Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3364201.5111 | -191935.2362 | -3172266.2749 | -100005.5804 | 3494920.7933 | -3594926.3737 |
Total P&L (%) | -3364.2015 | -191.9352 | -3172.2663 | -100.0056 | 3494.9208 | -3594.9264 |
Avg Daily Profit (%) | -1.6148 | -0.0921 | -1.5227 | 0 | 0.1721 | 0 |
Buy And Hold Return (%) | 60.4069 | 60.4069 | 60.4069 | 60.4069 | 60.4069 | 60.4069 |
Max Trade Drawdown | -3491988 | -254102 | -3297905 | -40582393 | -8961616 | -34985390 |
Profit Factor | 0.2229 | 0.663 | 0.1562 | 0.9978 | 1.3606 | 0.8984 |
Total Trades | 261 | 131 | 130 | 261 | 131 | 130 |
Winning Trades | 190 | 85 | 105 | 131 | 68 | 63 |
Losing Trades | 71 | 46 | 25 | 130 | 63 | 67 |
Profitability (%) | 72.7969 | 64.8855 | 80.7692 | 50.1916 | 51.9084 | 48.4615 |
Ratio Avg Win / Avg Loss | 0.0833 | 0.3588 | 0.0372 | 0.9902 | 1.2606 | 0.9555 |
Largest Winning Trade | 29697 | 26963 | 29697 | 10165843 | 4281785 | 10165843 |
Largest Losing Trade | -2716660 | -60967 | -2716660 | -33607854 | -6890066 | -33607854 |
Avg Bars in Trades | 94 | 69 | 119 | 94 | 69 | 119 |
Avg Bars in Winners | 41 | 26 | 54 | 96 | 76 | 117 |
Avg Bars in Losers | 235 | 149 | 392 | 92 | 63 | 120 |
Bars Traded | 24625 | 9141 | 15484 | 24625 | 9141 | 15484 |
Profit Streak | 0 | 0 | 46.6436 | 13.3103 | 27.0603 | 0 |
Trades During Streak | 0 | 0 | 6 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576457 | -579055 | -575172 | -578783 | 318072 | -581585 |
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579593600000, "first_datapoint_time": 1581069600000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759663610652, "expiration_time": 1766138400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 2 } } }
{ "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": [ [ -3364201.5111301797, -191935.2362198135, -3172266.274910367, -100005.5804164172, 3494920.793319631, -3594926.3737360495 ], [ -3364.201511, -191.935236, -3172.266275, -100.00558, 3494.920793, -3594.926374 ], [ -1.614819, -0.092129, -1.52269, 0, 0.172089, 0 ], [ 60.406886, 60.406886, 60.406886, 60.406886, 60.406886, 60.406886 ], [ -3491988, -254102, -3297905, -40582393, -8961616, -34985390 ], [ 0.222906, 0.662998, 0.156239, 0.997782, 1.360628, 0.898424 ], [ 261, 131, 130, 261, 131, 130 ], [ 190, 85, 105, 131, 68, 63 ], [ 71, 46, 25, 130, 63, 67 ], [ 72.796935, 64.885496, 80.769231, 50.191571, 51.908397, 48.461538 ], [ 0.083297, 0.358799, 0.0372, 0.990165, 1.260582, 0.955467 ], [ 29697, 26963, 29697, 10165843, 4281785, 10165843 ], [ -2716660, -60967, -2716660, -33607854, -6890066, -33607854 ], [ 94, 69, 119, 94, 69, 119 ], [ 41, 26, 54, 96, 76, 117 ], [ 235, 149, 392, 92, 63, 120 ], [ 24625, 9141, 15484, 24625, 9141, 15484 ], [ 0, 0, 46.643642, 13.310308, 27.060308, 0 ], [ 0, 0, 6, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -576457, -579055, -575172, -578783, 318072, -581585 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579593600000, "first_datapoint_time": 1581069600000, "last_datapoint_time": 1759658400000, "evaluation_time": 1759663610652, "expiration_time": 1766138400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 2 } } }
# | 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) |
---|