Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2299170.4956 | -123414.0547 | -2175756.4409 | -142938.625 | 5049394.4471 | -5192333.0721 |
Total P&L (%) | -2299.1705 | -123.4141 | -2175.7564 | -142.9386 | 5049.3944 | -5192.3331 |
Avg Daily Profit (%) | -0.9893 | -0.0531 | -0.9362 | 0 | 0.1697 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2416670 | -188991 | -2255620 | -8266966 | -781107 | -8588051 |
Profit Factor | 0.1963 | 0.6456 | 0.1341 | 0.9862 | 4.9192 | 0.429 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 55 | 26 | 29 | 23 | 12 | 11 |
Losing Trades | 22 | 12 | 10 | 54 | 26 | 28 |
Profitability (%) | 71.4286 | 68.4211 | 74.359 | 29.8701 | 31.5789 | 28.2051 |
Ratio Avg Win / Avg Loss | 0.0785 | 0.298 | 0.0462 | 2.3155 | 10.6583 | 1.092 |
Largest Winning Trade | 43460 | 43460 | 42463 | 3750029 | 3750029 | 1259735 |
Largest Losing Trade | -1879743 | -79930 | -1879743 | -6194014 | -641763 | -6194014 |
Avg Bars in Trades | 112 | 118 | 106 | 112 | 118 | 106 |
Avg Bars in Winners | 44 | 46 | 42 | 203 | 220 | 184 |
Avg Bars in Losers | 281 | 273 | 291 | 73 | 71 | 76 |
Bars Traded | 8653 | 4498 | 4155 | 8653 | 4498 | 4155 |
Profit Streak | 131.9078 | 171.6578 | 131.9078 | 0 | 0 | 0 |
Trades During Streak | 10 | 5 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -622418 | -576966 | -576182 | -632627 | 301107 | -594779 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9296, "evaluation_days": 2324, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563948000000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760132835635, "expiration_time": 1766143008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 214, "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": [ [ -2299170.4956385344, -123414.054731355, -2175756.4409071784, -142938.6249884979, 5049394.447076504, -5192333.072065002 ], [ -2299.170496, -123.414055, -2175.756441, -142.938625, 5049.394447, -5192.333072 ], [ -0.989316, -0.053104, -0.936212, 0, 0.169742, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -2416670, -188991, -2255620, -8266966, -781107, -8588051 ], [ 0.196337, 0.645633, 0.134062, 0.986232, 4.919207, 0.429007 ], [ 77, 38, 39, 77, 38, 39 ], [ 55, 26, 29, 23, 12, 11 ], [ 22, 12, 10, 54, 26, 28 ], [ 71.428571, 68.421053, 74.358974, 29.87013, 31.578947, 28.205128 ], [ 0.078535, 0.297984, 0.046228, 2.315501, 10.658282, 1.092017 ], [ 43460, 43460, 42463, 3750029, 3750029, 1259735 ], [ -1879743, -79930, -1879743, -6194014, -641763, -6194014 ], [ 112, 118, 106, 112, 118, 106 ], [ 44, 46, 42, 203, 220, 184 ], [ 281, 273, 291, 73, 71, 76 ], [ 8653, 4498, 4155, 8653, 4498, 4155 ], [ 131.90782, 171.65782, 131.90782, 0, 0, 0 ], [ 10, 5, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -622418, -576966, -576182, -632627, 301107, -594779 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9296, "evaluation_days": 2324, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563948000000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760132835635, "expiration_time": 1766143008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 15, "offset": 0, "scalar": 1 } }, "second_band": { "type": "vwma", "factors": { "length": 214, "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) |
---|