Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285747.5273 | 89148.8165 | 196598.7108 | 254300.4717 | 150687.2601 | 103613.2117 |
Total P&L (%) | 285.7475 | 89.1488 | 196.5987 | 254.3005 | 150.6873 | 103.6132 |
Avg Daily Profit (%) | 0.1877 | 0.0586 | 0.1292 | 0.0831 | 0.0604 | 0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95974 | -45743 | -110858 | -378043 | -133615 | -440909 |
Profit Factor | 1.3651 | 1.3092 | 1.3977 | 1.1323 | 1.222 | 1.0833 |
Total Trades | 301 | 151 | 150 | 301 | 151 | 150 |
Winning Trades | 135 | 62 | 73 | 135 | 62 | 73 |
Losing Trades | 166 | 89 | 77 | 166 | 89 | 77 |
Profitability (%) | 44.8505 | 41.0596 | 48.6667 | 44.8505 | 41.0596 | 48.6667 |
Ratio Avg Win / Avg Loss | 1.6786 | 1.8794 | 1.4743 | 1.3923 | 1.7542 | 1.1427 |
Largest Winning Trade | 75456 | 46226 | 75456 | 136986 | 136986 | 79412 |
Largest Losing Trade | -45319 | -16839 | -45319 | -221622 | -53689 | -221622 |
Avg Bars in Trades | 59 | 28 | 90 | 59 | 28 | 90 |
Avg Bars in Winners | 95 | 41 | 141 | 95 | 41 | 141 |
Avg Bars in Losers | 30 | 19 | 42 | 30 | 19 | 42 |
Bars Traded | 17974 | 4341 | 13633 | 17974 | 4341 | 13633 |
Profit Streak | 0 | 0 | 21.0091 | 0 | 0 | 21.0091 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312511 | -116424 | -18725 | -157367 | -114519 | -258183 |
{ "trading_pair": "MINA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18265, "evaluation_days": 1522.08, "actual_first_datapoint_time": 1628575200000, "first_datapoint_time": 1629597600000, "last_datapoint_time": 1760090400000, "evaluation_time": 1760091188097, "expiration_time": 1764824688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 141, "offset": 33, "scalar": 1 } }, "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": [ [ 285747.5272952811, 89148.8164996128, 196598.7107956681, 254300.4717301591, 150687.2600594683, 103613.2116706909 ], [ 285.747527, 89.148816, 196.598711, 254.300472, 150.68726, 103.613212 ], [ 0.187735, 0.05857, 0.129165, 0.083143, 0.060399, 0.046727 ], [ 10, 10, 10, 10, 10, 10 ], [ -95974, -45743, -110858, -378043, -133615, -440909 ], [ 1.365133, 1.309244, 1.397727, 1.132306, 1.222017, 1.083334 ], [ 301, 151, 150, 301, 151, 150 ], [ 135, 62, 73, 135, 62, 73 ], [ 166, 89, 77, 166, 89, 77 ], [ 44.850498, 41.059603, 48.666667, 44.850498, 41.059603, 48.666667 ], [ 1.678608, 1.879399, 1.474315, 1.392316, 1.754185, 1.142695 ], [ 75456, 46226, 75456, 136986, 136986, 79412 ], [ -45319, -16839, -45319, -221622, -53689, -221622 ], [ 59, 28, 90, 59, 28, 90 ], [ 95, 41, 141, 95, 41, 141 ], [ 30, 19, 42, 30, 19, 42 ], [ 17974, 4341, 13633, 17974, 4341, 13633 ], [ 0, 0, 21.009121, 0, 0, 21.009121 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312511, -116424, -18725, -157367, -114519, -258183 ] ] }
{ "trading_pair": "MINA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18265, "evaluation_days": 1522.08, "actual_first_datapoint_time": 1628575200000, "first_datapoint_time": 1629597600000, "last_datapoint_time": 1760090400000, "evaluation_time": 1760091188097, "expiration_time": 1764824688000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 141, "offset": 33, "scalar": 1 } }, "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) |
---|