Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851963.6512 | 774474.698 | 77488.9533 | 275349.3285 | 116367.457 | 158981.8716 |
Total P&L (%) | 851.9637 | 774.4747 | 77.489 | 275.3493 | 116.3675 | 158.9819 |
Avg Daily Profit (%) | 0.3678 | 0.3344 | 0.0335 | 0.0571 | 0.0333 | 0.0411 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148067 | -117337 | -113719 | -1129181 | -815328 | -689333 |
Profit Factor | 1.5818 | 2.0001 | 1.1123 | 1.037 | 1.0284 | 1.0475 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 204 | 104 | 100 | 204 | 104 | 100 |
Profitability (%) | 39.645 | 38.4615 | 40.8284 | 39.645 | 38.4615 | 40.8284 |
Ratio Avg Win / Avg Loss | 2.4082 | 3.2001 | 1.6121 | 1.5786 | 1.6454 | 1.5181 |
Largest Winning Trade | 359030 | 359030 | 66101 | 874504 | 874504 | 316305 |
Largest Losing Trade | -44601 | -32983 | -44601 | -281046 | -281046 | -234452 |
Avg Bars in Trades | 40 | 39 | 41 | 40 | 39 | 41 |
Avg Bars in Winners | 62 | 57 | 67 | 62 | 57 | 67 |
Avg Bars in Losers | 26 | 28 | 23 | 26 | 28 | 23 |
Bars Traded | 13747 | 6726 | 7021 | 13747 | 6726 | 7021 |
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 | 364675 | 317849 | -247291 | -297668 | -340738 | -308448 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13897, "evaluation_days": 2316.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560499200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759504553020, "expiration_time": 1765496304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 40, "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": [ [ 851963.651243071, 774474.6979642578, 77488.9532788129, 275349.328541051, 116367.4569723452, 158981.8715687053 ], [ 851.963651, 774.474698, 77.488953, 275.349329, 116.367457, 158.981872 ], [ 0.367833, 0.334377, 0.033456, 0.057123, 0.033328, 0.041093 ], [ 10, 10, 10, 10, 10, 10 ], [ -148067, -117337, -113719, -1129181, -815328, -689333 ], [ 1.581832, 2.00006, 1.112327, 1.036954, 1.028367, 1.047473 ], [ 338, 169, 169, 338, 169, 169 ], [ 134, 65, 69, 134, 65, 69 ], [ 204, 104, 100, 204, 104, 100 ], [ 39.64497, 38.461538, 40.828402, 39.64497, 38.461538, 40.828402 ], [ 2.408162, 3.200096, 1.612069, 1.578647, 1.645388, 1.518076 ], [ 359030, 359030, 66101, 874504, 874504, 316305 ], [ -44601, -32983, -44601, -281046, -281046, -234452 ], [ 40, 39, 41, 40, 39, 41 ], [ 62, 57, 67, 62, 57, 67 ], [ 26, 28, 23, 26, 28, 23 ], [ 13747, 6726, 7021, 13747, 6726, 7021 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 364675, 317849, -247291, -297668, -340738, -308448 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13897, "evaluation_days": 2316.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560499200000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759504553020, "expiration_time": 1765496304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 40, "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) |
---|