Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417614.8092 | 273641.9949 | 143972.8143 | -12818.1366 | -244656.5322 | 231838.3956 |
Total P&L (%) | 417.6148 | 273.642 | 143.9728 | -12.8181 | -244.6565 | 231.8384 |
Avg Daily Profit (%) | 0.2306 | 0.1511 | 0.0795 | -0.0076 | 0 | 0.0662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169097 | -110509 | -119254 | -2252507 | -854103 | -1895183 |
Profit Factor | 1.503 | 1.6956 | 1.3295 | 0.997 | 0.8469 | 1.0858 |
Total Trades | 235 | 118 | 117 | 235 | 118 | 117 |
Winning Trades | 104 | 37 | 67 | 104 | 37 | 67 |
Losing Trades | 131 | 81 | 50 | 131 | 81 | 50 |
Profitability (%) | 44.2553 | 31.3559 | 57.265 | 44.2553 | 31.3559 | 57.265 |
Ratio Avg Win / Avg Loss | 1.8932 | 3.7119 | 0.9922 | 1.2559 | 1.8541 | 0.8103 |
Largest Winning Trade | 275872 | 275872 | 73336 | 987744 | 348751 | 987744 |
Largest Losing Trade | -86027 | -21637 | -86027 | -1745557 | -154817 | -1745557 |
Avg Bars in Trades | 30 | 19 | 41 | 30 | 19 | 41 |
Avg Bars in Winners | 44 | 33 | 51 | 44 | 33 | 51 |
Avg Bars in Losers | 19 | 12 | 29 | 19 | 12 | 29 |
Bars Traded | 7154 | 2259 | 4895 | 7154 | 2259 | 4895 |
Profit Streak | 0 | 0 | 20.2585 | 0 | 0 | 20.2585 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335279 | 115284 | -86971 | -580115 | -585213 | -231045 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7245, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759255934964, "expiration_time": 1763928360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
{ "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": [ [ 417614.8091898383, 273641.9948852567, 143972.8143045818, -12818.1365928345, -244656.5322142209, 231838.395621386 ], [ 417.614809, 273.641995, 143.972814, -12.818137, -244.656532, 231.838396 ], [ 0.230567, 0.151079, 0.079488, -0.007573, 0, 0.066246 ], [ 10, 10, 10, 10, 10, 10 ], [ -169097, -110509, -119254, -2252507, -854103, -1895183 ], [ 1.502964, 1.695566, 1.329534, 0.997019, 0.846928, 1.085794 ], [ 235, 118, 117, 235, 118, 117 ], [ 104, 37, 67, 104, 37, 67 ], [ 131, 81, 50, 131, 81, 50 ], [ 44.255319, 31.355932, 57.264957, 44.255319, 31.355932, 57.264957 ], [ 1.893157, 3.711916, 0.992189, 1.255861, 1.854085, 0.810294 ], [ 275872, 275872, 73336, 987744, 348751, 987744 ], [ -86027, -21637, -86027, -1745557, -154817, -1745557 ], [ 30, 19, 41, 30, 19, 41 ], [ 44, 33, 51, 44, 33, 51 ], [ 19, 12, 29, 19, 12, 29 ], [ 7154, 2259, 4895, 7154, 2259, 4895 ], [ 0, 0, 20.258506, 0, 0, 20.258506 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335279, 115284, -86971, -580115, -585213, -231045 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7245, "evaluation_days": 1811.25, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603994400000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759255934964, "expiration_time": 1763928360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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) |
---|