Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164873.527 | 80685.3839 | 84188.1431 | 211094.5368 | 112791.0519 | 98303.4849 |
Total P&L (%) | 164.8735 | 80.6854 | 84.1881 | 211.0945 | 112.7911 | 98.3035 |
Avg Daily Profit (%) | 0.3225 | 0.1578 | 0.1647 | 0.2222 | 0.1478 | 0.134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86823 | -63583 | -40974 | -140925 | -111699 | -62574 |
Profit Factor | 1.6071 | 1.5245 | 1.7149 | 1.5537 | 1.5105 | 1.6133 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 65.0602 | 60.9756 | 69.0476 | 65.0602 | 60.9756 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.8631 | 0.9757 | 0.7688 | 0.8344 | 0.9667 | 0.7232 |
Largest Winning Trade | 28075 | 28075 | 21702 | 49069 | 49069 | 31305 |
Largest Losing Trade | -32874 | -25533 | -32874 | -68056 | -68056 | -50392 |
Avg Bars in Trades | 291 | 309 | 274 | 291 | 309 | 274 |
Avg Bars in Winners | 251 | 271 | 235 | 251 | 271 | 235 |
Avg Bars in Losers | 366 | 370 | 361 | 366 | 370 | 361 |
Bars Traded | 24226 | 12708 | 11518 | 24226 | 12708 | 11518 |
Profit Streak | 31.4254 | 47.0296 | 31.4254 | 31.4254 | 47.0296 | 31.4254 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370236 | 304854 | 368817 | 328725 | 193633 | -11427 |
{ "trading_pair": "MKR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 24543, "evaluation_days": 511.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714159800000, "last_datapoint_time": 1757903400000, "evaluation_time": 1759876956420, "expiration_time": 1764264945600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 241, "offset": 0, "a": 0.86083 } } }
{ "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": [ [ 164873.5270085355, 80685.3838984448, 84188.1431100908, 211094.5368139005, 112791.0518938779, 98303.4849200226 ], [ 164.873527, 80.685384, 84.188143, 211.094537, 112.791052, 98.303485 ], [ 0.322453, 0.157801, 0.164652, 0.222211, 0.147797, 0.133987 ], [ 10, 10, 10, 10, 10, 10 ], [ -86823, -63583, -40974, -140925, -111699, -62574 ], [ 1.607061, 1.524504, 1.714906, 1.55374, 1.510517, 1.61332 ], [ 83, 41, 42, 83, 41, 42 ], [ 54, 25, 29, 54, 25, 29 ], [ 29, 16, 13, 29, 16, 13 ], [ 65.060241, 60.97561, 69.047619, 65.060241, 60.97561, 69.047619 ], [ 0.863051, 0.975682, 0.768751, 0.834416, 0.966731, 0.723213 ], [ 28075, 28075, 21702, 49069, 49069, 31305 ], [ -32874, -25533, -32874, -68056, -68056, -50392 ], [ 291, 309, 274, 291, 309, 274 ], [ 251, 271, 235, 251, 271, 235 ], [ 366, 370, 361, 366, 370, 361 ], [ 24226, 12708, 11518, 24226, 12708, 11518 ], [ 31.425421, 47.029588, 31.425421, 31.425421, 47.029588, 31.425422 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 370236, 304854, 368817, 328725, 193633, -11427 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 24543, "evaluation_days": 511.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714159800000, "last_datapoint_time": 1757903400000, "evaluation_time": 1759876956420, "expiration_time": 1764264945600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 1 } }, "second_band": { "type": "t3", "factors": { "length": 241, "offset": 0, "a": 0.86083 } } }
# | 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) |
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