Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024839.216 | 873690.9682 | 151148.2479 | 3994415.2052 | 4002088.9587 | -7673.7534 |
Total P&L (%) | 1024.8392 | 873.691 | 151.1482 | 3994.4152 | 4002.089 | -7.6738 |
Avg Daily Profit (%) | 0.4424 | 0.3772 | 0.0652 | 0.1604 | 0.1605 | -0.0034 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108442 | -83280 | -133232 | -13521524 | -9987804 | -7309835 |
Profit Factor | 1.9558 | 2.6077 | 1.2858 | 1.0856 | 1.1517 | 0.9996 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 127 | 67 | 60 | 127 | 67 | 60 |
Profitability (%) | 48.583 | 45.9677 | 51.2195 | 48.583 | 45.9677 | 51.2195 |
Ratio Avg Win / Avg Loss | 2.0699 | 3.0652 | 1.2246 | 1.149 | 1.3538 | 0.952 |
Largest Winning Trade | 391358 | 391358 | 82044 | 7013241 | 7013241 | 2030932 |
Largest Losing Trade | -34356 | -34356 | -28691 | -3128757 | -3128757 | -2320810 |
Avg Bars in Trades | 36 | 28 | 43 | 36 | 28 | 43 |
Avg Bars in Winners | 54 | 43 | 65 | 54 | 43 | 65 |
Avg Bars in Losers | 18 | 16 | 20 | 18 | 16 | 20 |
Bars Traded | 8946 | 3577 | 5369 | 8946 | 3577 | 5369 |
Profit Streak | 0 | 0 | 19.3368 | 0 | 0 | 19.3368 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524369 | 468345 | -105321 | -117875 | -47450 | -580289 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563148800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759478702998, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 177, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1024839.2160461508, 873690.9681682974, 151148.2478778537, 3994415.205224651, 4002088.958655359, -7673.7534307115 ], [ 1024.839216, 873.690968, 151.148248, 3994.415205, 4002.088959, -7.673753 ], [ 0.442408, 0.37716, 0.065249, 0.160379, 0.16046, -0.003447 ], [ 10, 10, 10, 10, 10, 10 ], [ -108442, -83280, -133232, -13521524, -9987804, -7309835 ], [ 1.95578, 2.607688, 1.285828, 1.085647, 1.15172, 0.999621 ], [ 247, 124, 123, 247, 124, 123 ], [ 120, 57, 63, 120, 57, 63 ], [ 127, 67, 60, 127, 67, 60 ], [ 48.582996, 45.967742, 51.219512, 48.582996, 45.967742, 51.219512 ], [ 2.069867, 3.065177, 1.224598, 1.148976, 1.353776, 0.95202 ], [ 391358, 391358, 82044, 7013241, 7013241, 2030932 ], [ -34356, -34356, -28691, -3128757, -3128757, -2320810 ], [ 36, 28, 43, 36, 28, 43 ], [ 54, 43, 65, 54, 43, 65 ], [ 18, 16, 20, 18, 16, 20 ], [ 8946, 3577, 5369, 8946, 3577, 5369 ], [ 0, 0, 19.33684, 0, 0, 19.33684 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 524369, 468345, -105321, -117875, -47450, -580289 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9266, "evaluation_days": 2316.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563148800000, "last_datapoint_time": 1759471200000, "evaluation_time": 1759478702998, "expiration_time": 1765475568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 177, "offset": 0, "scalar": 4 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|