Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595761.5909 | 565545.3028 | 30216.2881 | 462818.0183 | 329759.6811 | 133058.3372 |
Total P&L (%) | 595.7616 | 565.5453 | 30.2163 | 462.818 | 329.7597 | 133.0583 |
Avg Daily Profit (%) | 0.3169 | 0.3009 | 0.0161 | 0.092 | 0.0776 | 0.045 |
Buy And Hold Return (%) | 172.7081 | 172.7081 | 172.7081 | 172.7081 | 172.7081 | 172.7081 |
Max Trade Drawdown | -207648 | -162369 | -55034 | -730027 | -554862 | -198354 |
Profit Factor | 2.0317 | 2.4891 | 1.1529 | 1.193 | 1.2085 | 1.163 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 43.0939 | 37.7778 | 48.3516 | 43.0939 | 37.7778 | 48.3516 |
Ratio Avg Win / Avg Loss | 2.6829 | 4.0996 | 1.2315 | 1.5754 | 1.9905 | 1.2423 |
Largest Winning Trade | 445598 | 445598 | 19774 | 469418 | 469418 | 133235 |
Largest Losing Trade | -26803 | -22594 | -26803 | -106885 | -106885 | -96254 |
Avg Bars in Trades | 40 | 69 | 11 | 40 | 69 | 11 |
Avg Bars in Winners | 66 | 134 | 13 | 66 | 134 | 13 |
Avg Bars in Losers | 20 | 29 | 9 | 20 | 29 | 9 |
Bars Traded | 7276 | 6247 | 1029 | 7276 | 6247 | 1029 |
Profit Streak | 50.4043 | 0 | 52.1543 | 50.4043 | 0 | 52.1543 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324496 | 205561 | -389641 | -81882 | -101267 | -339921 |
{ "trading_pair": "MKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7519, "evaluation_days": 1879.75, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597708800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1760370130165, "expiration_time": 1762766712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 222, "scalar": 5 } } }
{ "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": [ [ 595761.5909181683, 565545.3028121352, 30216.2881060338, 462818.0182737281, 329759.6810733918, 133058.3372003364 ], [ 595.761591, 565.545303, 30.216288, 462.818018, 329.759681, 133.058337 ], [ 0.316937, 0.300862, 0.016075, 0.091958, 0.077597, 0.045022 ], [ 172.708136, 172.708136, 172.708136, 172.708136, 172.708136, 172.708136 ], [ -207648, -162369, -55034, -730027, -554862, -198354 ], [ 2.031674, 2.489066, 1.152861, 1.192998, 1.208497, 1.162974 ], [ 181, 90, 91, 181, 90, 91 ], [ 78, 34, 44, 78, 34, 44 ], [ 103, 56, 47, 103, 56, 47 ], [ 43.093923, 37.777778, 48.351648, 43.093923, 37.777778, 48.351648 ], [ 2.682851, 4.099638, 1.231465, 1.575369, 1.990466, 1.242268 ], [ 445598, 445598, 19774, 469418, 469418, 133235 ], [ -26803, -22594, -26803, -106885, -106885, -96254 ], [ 40, 69, 11, 40, 69, 11 ], [ 66, 134, 13, 66, 134, 13 ], [ 20, 29, 9, 20, 29, 9 ], [ 7276, 6247, 1029, 7276, 6247, 1029 ], [ 50.404284, 0, 52.154284, 50.404284, 0, 52.154284 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 324496, 205561, -389641, -81882, -101267, -339921 ] ] }
{ "trading_pair": "MKR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7519, "evaluation_days": 1879.75, "actual_first_datapoint_time": 1595505600000, "first_datapoint_time": 1597708800000, "last_datapoint_time": 1757894400000, "evaluation_time": 1760370130165, "expiration_time": 1762766712000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 8, "offset": 222, "scalar": 5 } } }
# | 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) |
---|