Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357197.4305 | 391236.7361 | -34039.3056 | -63431.5691 | 192136.8119 | -255568.381 |
Total P&L (%) | 357.1974 | 391.2367 | -34.0393 | -63.4316 | 192.1368 | -255.5684 |
Avg Daily Profit (%) | 0.1715 | 0.1878 | -0.0163 | -0.0483 | 0.0515 | 0 |
Buy And Hold Return (%) | 68.2281 | 68.2281 | 68.2281 | 68.2281 | 68.2281 | 68.2281 |
Max Trade Drawdown | -131012 | -77932 | -125446 | -300378 | -61435 | -305653 |
Profit Factor | 1.3478 | 1.7316 | 0.9308 | 0.9258 | 1.5527 | 0.4959 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 45.5882 | 40.1961 | 50.9804 | 45.5882 | 40.1961 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.6087 | 2.5763 | 0.895 | 1.105 | 2.3101 | 0.4769 |
Largest Winning Trade | 141528 | 141528 | 33949 | 111279 | 111279 | 37652 |
Largest Losing Trade | -83709 | -49358 | -83709 | -265703 | -54974 | -265703 |
Avg Bars in Trades | 120 | 132 | 107 | 120 | 132 | 107 |
Avg Bars in Winners | 142 | 155 | 131 | 142 | 155 | 131 |
Avg Bars in Losers | 101 | 117 | 83 | 101 | 117 | 83 |
Bars Traded | 24517 | 13508 | 11009 | 24517 | 13508 | 11009 |
Profit Streak | 40.9084 | 40.9084 | 46.1584 | 40.9084 | 40.9084 | 46.1584 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304768 | 230731 | -579945 | -578333 | -128258 | -579945 |
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579996800000, "first_datapoint_time": 1581199200000, "last_datapoint_time": 1760061600000, "evaluation_time": 1760068088660, "expiration_time": 1766541600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 3.89943 } }, "second_band": { "type": "kcb", "factors": { "length": 168, "offset": 0, "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": [ [ 357197.4304608006, 391236.7360961508, -34039.3056353501, -63431.5690541826, 192136.8119068049, -255568.3809609877 ], [ 357.19743, 391.236736, -34.039306, -63.431569, 192.136812, -255.568381 ], [ 0.171455, 0.187794, -0.016339, -0.048276, 0.051472, 0 ], [ 68.228134, 68.228134, 68.228134, 68.228134, 68.228134, 68.228134 ], [ -131012, -77932, -125446, -300378, -61435, -305653 ], [ 1.347826, 1.731579, 0.930837, 0.925779, 1.552718, 0.495927 ], [ 204, 102, 102, 204, 102, 102 ], [ 93, 41, 52, 93, 41, 52 ], [ 111, 61, 50, 111, 61, 50 ], [ 45.588235, 40.196078, 50.980392, 45.588235, 40.196078, 50.980392 ], [ 1.608695, 2.576252, 0.895036, 1.104962, 2.310141, 0.476853 ], [ 141528, 141528, 33949, 111279, 111279, 37652 ], [ -83709, -49358, -83709, -265703, -54974, -265703 ], [ 120, 132, 107, 120, 132, 107 ], [ 142, 155, 131, 142, 155, 131 ], [ 101, 117, 83, 101, 117, 83 ], [ 24517, 13508, 11009, 24517, 13508, 11009 ], [ 40.908433, 40.908433, 46.158433, 40.908434, 40.908434, 46.158434 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 304768, 230731, -579945, -578333, -128258, -579945 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579996800000, "first_datapoint_time": 1581199200000, "last_datapoint_time": 1760061600000, "evaluation_time": 1760068088660, "expiration_time": 1766541600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 141, "offset": 0, "std": 3.89943 } }, "second_band": { "type": "kcb", "factors": { "length": 168, "offset": 0, "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) |
---|