Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516877.0396 | 359447.1155 | 157429.924 | 4210222.295 | 456672.1085 | 3753550.1865 |
Total P&L (%) | 516.877 | 359.4471 | 157.4299 | 4210.2223 | 456.6721 | 3753.5502 |
Avg Daily Profit (%) | 0.2199 | 0.1529 | 0.067 | 0.1602 | 0.0731 | 0.1554 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65176 | -76439 | -60689 | -4160286 | -4449394 | -457896 |
Profit Factor | 2.5565 | 3.2175 | 1.9262 | 1.518 | 1.0716 | 3.1421 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 73.6434 | 73.4375 | 73.8462 | 73.6434 | 73.4375 | 73.8462 |
Ratio Avg Win / Avg Loss | 0.915 | 1.1638 | 0.6822 | 0.5433 | 0.3876 | 1.1128 |
Largest Winning Trade | 68304 | 68304 | 23185 | 1023033 | 1023033 | 574976 |
Largest Losing Trade | -65176 | -65176 | -35856 | -4031316 | -4031316 | -349301 |
Avg Bars in Trades | 28 | 48 | 9 | 28 | 48 | 9 |
Avg Bars in Winners | 12 | 17 | 8 | 12 | 17 | 8 |
Avg Bars in Losers | 73 | 135 | 11 | 73 | 135 | 11 |
Bars Traded | 3732 | 3121 | 611 | 3732 | 3121 | 611 |
Profit Streak | 314.5209 | 314.5209 | 556.5209 | 314.5209 | 314.5209 | 556.5209 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562040 | -123297 | -229619 | 459200 | -374358 | -114426 |
{ "trading_pair": "ATOM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4702, "evaluation_days": 2351, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1561593600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759624206481, "expiration_time": 1765672992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 119, "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": [ [ 516877.0395530642, 359447.1155351503, 157429.9240179139, 4210222.295043423, 456672.1085235777, 3753550.1865198463 ], [ 516.87704, 359.447116, 157.429924, 4210.222295, 456.672109, 3753.550187 ], [ 0.219854, 0.152891, 0.066963, 0.160212, 0.073051, 0.155441 ], [ 10, 10, 10, 10, 10, 10 ], [ -65176, -76439, -60689, -4160286, -4449394, -457896 ], [ 2.556521, 3.217463, 1.926202, 1.518022, 1.071632, 3.142102 ], [ 129, 64, 65, 129, 64, 65 ], [ 95, 47, 48, 95, 47, 48 ], [ 34, 17, 17, 34, 17, 17 ], [ 73.643411, 73.4375, 73.846154, 73.643411, 73.4375, 73.846154 ], [ 0.914965, 1.163763, 0.682196, 0.543292, 0.387612, 1.112828 ], [ 68304, 68304, 23185, 1023033, 1023033, 574976 ], [ -65176, -65176, -35856, -4031316, -4031316, -349301 ], [ 28, 48, 9, 28, 48, 9 ], [ 12, 17, 8, 12, 17, 8 ], [ 73, 135, 11, 73, 135, 11 ], [ 3732, 3121, 611, 3732, 3121, 611 ], [ 314.520908, 314.520908, 556.520908, 314.520908, 314.520908, 556.520908 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 562040, -123297, -229619, 459200, -374358, -114426 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4702, "evaluation_days": 2351, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1561593600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759624206481, "expiration_time": 1765672992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 119, "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) |
---|