Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93199.1265 | 100871.3995 | -7672.273 | -21754.392 | -21118.8035 | -635.5885 |
Total P&L (%) | 93.1991 | 100.8714 | -7.6723 | -21.7544 | -21.1188 | -0.6356 |
Avg Daily Profit (%) | 0.1789 | 0.1937 | -0.0147 | -0.0471 | -0.0455 | -0.0012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113082 | -87315 | -40387 | -143602 | -118702 | -26271 |
Profit Factor | 1.297 | 1.4268 | 0.9009 | 0.9271 | 0.9115 | 0.9893 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 51.7241 | 51.1628 | 52.2727 | 51.7241 | 51.1628 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.2105 | 1.3619 | 0.8226 | 0.8653 | 0.8701 | 0.9033 |
Largest Winning Trade | 164790 | 164790 | 6571 | 101250 | 101250 | 10691 |
Largest Losing Trade | -34340 | -34340 | -17568 | -49207 | -49207 | -16540 |
Avg Bars in Trades | 255 | 456 | 58 | 255 | 456 | 58 |
Avg Bars in Winners | 228 | 420 | 44 | 228 | 420 | 44 |
Avg Bars in Losers | 285 | 495 | 74 | 285 | 495 | 74 |
Bars Traded | 22234 | 19649 | 2585 | 22234 | 19649 | 2585 |
Profit Streak | 0 | 56.9584 | 0 | 0 | 56.9584 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 266174 | 310301 | -580993 | -580890 | -580583 | -580993 |
{ "trading_pair": "IOTA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714307400000, "first_datapoint_time": 1714685400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759307401920, "expiration_time": 1765785600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 211, "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": [ [ 93199.1264630461, 100871.3994979348, -7672.2730348887, -21754.391985893, -21118.8034843659, -635.5885015272 ], [ 93.199126, 100.871399, -7.672273, -21.754392, -21.118803, -0.635589 ], [ 0.178943, 0.193674, -0.014731, -0.04709, -0.045538, -0.001224 ], [ 10, 10, 10, 10, 10, 10 ], [ -113082, -87315, -40387, -143602, -118702, -26271 ], [ 1.29701, 1.42675, 0.900901, 0.927067, 0.911518, 0.989336 ], [ 87, 43, 44, 87, 43, 44 ], [ 45, 22, 23, 45, 22, 23 ], [ 42, 21, 21, 42, 21, 21 ], [ 51.724138, 51.162791, 52.272727, 51.724138, 51.162791, 52.272727 ], [ 1.210543, 1.361898, 0.822562, 0.865263, 0.870086, 0.903306 ], [ 164790, 164790, 6571, 101250, 101250, 10691 ], [ -34340, -34340, -17568, -49207, -49207, -16540 ], [ 255, 456, 58, 255, 456, 58 ], [ 228, 420, 44, 228, 420, 44 ], [ 285, 495, 74, 285, 495, 74 ], [ 22234, 19649, 2585, 22234, 19649, 2585 ], [ 0, 56.958355, 0, 0, 56.958356, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 266174, 310301, -580993, -580890, -580583, -580993 ] ] }
{ "trading_pair": "IOTA_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714307400000, "first_datapoint_time": 1714685400000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759307401920, "expiration_time": 1765785600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 2 } }, "second_band": { "type": "vwma", "factors": { "length": 211, "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) |
---|