Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 921331.1535 | 830694.0624 | 90637.0911 | 1578348.0687 | 4395018.0376 | -2816669.9689 |
Total P&L (%) | 921.3312 | 830.6941 | 90.6371 | 1578.3481 | 4395.018 | -2816.67 |
Avg Daily Profit (%) | 0.3986 | 0.3593 | 0.0392 | 0.1221 | 0.1648 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144630 | -85769 | -136516 | -5161335 | -788634 | -5333510 |
Profit Factor | 2.8773 | 5.6812 | 1.2893 | 1.1701 | 3.3242 | 0.6188 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 49.1525 | 53.3333 | 44.8276 | 49.1525 | 53.3333 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.9765 | 4.971 | 1.5868 | 1.2104 | 2.9087 | 0.7616 |
Largest Winning Trade | 444198 | 444198 | 80279 | 3166272 | 3166272 | 1598433 |
Largest Losing Trade | -78670 | -26632 | -78670 | -3673168 | -299495 | -3673168 |
Avg Bars in Trades | 203 | 95 | 314 | 203 | 95 | 314 |
Avg Bars in Winners | 348 | 141 | 603 | 348 | 141 | 603 |
Avg Bars in Losers | 62 | 42 | 80 | 62 | 42 | 80 |
Bars Traded | 11983 | 2851 | 9132 | 11983 | 2851 | 9132 |
Profit Streak | 131.9198 | 131.9198 | 140.2531 | 131.9198 | 131.9198 | 140.2531 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163641 | 671292 | -140895 | -241934 | 541621 | -582273 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13870, "evaluation_days": 2311.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561968000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759111469805, "expiration_time": 1765095840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 182, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 1.68703 } } }
{ "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": [ [ 921331.1534967107, 830694.062420608, 90637.0910761028, 1578348.068689375, 4395018.037571457, -2816669.9688820806 ], [ 921.331153, 830.694062, 90.637091, 1578.348069, 4395.018038, -2816.669969 ], [ 0.398557, 0.359348, 0.039208, 0.122081, 0.164759, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -144630, -85769, -136516, -5161335, -788634, -5333510 ], [ 2.877257, 5.681165, 1.289269, 1.17007, 3.324195, 0.618833 ], [ 59, 30, 29, 59, 30, 29 ], [ 29, 16, 13, 29, 16, 13 ], [ 30, 14, 16, 30, 14, 16 ], [ 49.152542, 53.333333, 44.827586, 49.152542, 53.333333, 44.827586 ], [ 2.976472, 4.97102, 1.586793, 1.210417, 2.90867, 0.76164 ], [ 444198, 444198, 80279, 3166272, 3166272, 1598433 ], [ -78670, -26632, -78670, -3673168, -299495, -3673168 ], [ 203, 95, 314, 203, 95, 314 ], [ 348, 141, 603, 348, 141, 603 ], [ 62, 42, 80, 62, 42, 80 ], [ 11983, 2851, 9132, 11983, 2851, 9132 ], [ 131.919789, 131.919789, 140.253123, 131.919789, 131.919789, 140.253123 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -163641, 671292, -140895, -241934, 541621, -582273 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13870, "evaluation_days": 2311.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561968000000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759111469805, "expiration_time": 1765095840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 182, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 1.68703 } } }
# | 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) |
---|