Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231792.395 | -23551.4452 | 255343.8402 | -19870.3809 | -344354.0872 | 324483.7063 |
Total P&L (%) | 231.7924 | -23.5514 | 255.3438 | -19.8704 | -344.3541 | 324.4837 |
Avg Daily Profit (%) | 0.1508 | -0.0153 | 0.1661 | -0.0144 | 0 | 0.0941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167505 | -109946 | -137790 | -1508102 | -548763 | -1200642 |
Profit Factor | 1.3147 | 0.9332 | 1.6646 | 0.994 | 0.7714 | 1.181 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 206 | 89 | 117 | 206 | 89 | 117 |
Losing Trades | 63 | 46 | 17 | 63 | 46 | 17 |
Profitability (%) | 76.5799 | 65.9259 | 87.3134 | 76.5799 | 65.9259 | 87.3134 |
Ratio Avg Win / Avg Loss | 0.4021 | 0.4823 | 0.2419 | 0.304 | 0.3987 | 0.1716 |
Largest Winning Trade | 27023 | 13552 | 27023 | 112579 | 78175 | 112579 |
Largest Losing Trade | -74071 | -46240 | -74071 | -947519 | -382652 | -947519 |
Avg Bars in Trades | 11 | 5 | 16 | 11 | 5 | 16 |
Avg Bars in Winners | 7 | 2 | 11 | 7 | 2 | 11 |
Avg Bars in Losers | 22 | 11 | 53 | 22 | 11 | 53 |
Bars Traded | 2961 | 764 | 2197 | 2961 | 764 | 2197 |
Profit Streak | 64.3767 | 64.3767 | 69.8767 | 64.3767 | 64.3767 | 69.8767 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448156 | -577190 | 509228 | -574036 | -577190 | -83999 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3074, "evaluation_days": 1537, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1627948800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759827748115, "expiration_time": 1763779104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 1 } } }
{ "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": [ [ 231792.3950403748, -23551.4451536625, 255343.8401940376, -19870.3809020725, -344354.0872478958, 324483.7063458232 ], [ 231.792395, -23.551445, 255.34384, -19.870381, -344.354087, 324.483706 ], [ 0.150808, -0.015323, 0.166131, -0.014412, 0, 0.094104 ], [ 10, 10, 10, 10, 10, 10 ], [ -167505, -109946, -137790, -1508102, -548763, -1200642 ], [ 1.314663, 0.933179, 1.664645, 0.993977, 0.771375, 1.180991 ], [ 269, 135, 134, 269, 135, 134 ], [ 206, 89, 117, 206, 89, 117 ], [ 63, 46, 17, 63, 46, 17 ], [ 76.579926, 65.925926, 87.313433, 76.579926, 65.925926, 87.313433 ], [ 0.402057, 0.482317, 0.241871, 0.303983, 0.398688, 0.171597 ], [ 27023, 13552, 27023, 112579, 78175, 112579 ], [ -74071, -46240, -74071, -947519, -382652, -947519 ], [ 11, 5, 16, 11, 5, 16 ], [ 7, 2, 11, 7, 2, 11 ], [ 22, 11, 53, 22, 11, 53 ], [ 2961, 764, 2197, 2961, 764, 2197 ], [ 64.376714, 64.376714, 69.876714, 64.376714, 64.376714, 69.876714 ], [ 8, 4, 5, 8, 4, 5 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448156, -577190, 509228, -574036, -577190, -83999 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3074, "evaluation_days": 1537, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1627948800000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759827748115, "expiration_time": 1763779104000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 1 } } }
# | 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) |
---|