Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225552.5722 | 1131310.2723 | 94242.2999 | 3351136.8348 | 7108236.6437 | -3757099.8089 |
Total P&L (%) | 1225.5526 | 1131.3103 | 94.2423 | 3351.1368 | 7108.2366 | -3757.0998 |
Avg Daily Profit (%) | 0.5883 | 0.543 | 0.0452 | 0.1701 | 0.2055 | 0 |
Buy And Hold Return (%) | 72.2015 | 72.2015 | 72.2015 | 72.2015 | 72.2015 | 72.2015 |
Max Trade Drawdown | -163998 | -138079 | -125090 | -9879380 | -6626699 | -7085886 |
Profit Factor | 2.2309 | 3.1833 | 1.1974 | 1.0684 | 1.2694 | 0.8335 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Profitability (%) | 36.4486 | 35.514 | 37.3832 | 36.4486 | 35.514 | 37.3832 |
Ratio Avg Win / Avg Loss | 3.8897 | 5.7803 | 2.0056 | 1.8629 | 2.3049 | 1.3962 |
Largest Winning Trade | 488295 | 488295 | 82602 | 8514968 | 8514968 | 1623234 |
Largest Losing Trade | -35052 | -32133 | -35052 | -2895169 | -2895169 | -2844571 |
Avg Bars in Trades | 114 | 110 | 118 | 114 | 110 | 118 |
Avg Bars in Winners | 203 | 189 | 217 | 203 | 189 | 217 |
Avg Bars in Losers | 62 | 66 | 58 | 62 | 66 | 58 |
Bars Traded | 24420 | 11789 | 12631 | 24420 | 11789 | 12631 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412277 | 401426 | -210798 | -140493 | 114844 | -584287 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579068000000, "first_datapoint_time": 1580724000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139570587, "expiration_time": 1765612800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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": [ [ 1225552.5721793761, 1131310.2722990948, 94242.2998802825, 3351136.8348364504, 7108236.6436908245, -3757099.808854376 ], [ 1225.552572, 1131.310272, 94.2423, 3351.136835, 7108.236644, -3757.099809 ], [ 0.588266, 0.54303, 0.045236, 0.170127, 0.205546, 0 ], [ 72.201493, 72.201493, 72.201493, 72.201493, 72.201493, 72.201493 ], [ -163998, -138079, -125090, -9879380, -6626699, -7085886 ], [ 2.230867, 3.183346, 1.197355, 1.068446, 1.269362, 0.833542 ], [ 214, 107, 107, 214, 107, 107 ], [ 78, 38, 40, 78, 38, 40 ], [ 136, 69, 67, 136, 69, 67 ], [ 36.448598, 35.514019, 37.383178, 36.448598, 35.514019, 37.383178 ], [ 3.889717, 5.780286, 2.005569, 1.862932, 2.304894, 1.396183 ], [ 488295, 488295, 82602, 8514968, 8514968, 1623234 ], [ -35052, -32133, -35052, -2895169, -2895169, -2844571 ], [ 114, 110, 118, 114, 110, 118 ], [ 203, 189, 217, 203, 189, 217 ], [ 62, 66, 58, 62, 66, 58 ], [ 24420, 11789, 12631, 24420, 11789, 12631 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 412277, 401426, -210798, -140493, 114844, -584287 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579068000000, "first_datapoint_time": 1580724000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759139570587, "expiration_time": 1765612800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 231, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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) |
---|