Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563466.3261 | 512195.6206 | 51270.7055 | 240390.1076 | 247822.7042 | -7432.5966 |
Total P&L (%) | 563.4663 | 512.1956 | 51.2707 | 240.3901 | 247.8227 | -7.4326 |
Avg Daily Profit (%) | 0.2393 | 0.2175 | 0.0218 | 0.052 | 0.053 | -0.0033 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97842 | -82985 | -59308 | -506334 | -420035 | -322119 |
Profit Factor | 2.4113 | 3.0943 | 1.3314 | 1.1382 | 1.2433 | 0.9897 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 45.977 | 39.5349 | 52.2727 | 45.977 | 39.5349 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.8332 | 4.7324 | 1.2157 | 1.3374 | 1.9016 | 0.9036 |
Largest Winning Trade | 530680 | 530680 | 56852 | 514377 | 514377 | 198397 |
Largest Losing Trade | -33891 | -33891 | -19721 | -163702 | -163702 | -148574 |
Avg Bars in Trades | 78 | 125 | 32 | 78 | 125 | 32 |
Avg Bars in Winners | 115 | 211 | 45 | 115 | 211 | 45 |
Avg Bars in Losers | 46 | 68 | 18 | 46 | 68 | 18 |
Bars Traded | 6800 | 5376 | 1424 | 6800 | 5376 | 1424 |
Profit Streak | 106.7178 | 106.7178 | 204.7178 | 106.7178 | 106.7178 | 204.7178 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467628 | 383114 | -163417 | -191942 | -124812 | -579448 |
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7064, "evaluation_days": 2354.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1561622400000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759943617215, "expiration_time": 1766013696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "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": [ [ 563466.3261358978, 512195.6206162631, 51270.7055196347, 240390.1075793914, 247822.7041747096, -7432.5965953182 ], [ 563.466326, 512.195621, 51.270706, 240.390108, 247.822704, -7.432597 ], [ 0.239297, 0.217523, 0.021774, 0.052035, 0.052952, -0.00328 ], [ 10, 10, 10, 10, 10, 10 ], [ -97842, -82985, -59308, -506334, -420035, -322119 ], [ 2.411259, 3.094256, 1.331435, 1.138172, 1.243345, 0.989697 ], [ 87, 43, 44, 87, 43, 44 ], [ 40, 17, 23, 40, 17, 23 ], [ 47, 26, 21, 47, 26, 21 ], [ 45.977011, 39.534884, 52.272727, 45.977011, 39.534884, 52.272727 ], [ 2.83323, 4.732391, 1.215658, 1.337352, 1.901586, 0.903636 ], [ 530680, 530680, 56852, 514377, 514377, 198397 ], [ -33891, -33891, -19721, -163702, -163702, -148574 ], [ 78, 125, 32, 78, 125, 32 ], [ 115, 211, 45, 115, 211, 45 ], [ 46, 68, 18, 46, 68, 18 ], [ 6800, 5376, 1424, 6800, 5376, 1424 ], [ 106.717792, 106.717792, 204.717792, 106.717792, 106.717792, 204.717792 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 467628, 383114, -163417, -191942, -124812, -579448 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7064, "evaluation_days": 2354.67, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1561622400000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759943617215, "expiration_time": 1766013696000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "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) |
---|