Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305717.9226 | 266176.0505 | 39541.8721 | 161376.6277 | 118512.5355 | 42864.0923 |
Total P&L (%) | 305.7179 | 266.1761 | 39.5419 | 161.3766 | 118.5125 | 42.8641 |
Avg Daily Profit (%) | 0.587 | 0.5111 | 0.0759 | 0.1846 | 0.1502 | 0.0685 |
Buy And Hold Return (%) | 20.0571 | 20.0571 | 20.0571 | 20.0571 | 20.0571 | 20.0571 |
Max Trade Drawdown | -57012 | -61511 | -30870 | -186889 | -189203 | -96098 |
Profit Factor | 1.8789 | 2.3592 | 1.2601 | 1.1905 | 1.2433 | 1.119 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Losing Trades | 85 | 49 | 36 | 85 | 49 | 36 |
Profitability (%) | 33.5938 | 23.4375 | 43.75 | 33.5938 | 23.4375 | 43.75 |
Ratio Avg Win / Avg Loss | 3.7142 | 7.7068 | 1.6202 | 2.3533 | 4.0614 | 1.4388 |
Largest Winning Trade | 314018 | 314018 | 22865 | 275772 | 275772 | 62708 |
Largest Losing Trade | -11797 | -9274 | -11797 | -37754 | -33627 | -37754 |
Avg Bars in Trades | 193 | 170 | 216 | 193 | 170 | 216 |
Avg Bars in Winners | 400 | 445 | 376 | 400 | 445 | 376 |
Avg Bars in Losers | 88 | 86 | 91 | 88 | 86 | 91 |
Bars Traded | 24764 | 10920 | 13844 | 24764 | 10920 | 13844 |
Profit Streak | 5.052 | 0 | 5.1145 | 5.052 | 0 | 5.1145 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309666 | -161955 | -239448 | -8290 | -169411 | -338761 |
{ "trading_pair": "ALGO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715409000000, "first_datapoint_time": 1715581800000, "last_datapoint_time": 1760407200000, "evaluation_time": 1760408092406, "expiration_time": 1766887200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 305717.9225507136, 266176.0504558455, 39541.872094868, 161376.6277238855, 118512.5354700781, 42864.0922538076 ], [ 305.717923, 266.17605, 39.541872, 161.376628, 118.512535, 42.864092 ], [ 0.586982, 0.511061, 0.075921, 0.184644, 0.150195, 0.068515 ], [ 20.057143, 20.057143, 20.057143, 20.057143, 20.057143, 20.057143 ], [ -57012, -61511, -30870, -186889, -189203, -96098 ], [ 1.878926, 2.359239, 1.260137, 1.190481, 1.243301, 1.119033 ], [ 128, 64, 64, 128, 64, 64 ], [ 43, 15, 28, 43, 15, 28 ], [ 85, 49, 36, 85, 49, 36 ], [ 33.59375, 23.4375, 43.75, 33.59375, 23.4375, 43.75 ], [ 3.714157, 7.706846, 1.620177, 2.353277, 4.061449, 1.438757 ], [ 314018, 314018, 22865, 275772, 275772, 62708 ], [ -11797, -9274, -11797, -37754, -33627, -37754 ], [ 193, 170, 216, 193, 170, 216 ], [ 400, 445, 376, 400, 445, 376 ], [ 88, 86, 91, 88, 86, 91 ], [ 24764, 10920, 13844, 24764, 10920, 13844 ], [ 5.051995, 0, 5.114495, 5.051995, 0, 5.114495 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 309666, -161955, -239448, -8290, -169411, -338761 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715409000000, "first_datapoint_time": 1715581800000, "last_datapoint_time": 1760407200000, "evaluation_time": 1760408092406, "expiration_time": 1766887200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 61, "offset": 0, "scalar": 3 } } }
# | 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) |
---|