Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441512.4593 | 467190.2523 | -25677.793 | -15820.0884 | 202363.8778 | -218183.9662 |
Total P&L (%) | 441.5125 | 467.1903 | -25.6778 | -15.8201 | 202.3639 | -218.184 |
Avg Daily Profit (%) | 0.212 | 0.2243 | -0.0123 | -0.0083 | 0.0531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167899 | -156854 | -71397 | -766100 | -722935 | -227792 |
Profit Factor | 1.8562 | 2.3023 | 0.8364 | 0.9924 | 1.1312 | 0.6042 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 59.1549 | 51.4286 | 66.6667 | 59.1549 | 51.4286 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2817 | 2.1744 | 0.4182 | 0.6853 | 1.0683 | 0.3021 |
Largest Winning Trade | 326193 | 326193 | 23594 | 650774 | 650774 | 45584 |
Largest Losing Trade | -62113 | -62113 | -49861 | -376220 | -376220 | -214303 |
Avg Bars in Trades | 328 | 596 | 67 | 328 | 596 | 67 |
Avg Bars in Winners | 216 | 440 | 47 | 216 | 440 | 47 |
Avg Bars in Losers | 491 | 762 | 107 | 491 | 762 | 107 |
Bars Traded | 23318 | 20891 | 2427 | 23318 | 20891 | 2427 |
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 | -79677 | 445977 | -578619 | -670591 | -198026 | -578619 |
{ "trading_pair": "IOTA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580176800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759005696345, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 194, "offset": 0, "a": 0.73838 } } }
{ "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": [ [ 441512.4592967684, 467190.2523454556, -25677.7930486872, -15820.0883576257, 202363.8777930171, -218183.9661506428 ], [ 441.512459, 467.190252, -25.677793, -15.820088, 202.363878, -218.183966 ], [ 0.212011, 0.224341, -0.01233, -0.008269, 0.053145, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -167899, -156854, -71397, -766100, -722935, -227792 ], [ 1.85622, 2.302315, 0.836358, 0.992445, 1.131156, 0.604169 ], [ 71, 35, 36, 71, 35, 36 ], [ 42, 18, 24, 42, 18, 24 ], [ 29, 17, 12, 29, 17, 12 ], [ 59.15493, 51.428571, 66.666667, 59.15493, 51.428571, 66.666667 ], [ 1.281676, 2.174408, 0.418179, 0.68526, 1.068314, 0.302084 ], [ 326193, 326193, 23594, 650774, 650774, 45584 ], [ -62113, -62113, -49861, -376220, -376220, -214303 ], [ 328, 596, 67, 328, 596, 67 ], [ 216, 440, 47, 216, 440, 47 ], [ 491, 762, 107, 491, 762, 107 ], [ 23318, 20891, 2427, 23318, 20891, 2427 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -79677, 445977, -578619, -670591, -198026, -578619 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24990, "evaluation_days": 2082.5, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580176800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1759005696345, "expiration_time": 1765199808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 4 } }, "second_band": { "type": "t3", "factors": { "length": 194, "offset": 0, "a": 0.73838 } } }
# | 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) |
---|