Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235847.3825 | -29506.2725 | 265353.655 | 122165.1458 | 22090.6977 | 100074.4481 |
Total P&L (%) | 235.8474 | -29.5063 | 265.3537 | 122.1651 | 22.0907 | 100.0744 |
Avg Daily Profit (%) | 0.1547 | -0.0194 | 0.1741 | 0.0524 | 0.0131 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154554 | -105674 | -104120 | -1274339 | -356502 | -1126204 |
Profit Factor | 1.4026 | 0.9134 | 2.0822 | 1.0395 | 1.0179 | 1.0538 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 197 | 85 | 112 | 197 | 85 | 112 |
Losing Trades | 60 | 44 | 16 | 60 | 44 | 16 |
Profitability (%) | 76.6537 | 65.8915 | 87.5 | 76.6537 | 65.8915 | 87.5 |
Ratio Avg Win / Avg Loss | 0.4272 | 0.4728 | 0.2975 | 0.3166 | 0.5269 | 0.1506 |
Largest Winning Trade | 35594 | 35594 | 25214 | 164789 | 164789 | 158288 |
Largest Losing Trade | -58968 | -46865 | -58968 | -826363 | -199445 | -826363 |
Avg Bars in Trades | 22 | 16 | 28 | 22 | 16 | 28 |
Avg Bars in Winners | 11 | 5 | 16 | 11 | 5 | 16 |
Avg Bars in Losers | 56 | 37 | 108 | 56 | 37 | 108 |
Bars Traded | 5720 | 2103 | 3617 | 5720 | 2103 | 3617 |
Profit Streak | 54.0657 | 54.0657 | 56.5657 | 54.0657 | 54.0657 | 56.5657 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444241 | -578089 | 507642 | -295611 | -380623 | -289568 |
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6097, "evaluation_days": 1524.25, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629331200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758893678655, "expiration_time": 1762666056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 235847.382501926, -29506.2725342885, 265353.6550362142, 122165.1457553795, 22090.697703215, 100074.4480521643 ], [ 235.847383, -29.506273, 265.353655, 122.165146, 22.090698, 100.074448 ], [ 0.15473, -0.019358, 0.174088, 0.052384, 0.013095, 0.045509 ], [ 10, 10, 10, 10, 10, 10 ], [ -154554, -105674, -104120, -1274339, -356502, -1126204 ], [ 1.402597, 0.913374, 2.082198, 1.039529, 1.01793, 1.053848 ], [ 257, 129, 128, 257, 129, 128 ], [ 197, 85, 112, 197, 85, 112 ], [ 60, 44, 16, 60, 44, 16 ], [ 76.653696, 65.891473, 87.5, 76.653696, 65.891473, 87.5 ], [ 0.427187, 0.472805, 0.297457, 0.316608, 0.526928, 0.15055 ], [ 35594, 35594, 25214, 164789, 164789, 158288 ], [ -58968, -46865, -58968, -826363, -199445, -826363 ], [ 22, 16, 28, 22, 16, 28 ], [ 11, 5, 16, 11, 5, 16 ], [ 56, 37, 108, 56, 37, 108 ], [ 5720, 2103, 3617, 5720, 2103, 3617 ], [ 54.065725, 54.065725, 56.565725, 54.065725, 54.065725, 56.565725 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 444241, -578089, 507642, -295611, -380623, -289568 ] ] }
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6097, "evaluation_days": 1524.25, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629331200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758893678655, "expiration_time": 1762666056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 2 } } }
# | 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) |
---|