35 ], [ 42, 18, 24, 42, 18, 24 ], [ 29, 18, 11, 29, 18, 11 ], [ 59.15493, 50, 68.571429, 59.15493, 50, 68.571429 ], [ 1.573815, 1.843166, 1.240926, 1.037103, 1.257814, 0.773562 ], [ 66411, 66411, 43904, 358996, 141647, 358996 ], [ -62896, -46280, -62896, -622244, -427125, -622244 ], [ 63, 35, 92, 63, 35, 92 ], [ 56, 34, 72, 56, 34, 72 ], [ 73, 35, 134, 73, 35, 134 ], [ 4498, 1266, 3232, 4498, 1266, 3232 ], [ 135.956303, 135.956303, 139.289637, 135.956303, 135.956303, 139.289637 ], [ 4, 2, 2, 4, 2, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -76191, -87149, 527865, -86434, -97876, -13680 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4977, "evaluation_days": 1659, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621094400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100224622, "expiration_time": 1763375328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 3 } } }
# | 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) |
---|