Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706907.5385 | 533894.5907 | 173012.9477 | 1794947.9426 | 173783.4862 | 1621164.4564 |
Total P&L (%) | 706.9075 | 533.8946 | 173.0129 | 1794.9479 | 173.7835 | 1621.1645 |
Avg Daily Profit (%) | 0.3978 | 0.3004 | 0.0974 | 0.1657 | 0.0567 | 0.1603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144650 | -126111 | -52543 | -1661266 | -1363304 | -868084 |
Profit Factor | 1.7713 | 1.9585 | 1.4812 | 1.1793 | 1.0281 | 1.4237 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 55.0296 | 48.8095 | 61.1765 | 55.0296 | 48.8095 | 61.1765 |
Ratio Avg Win / Avg Loss | 1.4475 | 2.0541 | 0.94 | 0.9637 | 1.0783 | 0.9035 |
Largest Winning Trade | 165139 | 165139 | 48152 | 838218 | 838218 | 608411 |
Largest Losing Trade | -54405 | -54405 | -32128 | -868084 | -793182 | -868084 |
Avg Bars in Trades | 60 | 76 | 45 | 60 | 76 | 45 |
Avg Bars in Winners | 52 | 66 | 41 | 52 | 66 | 41 |
Avg Bars in Losers | 71 | 86 | 51 | 71 | 86 | 51 |
Bars Traded | 10280 | 6420 | 3860 | 10280 | 6420 | 3860 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486482 | 425668 | -62065 | -15689 | -307624 | 297751 |
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10662, "evaluation_days": 1777, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607832000000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759296768314, "expiration_time": 1763897184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 60, "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": [ [ 706907.5384611294, 533894.5907392551, 173012.9477218742, 1794947.942562888, 173783.4861577977, 1621164.4564050906 ], [ 706.907538, 533.894591, 173.012948, 1794.947943, 173.783486, 1621.164456 ], [ 0.39781, 0.300447, 0.097362, 0.165684, 0.056694, 0.160263 ], [ 10, 10, 10, 10, 10, 10 ], [ -144650, -126111, -52543, -1661266, -1363304, -868084 ], [ 1.771287, 1.958525, 1.481215, 1.179293, 1.028099, 1.423665 ], [ 169, 84, 85, 169, 84, 85 ], [ 93, 41, 52, 93, 41, 52 ], [ 76, 43, 33, 76, 43, 33 ], [ 55.029586, 48.809524, 61.176471, 55.029586, 48.809524, 61.176471 ], [ 1.447503, 2.054063, 0.940002, 0.963724, 1.07825, 0.90348 ], [ 165139, 165139, 48152, 838218, 838218, 608411 ], [ -54405, -54405, -32128, -868084, -793182, -868084 ], [ 60, 76, 45, 60, 76, 45 ], [ 52, 66, 41, 52, 66, 41 ], [ 71, 86, 51, 71, 86, 51 ], [ 10280, 6420, 3860, 10280, 6420, 3860 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486482, 425668, -62065, -15689, -307624, 297751 ] ] }
{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10662, "evaluation_days": 1777, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607832000000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759296768314, "expiration_time": 1763897184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 1 } }, "second_band": { "type": "alma", "factors": { "length": 60, "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) |
---|