Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346157.291 | 105552.6835 | 240604.6076 | -7989138.0303 | -1511646.6663 | -6477491.364 |
Total P&L (%) | 346.1573 | 105.5527 | 240.6046 | -7989.138 | -1511.6467 | -6477.4914 |
Avg Daily Profit (%) | 0.2092 | 0.0638 | 0.1454 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208933 | -45292 | -208933 | -8094491 | -1899342 | -6572871 |
Profit Factor | 1.658 | 1.7213 | 1.6336 | 0.3822 | 0.58 | 0.3059 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 95 | 43 | 52 | 29 | 18 | 11 |
Losing Trades | 25 | 17 | 8 | 91 | 42 | 49 |
Profitability (%) | 79.1667 | 71.6667 | 86.6667 | 24.1667 | 30 | 18.3333 |
Ratio Avg Win / Avg Loss | 0.4363 | 0.6805 | 0.2513 | 1.1993 | 1.3533 | 1.3627 |
Largest Winning Trade | 30945 | 19412 | 30945 | 1156806 | 548741 | 1156806 |
Largest Losing Trade | -208933 | -35785 | -208933 | -1126085 | -421862 | -1126085 |
Avg Bars in Trades | 80 | 36 | 125 | 80 | 36 | 125 |
Avg Bars in Winners | 57 | 19 | 88 | 141 | 74 | 252 |
Avg Bars in Losers | 171 | 79 | 365 | 61 | 20 | 96 |
Bars Traded | 9708 | 2181 | 7527 | 9708 | 2181 | 7527 |
Profit Streak | 94.4802 | 94.4802 | 282.1468 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 14 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496733 | -273071 | -161669 | -612280 | -756347 | -807766 |
{ "trading_pair": "ALICE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9927, "evaluation_days": 1654.5, "actual_first_datapoint_time": 1615780800000, "first_datapoint_time": 1617753600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758987085288, "expiration_time": 1763003664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 138, "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": [ [ 346157.2910217774, 105552.6834551421, 240604.6075666352, -7989138.030268373, -1511646.6662912006, -6477491.363977174 ], [ 346.157291, 105.552683, 240.604608, -7989.13803, -1511.646666, -6477.491364 ], [ 0.209222, 0.063797, 0.145424, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -208933, -45292, -208933, -8094491, -1899342, -6572871 ], [ 1.657963, 1.721265, 1.63357, 0.382189, 0.579974, 0.305915 ], [ 120, 60, 60, 120, 60, 60 ], [ 95, 43, 52, 29, 18, 11 ], [ 25, 17, 8, 91, 42, 49 ], [ 79.166667, 71.666667, 86.666667, 24.166667, 30, 18.333333 ], [ 0.436306, 0.6805, 0.251318, 1.199283, 1.353273, 1.362714 ], [ 30945, 19412, 30945, 1156806, 548741, 1156806 ], [ -208933, -35785, -208933, -1126085, -421862, -1126085 ], [ 80, 36, 125, 80, 36, 125 ], [ 57, 19, 88, 141, 74, 252 ], [ 171, 79, 365, 61, 20, 96 ], [ 9708, 2181, 7527, 9708, 2181, 7527 ], [ 94.480154, 94.480154, 282.14682, 0, 0, 0 ], [ 3, 1, 14, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 496733, -273071, -161669, -612280, -756347, -807766 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9927, "evaluation_days": 1654.5, "actual_first_datapoint_time": 1615780800000, "first_datapoint_time": 1617753600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758987085288, "expiration_time": 1763003664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 138, "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) |
---|