Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362709.2898 | 39329.5723 | 323379.7175 | 1611971.5641 | 387304.7664 | 1224666.7977 |
Total P&L (%) | 362.7093 | 39.3296 | 323.3797 | 1611.9716 | 387.3048 | 1224.6668 |
Avg Daily Profit (%) | 0.2357 | 0.0256 | 0.2101 | 0.1847 | 0.103 | 0.168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93437 | -56722 | -58148 | -632556 | -277565 | -512278 |
Profit Factor | 2.8905 | 1.2941 | 6.5613 | 2.5047 | 1.6928 | 3.3906 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 14 | 13 | 1 | 14 | 13 | 1 |
Profitability (%) | 79.7101 | 62.8571 | 97.0588 | 79.7101 | 62.8571 | 97.0588 |
Ratio Avg Win / Avg Loss | 0.7358 | 0.7647 | 0.1988 | 0.6376 | 1.0003 | 0.1027 |
Largest Winning Trade | 33576 | 33576 | 26987 | 223610 | 223610 | 173686 |
Largest Losing Trade | -58148 | -29158 | -58148 | -512278 | -110182 | -512278 |
Avg Bars in Trades | 36 | 21 | 51 | 36 | 21 | 51 |
Avg Bars in Winners | 24 | 10 | 33 | 24 | 10 | 33 |
Avg Bars in Losers | 84 | 42 | 637 | 84 | 42 | 637 |
Bars Traded | 2527 | 769 | 1758 | 2527 | 769 | 1758 |
Profit Streak | 101.8197 | 101.8197 | 482.8197 | 101.8197 | 101.8197 | 482.8197 |
Trades During Streak | 4 | 2 | 14 | 4 | 2 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90086 | -159740 | 737910 | -90849 | -50538 | 666359 |
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3078, "evaluation_days": 1539, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1636545600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759995622867, "expiration_time": 1763957088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.34891, "nb": 0.16696, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 79, "scalar": 5 } } }
{ "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": [ [ 362709.2897961588, 39329.5722686198, 323379.7175275389, 1611971.5640523592, 387304.7663527933, 1224666.7976995662 ], [ 362.70929, 39.329572, 323.379718, 1611.971564, 387.304766, 1224.666798 ], [ 0.235679, 0.025555, 0.210123, 0.184721, 0.102959, 0.168026 ], [ 10, 10, 10, 10, 10, 10 ], [ -93437, -56722, -58148, -632556, -277565, -512278 ], [ 2.890452, 1.29413, 6.56125, 2.504683, 1.692822, 3.390629 ], [ 69, 35, 34, 69, 35, 34 ], [ 55, 22, 33, 55, 22, 33 ], [ 14, 13, 1, 14, 13, 1 ], [ 79.710145, 62.857143, 97.058824, 79.710145, 62.857143, 97.058824 ], [ 0.735752, 0.764713, 0.198826, 0.637556, 1.000304, 0.102746 ], [ 33576, 33576, 26987, 223610, 223610, 173686 ], [ -58148, -29158, -58148, -512278, -110182, -512278 ], [ 36, 21, 51, 36, 21, 51 ], [ 24, 10, 33, 24, 10, 33 ], [ 84, 42, 637, 84, 42, 637 ], [ 2527, 769, 1758, 2527, 769, 1758 ], [ 101.819709, 101.819709, 482.819709, 101.819709, 101.819709, 482.819709 ], [ 4, 2, 14, 4, 2, 14 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -90086, -159740, 737910, -90849, -50538, 666359 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3078, "evaluation_days": 1539, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1636545600000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759995622867, "expiration_time": 1763957088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.34891, "nb": 0.16696, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 221, "offset": 79, "scalar": 5 } } }
# | 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) |
---|