Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676139.9658 | 644792.3724 | 31347.5934 | 563933.2245 | 800948.0395 | -237014.815 |
Total P&L (%) | 676.14 | 644.7924 | 31.3476 | 563.9332 | 800.948 | -237.0148 |
Avg Daily Profit (%) | 0.2702 | 0.2577 | 0.0125 | 0.0757 | 0.0879 | 0 |
Buy And Hold Return (%) | 264.9259 | 264.9259 | 264.9259 | 264.9259 | 264.9259 | 264.9259 |
Max Trade Drawdown | -98064 | -65091 | -87382 | -1706188 | -826082 | -1406034 |
Profit Factor | 1.7777 | 2.7217 | 1.0633 | 1.0695 | 1.2431 | 0.9508 |
Total Trades | 358 | 179 | 179 | 358 | 179 | 179 |
Winning Trades | 166 | 79 | 87 | 166 | 79 | 87 |
Losing Trades | 192 | 100 | 92 | 192 | 100 | 92 |
Profitability (%) | 46.3687 | 44.1341 | 48.6034 | 46.3687 | 44.1341 | 48.6034 |
Ratio Avg Win / Avg Loss | 2.0561 | 3.4452 | 1.1245 | 1.237 | 1.5735 | 1.0055 |
Largest Winning Trade | 433755 | 433755 | 41823 | 854011 | 854011 | 447076 |
Largest Losing Trade | -48457 | -29611 | -48457 | -677253 | -290087 | -677253 |
Avg Bars in Trades | 41 | 43 | 38 | 41 | 43 | 38 |
Avg Bars in Winners | 51 | 58 | 44 | 51 | 58 | 44 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 14713 | 7823 | 6891 | 14713 | 7823 | 6891 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322549 | 281815 | -492891 | -241122 | -79333 | -579272 |
{ "trading_pair": "ETC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15012, "evaluation_days": 2502, "actual_first_datapoint_time": 1543680000000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759910748836, "expiration_time": 1766395584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 190, "na": 0.82539, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 100, "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": [ [ 676139.9657844342, 644792.3723688846, 31347.5934155493, 563933.2245353798, 800948.0394895521, -237014.814954172 ], [ 676.139966, 644.792372, 31.347593, 563.933225, 800.948039, -237.014815 ], [ 0.27024, 0.257711, 0.012529, 0.075689, 0.087899, 0 ], [ 264.925928, 264.925928, 264.925928, 264.925928, 264.925928, 264.925928 ], [ -98064, -65091, -87382, -1706188, -826082, -1406034 ], [ 1.777705, 2.721705, 1.063342, 1.069498, 1.243069, 0.950819 ], [ 358, 179, 179, 358, 179, 179 ], [ 166, 79, 87, 166, 79, 87 ], [ 192, 100, 92, 192, 100, 92 ], [ 46.368715, 44.134078, 48.603352, 46.368715, 44.134078, 48.603352 ], [ 2.056141, 3.445196, 1.124453, 1.23701, 1.573504, 1.005464 ], [ 433755, 433755, 41823, 854011, 854011, 447076 ], [ -48457, -29611, -48457, -677253, -290087, -677253 ], [ 41, 43, 38, 41, 43, 38 ], [ 51, 58, 44, 51, 58, 44 ], [ 32, 32, 32, 32, 32, 32 ], [ 14713, 7823, 6891, 14713, 7823, 6891 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 322549, 281815, -492891, -241122, -79333, -579272 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15012, "evaluation_days": 2502, "actual_first_datapoint_time": 1543680000000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759910748836, "expiration_time": 1766395584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 190, "na": 0.82539, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "kcu", "factors": { "length": 100, "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) |
---|