Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166635.7068 | 140631.2541 | 26004.4528 | 88425.5193 | 60199.9197 | 28225.5996 |
Total P&L (%) | 166.6357 | 140.6313 | 26.0045 | 88.4255 | 60.1999 | 28.2256 |
Avg Daily Profit (%) | 0.4173 | 0.3522 | 0.0651 | 0.1588 | 0.1181 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74698 | -74724 | -16847 | -152390 | -153100 | -30831 |
Profit Factor | 1.8204 | 1.9649 | 1.4533 | 1.2682 | 1.258 | 1.2928 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 44 | 37.8378 | 50 | 44 | 37.8378 | 50 |
Ratio Avg Win / Avg Loss | 2.3169 | 3.2281 | 1.4533 | 1.614 | 2.0667 | 1.2928 |
Largest Winning Trade | 190910 | 190910 | 11953 | 164409 | 164409 | 23936 |
Largest Losing Trade | -18972 | -18972 | -9014 | -46886 | -46886 | -18668 |
Avg Bars in Trades | 243 | 415 | 75 | 243 | 415 | 75 |
Avg Bars in Winners | 351 | 711 | 86 | 351 | 711 | 86 |
Avg Bars in Losers | 158 | 235 | 64 | 158 | 235 | 64 |
Bars Traded | 18250 | 15380 | 2870 | 18250 | 15380 | 2870 |
Profit Streak | 0 | 208.889 | 0 | 0 | 208.889 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51633 | 300055 | -109362 | -56296 | -39392 | -113934 |
{ "trading_pair": "EOS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 19167, "evaluation_days": 399.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714033800000, "last_datapoint_time": 1748226600000, "evaluation_time": 1759600210894, "expiration_time": 1753194686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 156, "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": [ [ 166635.7068426596, 140631.2540524929, 26004.4527901667, 88425.5192716119, 60199.9196801883, 28225.5995914236 ], [ 166.635707, 140.631254, 26.004453, 88.425519, 60.19992, 28.2256 ], [ 0.417309, 0.352186, 0.065123, 0.158783, 0.118086, 0.062282 ], [ 10, 10, 10, 10, 10, 10 ], [ -74698, -74724, -16847, -152390, -153100, -30831 ], [ 1.820437, 1.964937, 1.453319, 1.268171, 1.258012, 1.292755 ], [ 75, 37, 38, 75, 37, 38 ], [ 33, 14, 19, 33, 14, 19 ], [ 42, 23, 19, 42, 23, 19 ], [ 44, 37.837838, 50, 44, 37.837838, 50 ], [ 2.31692, 3.228111, 1.453319, 1.614035, 2.066734, 1.292755 ], [ 190910, 190910, 11953, 164409, 164409, 23936 ], [ -18972, -18972, -9014, -46886, -46886, -18668 ], [ 243, 415, 75, 243, 415, 75 ], [ 351, 711, 86, 351, 711, 86 ], [ 158, 235, 64, 158, 235, 64 ], [ 18250, 15380, 2870, 18250, 15380, 2870 ], [ 0, 208.889015, 0, 0, 208.889015, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -51633, 300055, -109362, -56296, -39392, -113934 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 19167, "evaluation_days": 399.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714033800000, "last_datapoint_time": 1748226600000, "evaluation_time": 1759600210894, "expiration_time": 1753194686400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 156, "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) |
---|