Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248601.1148 | -37861.2577 | 286462.3725 | 154819.785 | -108687.6782 | 263507.4632 |
Total P&L (%) | 248.6011 | -37.8613 | 286.4624 | 154.8198 | -108.6877 | 263.5075 |
Avg Daily Profit (%) | 0.1612 | -0.0245 | 0.1857 | 0.0607 | 0 | 0.0837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154132 | -117540 | -101185 | -1185385 | -387667 | -1013777 |
Profit Factor | 1.4531 | 0.8787 | 2.2109 | 1.0506 | 0.9163 | 1.1496 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 147 | 63 | 84 | 147 | 63 | 84 |
Losing Trades | 49 | 35 | 14 | 49 | 35 | 14 |
Profitability (%) | 75 | 64.2857 | 85.7143 | 75 | 64.2857 | 85.7143 |
Ratio Avg Win / Avg Loss | 0.4844 | 0.4881 | 0.3685 | 0.3502 | 0.509 | 0.1916 |
Largest Winning Trade | 35594 | 35594 | 26010 | 174943 | 174943 | 173342 |
Largest Losing Trade | -57106 | -50281 | -57106 | -748584 | -208064 | -748584 |
Avg Bars in Trades | 30 | 19 | 40 | 30 | 19 | 40 |
Avg Bars in Winners | 17 | 6 | 25 | 17 | 6 | 25 |
Avg Bars in Losers | 68 | 44 | 128 | 68 | 44 | 128 |
Bars Traded | 5903 | 1952 | 3950 | 5903 | 1952 | 3950 |
Profit Streak | 73.0219 | 99.0219 | 73.0219 | 73.0219 | 99.0219 | 73.0219 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450495 | -577504 | 532171 | -272577 | -577504 | -132942 |
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6170, "evaluation_days": 1542.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629115200000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760315488337, "expiration_time": 1764290160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "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": [ [ 248601.1148180069, -37861.2576629809, 286462.3724809879, 154819.7850018423, -108687.6781561744, 263507.4631580167 ], [ 248.601115, -37.861258, 286.462372, 154.819785, -108.687678, 263.507463 ], [ 0.161168, -0.024545, 0.185713, 0.060659, 0, 0.083706 ], [ 10, 10, 10, 10, 10, 10 ], [ -154132, -117540, -101185, -1185385, -387667, -1013777 ], [ 1.453139, 0.878667, 2.210877, 1.050611, 0.916266, 1.149632 ], [ 196, 98, 98, 196, 98, 98 ], [ 147, 63, 84, 147, 63, 84 ], [ 49, 35, 14, 49, 35, 14 ], [ 75, 64.285714, 85.714286, 75, 64.285714, 85.714286 ], [ 0.48438, 0.488149, 0.36848, 0.350204, 0.509036, 0.191605 ], [ 35594, 35594, 26010, 174943, 174943, 173342 ], [ -57106, -50281, -57106, -748584, -208064, -748584 ], [ 30, 19, 40, 30, 19, 40 ], [ 17, 6, 25, 17, 6, 25 ], [ 68, 44, 128, 68, 44, 128 ], [ 5903, 1952, 3950, 5903, 1952, 3950 ], [ 73.021856, 99.021856, 73.021856, 73.021856, 99.021856, 73.021856 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 450495, -577504, 532171, -272577, -577504, -132942 ] ] }
{ "trading_pair": "C98_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6170, "evaluation_days": 1542.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1629115200000, "last_datapoint_time": 1760292000000, "evaluation_time": 1760315488337, "expiration_time": 1764290160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwap", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "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) |
---|