Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304632.2464 | 37798.4527 | 266833.7938 | 140548.5797 | -15366.5108 | 155915.0905 |
Total P&L (%) | 304.6322 | 37.7985 | 266.8338 | 140.5486 | -15.3665 | 155.9151 |
Avg Daily Profit (%) | 0.1996 | 0.0248 | 0.1749 | 0.0575 | -0.0109 | 0.0616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100144 | -90592 | -118224 | -1125497 | -373273 | -1188321 |
Profit Factor | 1.5411 | 1.1231 | 2.0427 | 1.0439 | 0.9889 | 1.0857 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 76 | 29 | 47 | 76 | 29 | 47 |
Losing Trades | 57 | 38 | 19 | 57 | 38 | 19 |
Profitability (%) | 57.1429 | 43.2836 | 71.2121 | 57.1429 | 43.2836 | 71.2121 |
Ratio Avg Win / Avg Loss | 1.1558 | 1.4716 | 0.8258 | 0.7829 | 1.2958 | 0.4389 |
Largest Winning Trade | 42653 | 38213 | 42653 | 278898 | 278898 | 269444 |
Largest Losing Trade | -70106 | -57304 | -70106 | -874786 | -292173 | -874786 |
Avg Bars in Trades | 32 | 30 | 35 | 32 | 30 | 35 |
Avg Bars in Winners | 24 | 20 | 26 | 24 | 20 | 26 |
Avg Bars in Losers | 43 | 37 | 55 | 43 | 37 | 55 |
Bars Traded | 4329 | 2014 | 2315 | 4329 | 2014 | 2315 |
Profit Streak | 18.9541 | 22.2875 | 0 | 18.9541 | 22.2875 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396480 | -366350 | -112919 | -288183 | -698133 | -360043 |
{ "trading_pair": "C98_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4578, "evaluation_days": 1526, "actual_first_datapoint_time": 1627027200000, "first_datapoint_time": 1629100800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758869636108, "expiration_time": 1762800192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 73, "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": [ [ 304632.2464152075, 37798.452663179, 266833.7937520286, 140548.5797228166, -15366.51081157, 155915.0905343867 ], [ 304.632246, 37.798453, 266.833794, 140.54858, -15.366511, 155.915091 ], [ 0.199628, 0.02477, 0.174858, 0.057536, -0.010933, 0.061597 ], [ 10, 10, 10, 10, 10, 10 ], [ -100144, -90592, -118224, -1125497, -373273, -1188321 ], [ 1.541092, 1.123087, 2.042698, 1.043876, 0.988895, 1.085689 ], [ 133, 67, 66, 133, 67, 66 ], [ 76, 29, 47, 76, 29, 47 ], [ 57, 38, 19, 57, 38, 19 ], [ 57.142857, 43.283582, 71.212121, 57.142857, 43.283582, 71.212121 ], [ 1.155819, 1.471631, 0.825771, 0.782907, 1.295793, 0.438896 ], [ 42653, 38213, 42653, 278898, 278898, 269444 ], [ -70106, -57304, -70106, -874786, -292173, -874786 ], [ 32, 30, 35, 32, 30, 35 ], [ 24, 20, 26, 24, 20, 26 ], [ 43, 37, 55, 43, 37, 55 ], [ 4329, 2014, 2315, 4329, 2014, 2315 ], [ 18.954122, 22.287455, 0, 18.954122, 22.287455, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 396480, -366350, -112919, -288183, -698133, -360043 ] ] }
{ "trading_pair": "C98_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4578, "evaluation_days": 1526, "actual_first_datapoint_time": 1627027200000, "first_datapoint_time": 1629100800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758869636108, "expiration_time": 1762800192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 73, "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) |
---|