Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474640.9513 | 323912.1863 | 150728.7651 | 625679.7213 | 207552.4272 | 418127.2941 |
Total P&L (%) | 474.641 | 323.9122 | 150.7288 | 625.6797 | 207.5524 | 418.1273 |
Avg Daily Profit (%) | 0.1996 | 0.1362 | 0.0634 | 0.0834 | 0.0473 | 0.0692 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115536 | -172318 | -50350 | -1255757 | -1363112 | -182599 |
Profit Factor | 1.6755 | 1.735 | 1.5755 | 1.1908 | 1.0896 | 1.4348 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 62.7907 | 62.5 | 63.0769 | 62.7907 | 62.5 | 63.0769 |
Ratio Avg Win / Avg Loss | 0.9929 | 1.041 | 0.9222 | 0.7057 | 0.6537 | 0.8399 |
Largest Winning Trade | 121552 | 121552 | 34400 | 457738 | 457738 | 116599 |
Largest Losing Trade | -62947 | -62947 | -38838 | -892513 | -892513 | -133761 |
Avg Bars in Trades | 69 | 89 | 50 | 69 | 89 | 50 |
Avg Bars in Winners | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Losers | 86 | 128 | 44 | 86 | 128 | 44 |
Bars Traded | 8982 | 5720 | 3262 | 8982 | 5720 | 3262 |
Profit Streak | 269.1227 | 269.1227 | 293.8727 | 269.1227 | 269.1227 | 293.8727 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410707 | -145621 | -236839 | -90158 | -390083 | -229942 |
{ "trading_pair": "EOS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9513, "evaluation_days": 2378.25, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1547272800000, "last_datapoint_time": 1748217600000, "evaluation_time": 1758876998650, "expiration_time": 1754382024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 126, "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": [ [ 474640.9513384013, 323912.1862787819, 150728.7650596194, 625679.7212966557, 207552.4272147571, 418127.2940818981 ], [ 474.640951, 323.912186, 150.728765, 625.679721, 207.552427, 418.127294 ], [ 0.199576, 0.136198, 0.063378, 0.083371, 0.047251, 0.069195 ], [ 10, 10, 10, 10, 10, 10 ], [ -115536, -172318, -50350, -1255757, -1363112, -182599 ], [ 1.675503, 1.734954, 1.575468, 1.19079, 1.089551, 1.434771 ], [ 129, 64, 65, 129, 64, 65 ], [ 81, 40, 41, 81, 40, 41 ], [ 48, 24, 24, 48, 24, 24 ], [ 62.790698, 62.5, 63.076923, 62.790698, 62.5, 63.076923 ], [ 0.992891, 1.040973, 0.922225, 0.705654, 0.653731, 0.839866 ], [ 121552, 121552, 34400, 457738, 457738, 116599 ], [ -62947, -62947, -38838, -892513, -892513, -133761 ], [ 69, 89, 50, 69, 89, 50 ], [ 59, 65, 53, 59, 65, 53 ], [ 86, 128, 44, 86, 128, 44 ], [ 8982, 5720, 3262, 8982, 5720, 3262 ], [ 269.122669, 269.122669, 293.872669, 269.12267, 269.12267, 293.87267 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 410707, -145621, -236839, -90158, -390083, -229942 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9513, "evaluation_days": 2378.25, "actual_first_datapoint_time": 1542736800000, "first_datapoint_time": 1547272800000, "last_datapoint_time": 1748217600000, "evaluation_time": 1758876998650, "expiration_time": 1754382024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 126, "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) |
---|