Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549030.2267 | 480231.3774 | 68798.8492 | 210629.1197 | 200130.6549 | 10498.4648 |
Total P&L (%) | 549.0302 | 480.2314 | 68.7988 | 210.6291 | 200.1307 | 10.4985 |
Avg Daily Profit (%) | 0.2196 | 0.1921 | 0.0275 | 0.0454 | 0.044 | 0.004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171486 | -167212 | -49310 | -2192832 | -1860043 | -855181 |
Profit Factor | 1.7725 | 2.0542 | 1.2696 | 1.0366 | 1.0539 | 1.0051 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 85 | 32 | 53 | 85 | 32 | 53 |
Losing Trades | 128 | 74 | 54 | 128 | 74 | 54 |
Profitability (%) | 39.9061 | 30.1887 | 49.5327 | 39.9061 | 30.1887 | 49.5327 |
Ratio Avg Win / Avg Loss | 2.6692 | 4.7504 | 1.2936 | 1.561 | 2.4371 | 1.0241 |
Largest Winning Trade | 431667 | 431667 | 47873 | 1645759 | 1645759 | 466375 |
Largest Losing Trade | -24187 | -18037 | -24187 | -427968 | -271472 | -427968 |
Avg Bars in Trades | 68 | 87 | 50 | 68 | 87 | 50 |
Avg Bars in Winners | 117 | 191 | 72 | 117 | 191 | 72 |
Avg Bars in Losers | 36 | 42 | 28 | 36 | 42 | 28 |
Bars Traded | 14639 | 9247 | 5392 | 14639 | 9247 | 5392 |
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 | 315229 | 125362 | -156741 | -314289 | -302280 | -553066 |
{ "trading_pair": "IOTA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14998, "evaluation_days": 2499.67, "actual_first_datapoint_time": 1543910400000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759951155726, "expiration_time": 1766418336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 175, "offset": 110, "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": [ [ 549030.2266760736, 480231.3774482878, 68798.8492277862, 210629.1197486227, 200130.6549444043, 10498.4648042175 ], [ 549.030227, 480.231377, 68.798849, 210.62912, 200.130655, 10.498465 ], [ 0.219641, 0.192118, 0.027523, 0.045353, 0.043977, 0.003994 ], [ 10, 10, 10, 10, 10, 10 ], [ -171486, -167212, -49310, -2192832, -1860043, -855181 ], [ 1.772542, 2.054239, 1.269634, 1.036612, 1.053893, 1.005148 ], [ 213, 106, 107, 213, 106, 107 ], [ 85, 32, 53, 85, 32, 53 ], [ 128, 74, 54, 128, 74, 54 ], [ 39.906103, 30.188679, 49.53271, 39.906103, 30.188679, 49.53271 ], [ 2.66924, 4.750428, 1.29359, 1.561016, 2.437127, 1.024113 ], [ 431667, 431667, 47873, 1645759, 1645759, 466375 ], [ -24187, -18037, -24187, -427968, -271472, -427968 ], [ 68, 87, 50, 68, 87, 50 ], [ 117, 191, 72, 117, 191, 72 ], [ 36, 42, 28, 36, 42, 28 ], [ 14639, 9247, 5392, 14639, 9247, 5392 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 315229, 125362, -156741, -314289, -302280, -553066 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14998, "evaluation_days": 2499.67, "actual_first_datapoint_time": 1543910400000, "first_datapoint_time": 1546416000000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759951155726, "expiration_time": 1766418336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 175, "offset": 110, "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) |
---|