Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510708.2311 | 445325.9004 | 65382.3308 | 152727.584 | 85655.6885 | 67071.8954 |
Total P&L (%) | 510.7082 | 445.3259 | 65.3823 | 152.7276 | 85.6557 | 67.0719 |
Avg Daily Profit (%) | 0.2221 | 0.1937 | 0.0284 | 0.0403 | 0.0269 | 0.0223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166789 | -196899 | -49075 | -194378 | -199669 | -32852 |
Profit Factor | 1.7799 | 1.8715 | 1.4545 | 1.1933 | 1.1339 | 1.4462 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Profitability (%) | 52.5926 | 55.2239 | 50 | 52.5926 | 55.2239 | 50 |
Ratio Avg Win / Avg Loss | 1.6044 | 1.5174 | 1.4545 | 1.0756 | 0.9194 | 1.4462 |
Largest Winning Trade | 233545 | 233545 | 26578 | 210629 | 210629 | 27356 |
Largest Losing Trade | -50296 | -50296 | -33614 | -88644 | -88644 | -22808 |
Avg Bars in Trades | 65 | 114 | 17 | 65 | 114 | 17 |
Avg Bars in Winners | 71 | 118 | 20 | 71 | 118 | 20 |
Avg Bars in Losers | 58 | 108 | 14 | 58 | 108 | 14 |
Bars Traded | 8825 | 7639 | 1186 | 8825 | 7639 | 1186 |
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 | 442653 | -104883 | -263074 | -146243 | -347859 | -271160 |
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9197, "evaluation_days": 2299.25, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1565827200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759796965646, "expiration_time": 1765754856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 43, "offset": 107 } }, "second_band": { "type": "kcu", "factors": { "length": 217, "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": [ [ 510708.231149596, 445325.9003982991, 65382.3307512972, 152727.5839569127, 85655.6885101249, 67071.8954467877 ], [ 510.708231, 445.3259, 65.382331, 152.727584, 85.655689, 67.071895 ], [ 0.222119, 0.193683, 0.028436, 0.040332, 0.026913, 0.022325 ], [ 10, 10, 10, 10, 10, 10 ], [ -166789, -196899, -49075, -194378, -199669, -32852 ], [ 1.77989, 1.871505, 1.454481, 1.193291, 1.133873, 1.446201 ], [ 135, 67, 68, 135, 67, 68 ], [ 71, 37, 34, 71, 37, 34 ], [ 64, 30, 34, 64, 30, 34 ], [ 52.592593, 55.223881, 50, 52.592593, 55.223881, 50 ], [ 1.604408, 1.517436, 1.454481, 1.075642, 0.919357, 1.446201 ], [ 233545, 233545, 26578, 210629, 210629, 27356 ], [ -50296, -50296, -33614, -88644, -88644, -22808 ], [ 65, 114, 17, 65, 114, 17 ], [ 71, 118, 20, 71, 118, 20 ], [ 58, 108, 14, 58, 108, 14 ], [ 8825, 7639, 1186, 8825, 7639, 1186 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 442653, -104883, -263074, -146243, -347859, -271160 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9197, "evaluation_days": 2299.25, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1565827200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759796965646, "expiration_time": 1765754856000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 43, "offset": 107 } }, "second_band": { "type": "kcu", "factors": { "length": 217, "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) |
---|