Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501719.1524 | 409736.0304 | 91983.122 | 1161693.904 | 655940.1819 | 505753.7221 |
Total P&L (%) | 501.7192 | 409.736 | 91.9831 | 1161.6939 | 655.9402 | 505.7537 |
Avg Daily Profit (%) | 0.2409 | 0.1967 | 0.0442 | 0.1218 | 0.0972 | 0.0865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111535 | -53633 | -162938 | -479580 | -152294 | -327285 |
Profit Factor | 2.1665 | 3.5353 | 1.3426 | 1.8403 | 2.3599 | 1.5619 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Losing Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Profitability (%) | 43.3333 | 51.1111 | 35.5556 | 43.3333 | 51.1111 | 35.5556 |
Ratio Avg Win / Avg Loss | 2.8331 | 3.3816 | 2.4334 | 2.4066 | 2.2573 | 2.8309 |
Largest Winning Trade | 203232 | 203232 | 65829 | 514963 | 413012 | 514963 |
Largest Losing Trade | -30702 | -24150 | -30702 | -309033 | -86602 | -309033 |
Avg Bars in Trades | 271 | 164 | 379 | 271 | 164 | 379 |
Avg Bars in Winners | 425 | 217 | 723 | 425 | 217 | 723 |
Avg Bars in Losers | 154 | 107 | 189 | 154 | 107 | 189 |
Bars Traded | 24448 | 7382 | 17066 | 24448 | 7382 | 17066 |
Profit Streak | 0 | 0 | 149.1725 | 0 | 0 | 149.1725 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365634 | 522869 | -136659 | -28849 | -58116 | -78419 |
{ "trading_pair": "ATOM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579953600000, "first_datapoint_time": 1581696000000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759961302106, "expiration_time": 1766431267200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 243, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 92, "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": [ [ 501719.1524444579, 409736.0304218192, 91983.1220226387, 1161693.9039613367, 655940.1819086958, 505753.7220526411 ], [ 501.719152, 409.73603, 91.983122, 1161.693904, 655.940182, 505.753722 ], [ 0.240912, 0.196744, 0.044168, 0.1218, 0.097176, 0.086531 ], [ 10, 10, 10, 10, 10, 10 ], [ -111535, -53633, -162938, -479580, -152294, -327285 ], [ 2.166479, 3.535346, 1.342575, 1.840308, 2.359863, 1.561884 ], [ 90, 45, 45, 90, 45, 45 ], [ 39, 23, 16, 39, 23, 16 ], [ 51, 22, 29, 51, 22, 29 ], [ 43.333333, 51.111111, 35.555556, 43.333333, 51.111111, 35.555556 ], [ 2.833088, 3.381635, 2.433418, 2.406557, 2.257261, 2.830914 ], [ 203232, 203232, 65829, 514963, 413012, 514963 ], [ -30702, -24150, -30702, -309033, -86602, -309033 ], [ 271, 164, 379, 271, 164, 379 ], [ 425, 217, 723, 425, 217, 723 ], [ 154, 107, 189, 154, 107, 189 ], [ 24448, 7382, 17066, 24448, 7382, 17066 ], [ 0, 0, 149.172478, 0, 0, 149.172478 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 365634, 522869, -136659, -28849, -58116, -78419 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579953600000, "first_datapoint_time": 1581696000000, "last_datapoint_time": 1759953600000, "evaluation_time": 1759961302106, "expiration_time": 1766431267200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 243, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 92, "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) |
---|