Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251867.3106 | 49203.9755 | 202663.3352 | 68933.4181 | -4525.6681 | 73459.0862 |
Total P&L (%) | 251.8673 | 49.204 | 202.6633 | 68.9334 | -4.5257 | 73.4591 |
Avg Daily Profit (%) | 0.1513 | 0.0296 | 0.1218 | 0.0315 | -0.0028 | 0.0331 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69559 | -57029 | -76356 | -87074 | -87074 | -84593 |
Profit Factor | 1.6799 | 1.2763 | 2.0534 | 1.1996 | 0.971 | 1.3883 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 82.8283 | 77.551 | 88 | 82.8283 | 77.551 | 88 |
Ratio Avg Win / Avg Loss | 0.3483 | 0.3695 | 0.28 | 0.2487 | 0.2811 | 0.1893 |
Largest Winning Trade | 24025 | 24025 | 21067 | 24113 | 20047 | 24113 |
Largest Losing Trade | -81307 | -57029 | -81307 | -87074 | -87074 | -81307 |
Avg Bars in Trades | 31 | 20 | 41 | 31 | 20 | 41 |
Avg Bars in Winners | 18 | 8 | 26 | 18 | 8 | 26 |
Avg Bars in Losers | 93 | 62 | 151 | 93 | 62 | 151 |
Bars Traded | 3083 | 998 | 2085 | 3083 | 998 | 2085 |
Profit Streak | 166.1159 | 166.1159 | 539.1159 | 166.1159 | 166.1159 | 539.1159 |
Trades During Streak | 13 | 6 | 14 | 13 | 6 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501800 | -151137 | -203227 | -147134 | -575392 | -323610 |
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3329, "evaluation_days": 1664.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622937600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546009766, "expiration_time": 1763850384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 251867.3106447252, 49203.975493047, 202663.3351516782, 68933.4181217361, -4525.6680739175, 73459.0861956535 ], [ 251.867311, 49.203975, 202.663335, 68.933418, -4.525668, 73.459086 ], [ 0.151317, 0.029561, 0.121756, 0.031506, -0.002782, 0.033095 ], [ 10, 10, 10, 10, 10, 10 ], [ -69559, -57029, -76356, -87074, -87074, -84593 ], [ 1.679904, 1.276343, 2.053392, 1.199636, 0.971012, 1.388315 ], [ 99, 49, 50, 99, 49, 50 ], [ 82, 38, 44, 82, 38, 44 ], [ 17, 11, 6, 17, 11, 6 ], [ 82.828283, 77.55102, 88, 82.828283, 77.55102, 88 ], [ 0.348273, 0.369468, 0.280008, 0.248705, 0.281082, 0.189316 ], [ 24025, 24025, 21067, 24113, 20047, 24113 ], [ -81307, -57029, -81307, -87074, -87074, -81307 ], [ 31, 20, 41, 31, 20, 41 ], [ 18, 8, 26, 18, 8, 26 ], [ 93, 62, 151, 93, 62, 151 ], [ 3083, 998, 2085, 3083, 998, 2085 ], [ 166.115854, 166.115854, 539.115854, 166.115854, 166.115854, 539.115854 ], [ 13, 6, 14, 13, 6, 14 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 501800, -151137, -203227, -147134, -575392, -323610 ] ] }
{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3329, "evaluation_days": 1664.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622937600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759546009766, "expiration_time": 1763850384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 2 } } }
# | 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) |
---|