Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708619.4958 | 421450.6038 | 287168.892 | 3569307.8412 | 593822.7109 | 2975485.1303 |
Total P&L (%) | 708.6195 | 421.4506 | 287.1689 | 3569.3078 | 593.8227 | 2975.4851 |
Avg Daily Profit (%) | 0.3916 | 0.2329 | 0.1587 | 0.1993 | 0.1071 | 0.1895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61021 | -69060 | -36445 | -3985638 | -4689297 | -2146443 |
Profit Factor | 2.3013 | 2.2661 | 2.3567 | 1.1846 | 1.0546 | 1.3519 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 47 | 18 | 29 | 47 | 18 | 29 |
Losing Trades | 88 | 50 | 38 | 88 | 50 | 38 |
Profitability (%) | 34.8148 | 26.4706 | 43.2836 | 34.8148 | 26.4706 | 43.2836 |
Ratio Avg Win / Avg Loss | 4.3089 | 6.2948 | 3.0881 | 2.2179 | 2.9293 | 1.7714 |
Largest Winning Trade | 326274 | 326274 | 71485 | 3066688 | 3066688 | 1683282 |
Largest Losing Trade | -24598 | -24598 | -18953 | -884545 | -884545 | -872256 |
Avg Bars in Trades | 52 | 43 | 61 | 52 | 43 | 61 |
Avg Bars in Winners | 105 | 95 | 110 | 105 | 95 | 110 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 7048 | 2930 | 4118 | 7048 | 2930 | 4118 |
Profit Streak | 0 | 0 | 37.746 | 0 | 0 | 37.746 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306323 | -120575 | -107268 | -13925 | -341794 | -109565 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7239, "evaluation_days": 1809.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605463200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759125255010, "expiration_time": 1763794872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 5, "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": [ [ 708619.4958100902, 421450.6038298235, 287168.8919802667, 3569307.841164678, 593822.710869882, 2975485.1302947975 ], [ 708.619496, 421.450604, 287.168892, 3569.307841, 593.822711, 2975.48513 ], [ 0.391557, 0.232878, 0.158679, 0.199264, 0.107091, 0.18949 ], [ 10, 10, 10, 10, 10, 10 ], [ -61021, -69060, -36445, -3985638, -4689297, -2146443 ], [ 2.30134, 2.266118, 2.356732, 1.184552, 1.054559, 1.351859 ], [ 135, 68, 67, 135, 68, 67 ], [ 47, 18, 29, 47, 18, 29 ], [ 88, 50, 38, 88, 50, 38 ], [ 34.814815, 26.470588, 43.283582, 34.814815, 26.470588, 43.283582 ], [ 4.308892, 6.294771, 3.088131, 2.217884, 2.929332, 1.771401 ], [ 326274, 326274, 71485, 3066688, 3066688, 1683282 ], [ -24598, -24598, -18953, -884545, -884545, -872256 ], [ 52, 43, 61, 52, 43, 61 ], [ 105, 95, 110, 105, 95, 110 ], [ 24, 24, 23, 24, 24, 23 ], [ 7048, 2930, 4118, 7048, 2930, 4118 ], [ 0, 0, 37.746007, 0, 0, 37.746007 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 306323, -120575, -107268, -13925, -341794, -109565 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7239, "evaluation_days": 1809.75, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605463200000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759125255010, "expiration_time": 1763794872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 5, "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) |
---|