Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387834.1808 | 292933.0166 | 94901.1643 | 1109426.1187 | 771174.2178 | 338251.901 |
Total P&L (%) | 387.8342 | 292.933 | 94.9012 | 1109.4261 | 771.1742 | 338.2519 |
Avg Daily Profit (%) | 0.1862 | 0.1406 | 0.0456 | 0.1197 | 0.104 | 0.071 |
Buy And Hold Return (%) | 60.3903 | 60.3903 | 60.3903 | 60.3903 | 60.3903 | 60.3903 |
Max Trade Drawdown | -84380 | -91348 | -45637 | -257486 | -257835 | -173668 |
Profit Factor | 1.9315 | 1.9663 | 1.8381 | 1.836 | 1.7857 | 1.9791 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 134 | 69 | 65 | 134 | 69 | 65 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 74.4444 | 76.6667 | 72.2222 | 74.4444 | 76.6667 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.663 | 0.5985 | 0.707 | 0.6303 | 0.5435 | 0.7612 |
Largest Winning Trade | 43512 | 43512 | 15575 | 247822 | 247822 | 167460 |
Largest Losing Trade | -52778 | -52778 | -23646 | -216275 | -216275 | -143537 |
Avg Bars in Trades | 133 | 234 | 32 | 133 | 234 | 32 |
Avg Bars in Winners | 79 | 132 | 24 | 79 | 132 | 24 |
Avg Bars in Losers | 290 | 572 | 54 | 290 | 572 | 54 |
Bars Traded | 24050 | 21134 | 2916 | 24050 | 21134 | 2916 |
Profit Streak | 55.5488 | 55.7154 | 55.5488 | 55.5488 | 55.7154 | 55.5488 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471648 | -1854 | -137698 | -26959 | -49187 | -94748 |
{ "trading_pair": "LTC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579492800000, "first_datapoint_time": 1581112800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759561812578, "expiration_time": 1766037600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 226, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 387834.1808285982, 292933.0165501063, 94901.1642784916, 1109426.118737186, 771174.2177614744, 338251.9009757109 ], [ 387.834181, 292.933017, 94.901164, 1109.426119, 771.174218, 338.251901 ], [ 0.186161, 0.140608, 0.045553, 0.119723, 0.103958, 0.070951 ], [ 60.39031, 60.39031, 60.39031, 60.39031, 60.39031, 60.39031 ], [ -84380, -91348, -45637, -257486, -257835, -173668 ], [ 1.931471, 1.966342, 1.838116, 1.836034, 1.785683, 1.979087 ], [ 180, 90, 90, 180, 90, 90 ], [ 134, 69, 65, 134, 69, 65 ], [ 46, 21, 25, 46, 21, 25 ], [ 74.444444, 76.666667, 72.222222, 74.444444, 76.666667, 72.222222 ], [ 0.663042, 0.598452, 0.706968, 0.63028, 0.543469, 0.761187 ], [ 43512, 43512, 15575, 247822, 247822, 167460 ], [ -52778, -52778, -23646, -216275, -216275, -143537 ], [ 133, 234, 32, 133, 234, 32 ], [ 79, 132, 24, 79, 132, 24 ], [ 290, 572, 54, 290, 572, 54 ], [ 24050, 21134, 2916, 24050, 21134, 2916 ], [ 55.548757, 55.715423, 55.548757, 55.548757, 55.715423, 55.548757 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 471648, -1854, -137698, -26959, -49187, -94748 ] ] }
{ "trading_pair": "LTC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579492800000, "first_datapoint_time": 1581112800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759561812578, "expiration_time": 1766037600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 226, "offset": 0, "scalar": 4 } } }
# | 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) |
---|