Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1383730.9715 | 1178445.3124 | 205285.6591 | 30532699.4 | 17507161.9435 | 13025537.4565 |
Total P&L (%) | 1383.731 | 1178.4453 | 205.2857 | 30532.6994 | 17507.1619 | 13025.5375 |
Avg Daily Profit (%) | 0.6644 | 0.5659 | 0.0986 | 0.2753 | 0.2486 | 0.2345 |
Buy And Hold Return (%) | 61.4035 | 61.4035 | 61.4035 | 61.4035 | 61.4035 | 61.4035 |
Max Trade Drawdown | -95845 | -90044 | -100704 | -64112102 | -57840450 | -23662112 |
Profit Factor | 2.9395 | 4.2818 | 1.5793 | 1.1685 | 1.1779 | 1.1573 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 85 | 46 | 39 | 85 | 46 | 39 |
Profitability (%) | 33.5938 | 28.125 | 39.0625 | 33.5938 | 28.125 | 39.0625 |
Ratio Avg Win / Avg Loss | 5.8106 | 10.9424 | 2.4637 | 2.3098 | 3.0103 | 1.8053 |
Largest Winning Trade | 438584 | 438584 | 84044 | 54040237 | 54040237 | 17997813 |
Largest Losing Trade | -27875 | -27875 | -25411 | -15082163 | -15082163 | -10548605 |
Avg Bars in Trades | 191 | 166 | 216 | 191 | 166 | 216 |
Avg Bars in Winners | 417 | 384 | 440 | 417 | 384 | 440 |
Avg Bars in Losers | 76 | 81 | 72 | 76 | 81 | 72 |
Bars Traded | 24478 | 10652 | 13826 | 24478 | 10652 | 13826 |
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 | 416866 | -137066 | -204991 | -31441 | -170724 | -181818 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1581055200000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759471404348, "expiration_time": 1765941667200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 222, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 56, "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": [ [ 1383730.971496589, 1178445.312357408, 205285.659139181, 30532699.39999249, 17507161.94348754, 13025537.456504958 ], [ 1383.730971, 1178.445312, 205.285659, 30532.6994, 17507.161943, 13025.537457 ], [ 0.664431, 0.565858, 0.098573, 0.275261, 0.248601, 0.234462 ], [ 61.403509, 61.403509, 61.403509, 61.403509, 61.403509, 61.403509 ], [ -95845, -90044, -100704, -64112102, -57840450, -23662112 ], [ 2.939491, 4.281804, 1.579304, 1.168486, 1.177944, 1.157252 ], [ 128, 64, 64, 128, 64, 64 ], [ 43, 18, 25, 43, 18, 25 ], [ 85, 46, 39, 85, 46, 39 ], [ 33.59375, 28.125, 39.0625, 33.59375, 28.125, 39.0625 ], [ 5.810622, 10.942388, 2.463714, 2.309798, 3.010301, 1.805313 ], [ 438584, 438584, 84044, 54040237, 54040237, 17997813 ], [ -27875, -27875, -25411, -15082163, -15082163, -10548605 ], [ 191, 166, 216, 191, 166, 216 ], [ 417, 384, 440, 417, 384, 440 ], [ 76, 81, 72, 76, 81, 72 ], [ 24478, 10652, 13826, 24478, 10652, 13826 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 416866, -137066, -204991, -31441, -170724, -181818 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1581055200000, "last_datapoint_time": 1759464000000, "evaluation_time": 1759471404348, "expiration_time": 1765941667200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 222, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 56, "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) |
---|