Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489157.6893 | 511416.669 | -22258.9797 | -59304.3216 | -1195069.1082 | 1135764.7866 |
Total P&L (%) | 489.1577 | 511.4167 | -22.259 | -59.3043 | -1195.0691 | 1135.7648 |
Avg Daily Profit (%) | 0.2115 | 0.2212 | -0.0096 | -0.0389 | 0 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208734 | -170620 | -153169 | -6131529 | -6351979 | -608211 |
Profit Factor | 1.3649 | 1.5554 | 0.947 | 0.995 | 0.8823 | 1.6789 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 274 | 149 | 125 | 274 | 149 | 125 |
Losing Trades | 89 | 32 | 57 | 89 | 32 | 57 |
Profitability (%) | 75.4821 | 82.3204 | 68.6813 | 75.4821 | 82.3204 | 68.6813 |
Ratio Avg Win / Avg Loss | 0.4434 | 0.3341 | 0.4318 | 0.3232 | 0.1895 | 0.7656 |
Largest Winning Trade | 54411 | 54411 | 16657 | 1071585 | 1071585 | 455774 |
Largest Losing Trade | -86288 | -86288 | -52805 | -3173220 | -3173220 | -297099 |
Avg Bars in Trades | 36 | 69 | 4 | 36 | 69 | 4 |
Avg Bars in Winners | 13 | 23 | 2 | 13 | 23 | 2 |
Avg Bars in Losers | 108 | 284 | 9 | 108 | 284 | 9 |
Bars Traded | 13381 | 12534 | 847 | 13381 | 12534 | 847 |
Profit Streak | 16.205 | 20.3717 | 16.205 | 16.205 | 20.3717 | 16.205 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460946 | 505524 | -577104 | -574507 | -574932 | -43256 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13874, "evaluation_days": 2312.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560067200000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164911837, "expiration_time": 1765155168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 489157.6892685705, 511416.6689742006, -22258.9797056305, -59304.3215530767, -1195069.1081662737, 1135764.786613195 ], [ 489.157689, 511.416669, -22.25898, -59.304322, -1195.069108, 1135.764787 ], [ 0.211543, 0.221169, -0.009626, -0.038873, 0, 0.108793 ], [ 10, 10, 10, 10, 10, 10 ], [ -208734, -170620, -153169, -6131529, -6351979, -608211 ], [ 1.364928, 1.555426, 0.946959, 0.994985, 0.882281, 1.678861 ], [ 363, 181, 182, 363, 181, 182 ], [ 274, 149, 125, 274, 149, 125 ], [ 89, 32, 57, 89, 32, 57 ], [ 75.482094, 82.320442, 68.681319, 75.482094, 82.320442, 68.681319 ], [ 0.443352, 0.334051, 0.431813, 0.323188, 0.189483, 0.765561 ], [ 54411, 54411, 16657, 1071585, 1071585, 455774 ], [ -86288, -86288, -52805, -3173220, -3173220, -297099 ], [ 36, 69, 4, 36, 69, 4 ], [ 13, 23, 2, 13, 23, 2 ], [ 108, 284, 9, 108, 284, 9 ], [ 13381, 12534, 847, 13381, 12534, 847 ], [ 16.204998, 20.371665, 16.204998, 16.204998, 20.371665, 16.204998 ], [ 2, 2, 1, 2, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 460946, 505524, -577104, -574507, -574932, -43256 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13874, "evaluation_days": 2312.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560067200000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164911837, "expiration_time": 1765155168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 50, "offset": 0, "scalar": 3 } } }
# | 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) |
---|