Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359162.2769 | 364450.0507 | -5287.7738 | -36867.6586 | 20509.076 | -57376.7346 |
Total P&L (%) | 359.1623 | 364.4501 | -5.2878 | -36.8677 | 20.5091 | -57.3767 |
Avg Daily Profit (%) | 0.1725 | 0.175 | -0.0025 | -0.0221 | 0.009 | -0.0409 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246646 | -235706 | -51805 | -490289 | -438856 | -128591 |
Profit Factor | 1.4299 | 1.5864 | 0.9753 | 0.9724 | 1.0199 | 0.8116 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 84 | 37 | 47 | 84 | 37 | 47 |
Losing Trades | 115 | 62 | 53 | 115 | 62 | 53 |
Profitability (%) | 42.2111 | 37.3737 | 47 | 42.2111 | 37.3737 | 47 |
Ratio Avg Win / Avg Loss | 1.9576 | 2.6583 | 1.0998 | 1.3313 | 1.709 | 0.9152 |
Largest Winning Trade | 294995 | 294995 | 14925 | 346733 | 346733 | 54220 |
Largest Losing Trade | -40523 | -40523 | -19396 | -155388 | -155388 | -29944 |
Avg Bars in Trades | 122 | 223 | 22 | 122 | 223 | 22 |
Avg Bars in Winners | 160 | 337 | 21 | 160 | 337 | 21 |
Avg Bars in Losers | 94 | 155 | 22 | 94 | 155 | 22 |
Bars Traded | 24348 | 22108 | 2240 | 24348 | 22108 | 2240 |
Profit Streak | 11.745 | 11.745 | 61.8283 | 11.745 | 11.745 | 61.8283 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323800 | 224653 | -578897 | -579491 | -389084 | -580564 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579672800000, "first_datapoint_time": 1580846400000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759679566067, "expiration_time": 1766150467200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 164, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 41, "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": [ [ 359162.276897772, 364450.0507144015, -5287.7738166293, -36867.6586152038, 20509.0759602592, -57376.7345754631 ], [ 359.162277, 364.450051, -5.287774, -36.867659, 20.509076, -57.376735 ], [ 0.17246, 0.174999, -0.002539, -0.022083, 0.008958, -0.040939 ], [ 10, 10, 10, 10, 10, 10 ], [ -246646, -235706, -51805, -490289, -438856, -128591 ], [ 1.429872, 1.586412, 0.975293, 0.972421, 1.019869, 0.811623 ], [ 199, 99, 100, 199, 99, 100 ], [ 84, 37, 47, 84, 37, 47 ], [ 115, 62, 53, 115, 62, 53 ], [ 42.211055, 37.373737, 47, 42.211055, 37.373737, 47 ], [ 1.957563, 2.658311, 1.099798, 1.331291, 1.708969, 0.915235 ], [ 294995, 294995, 14925, 346733, 346733, 54220 ], [ -40523, -40523, -19396, -155388, -155388, -29944 ], [ 122, 223, 22, 122, 223, 22 ], [ 160, 337, 21, 160, 337, 21 ], [ 94, 155, 22, 94, 155, 22 ], [ 24348, 22108, 2240, 24348, 22108, 2240 ], [ 11.744977, 11.744978, 61.828311, 11.744978, 11.744978, 61.828311 ], [ 5, 2, 3, 5, 2, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 323800, 224653, -578897, -579491, -389084, -580564 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1579672800000, "first_datapoint_time": 1580846400000, "last_datapoint_time": 1759672800000, "evaluation_time": 1759679566067, "expiration_time": 1766150467200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 164, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 41, "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) |
---|