Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519740.075 | 486456.5701 | 33283.5049 | 260068.8767 | 273850.8621 | -13781.9854 |
Total P&L (%) | 519.7401 | 486.4566 | 33.2835 | 260.0689 | 273.8509 | -13.782 |
Avg Daily Profit (%) | 0.2495 | 0.2335 | 0.016 | 0.0615 | 0.0633 | -0.0071 |
Buy And Hold Return (%) | 54.958 | 54.958 | 54.958 | 54.958 | 54.958 | 54.958 |
Max Trade Drawdown | -147520 | -66887 | -167910 | -748179 | -373985 | -536466 |
Profit Factor | 1.3057 | 1.578 | 1.0388 | 1.0494 | 1.1036 | 0.9947 |
Total Trades | 568 | 284 | 284 | 568 | 284 | 284 |
Winning Trades | 214 | 101 | 113 | 214 | 101 | 113 |
Losing Trades | 354 | 183 | 171 | 354 | 183 | 171 |
Profitability (%) | 37.6761 | 35.5634 | 39.7887 | 37.6761 | 35.5634 | 39.7887 |
Ratio Avg Win / Avg Loss | 2.16 | 2.8591 | 1.572 | 1.7359 | 1.9996 | 1.5053 |
Largest Winning Trade | 269208 | 269208 | 39382 | 224145 | 224145 | 150817 |
Largest Losing Trade | -24588 | -21141 | -24588 | -157553 | -75158 | -157553 |
Avg Bars in Trades | 43 | 44 | 43 | 43 | 44 | 43 |
Avg Bars in Winners | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 24872 | 12642 | 12230 | 24872 | 12642 | 12230 |
Profit Streak | 17.3435 | 17.3435 | 30.5102 | 17.3435 | 17.3435 | 30.5102 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321588 | 240671 | -516081 | -278223 | -219314 | -580039 |
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579824000000, "first_datapoint_time": 1580320800000, "last_datapoint_time": 1759888800000, "evaluation_time": 1759896878416, "expiration_time": 1766368800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 45, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 519740.0749643006, 486456.5701064653, 33283.5048578356, 260068.8766848081, 273850.8620786542, -13781.9853938466 ], [ 519.740075, 486.45657, 33.283505, 260.068877, 273.850862, -13.781985 ], [ 0.249476, 0.2335, 0.015976, 0.061513, 0.063317, -0.007118 ], [ 54.958005, 54.958005, 54.958005, 54.958005, 54.958005, 54.958005 ], [ -147520, -66887, -167910, -748179, -373985, -536466 ], [ 1.305736, 1.577961, 1.038779, 1.049373, 1.10359, 0.994747 ], [ 568, 284, 284, 568, 284, 284 ], [ 214, 101, 113, 214, 101, 113 ], [ 354, 183, 171, 354, 183, 171 ], [ 37.676056, 35.56338, 39.788732, 37.676056, 35.56338, 39.788732 ], [ 2.159956, 2.859077, 1.571958, 1.735878, 1.999574, 1.505326 ], [ 269208, 269208, 39382, 224145, 224145, 150817 ], [ -24588, -21141, -24588, -157553, -75158, -157553 ], [ 43, 44, 43, 43, 44, 43 ], [ 67, 68, 66, 67, 68, 66 ], [ 29, 31, 27, 29, 31, 27 ], [ 24872, 12642, 12230, 24872, 12642, 12230 ], [ 17.3435, 17.3435, 30.510167, 17.3435, 17.3435, 30.510167 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 321588, 240671, -516081, -278223, -219314, -580039 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579824000000, "first_datapoint_time": 1580320800000, "last_datapoint_time": 1759888800000, "evaluation_time": 1759896878416, "expiration_time": 1766368800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 45, "offset": 0, "scalar": 5 } } }
# | 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) |
---|