Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766291.7399 | 630169.2286 | 136122.5113 | 1074241.4816 | -2069591.9128 | 3143833.3944 |
Total P&L (%) | 766.2917 | 630.1692 | 136.1225 | 1074.2415 | -2069.5919 | 3143.8334 |
Avg Daily Profit (%) | 0.3312 | 0.2724 | 0.0588 | 0.1065 | 0 | 0.1505 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159118 | -123090 | -116879 | -10831625 | -10820542 | -4959662 |
Profit Factor | 1.6381 | 2.0183 | 1.2338 | 1.0317 | 0.8971 | 1.2275 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 50.9615 | 47.1154 | 54.8077 | 50.9615 | 47.1154 | 54.8077 |
Ratio Avg Win / Avg Loss | 1.5763 | 2.2654 | 1.0174 | 0.9927 | 1.0069 | 1.0122 |
Largest Winning Trade | 177356 | 177356 | 80907 | 5077750 | 2440387 | 5077750 |
Largest Losing Trade | -60155 | -53998 | -60155 | -2911548 | -2911548 | -2552800 |
Avg Bars in Trades | 66 | 56 | 75 | 66 | 56 | 75 |
Avg Bars in Winners | 74 | 63 | 84 | 74 | 63 | 84 |
Avg Bars in Losers | 57 | 50 | 65 | 57 | 50 | 65 |
Bars Traded | 13761 | 5866 | 7896 | 13761 | 5866 | 7896 |
Profit Streak | 0 | 0 | 35.3325 | 0 | 0 | 35.3325 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485084 | 399349 | -113787 | -236503 | -580510 | 293197 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13881, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560628800000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759276731842, "expiration_time": 1765258992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 89, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sinwma", "factors": { "length": 56, "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": [ [ 766291.7398994311, 630169.2286419328, 136122.5112574985, 1074241.4816135373, -2069591.912769, 3143833.3943825387 ], [ 766.29174, 630.169229, 136.122511, 1074.241482, -2069.591913, 3143.833394 ], [ 0.331226, 0.272388, 0.058838, 0.106528, 0, 0.150506 ], [ 10, 10, 10, 10, 10, 10 ], [ -159118, -123090, -116879, -10831625, -10820542, -4959662 ], [ 1.638065, 2.0183, 1.23384, 1.031663, 0.897087, 1.22753 ], [ 208, 104, 104, 208, 104, 104 ], [ 106, 49, 57, 106, 49, 57 ], [ 102, 55, 47, 102, 55, 47 ], [ 50.961538, 47.115385, 54.807692, 50.961538, 47.115385, 54.807692 ], [ 1.576251, 2.265438, 1.017377, 0.992732, 1.006935, 1.012174 ], [ 177356, 177356, 80907, 5077750, 2440387, 5077750 ], [ -60155, -53998, -60155, -2911548, -2911548, -2552800 ], [ 66, 56, 75, 66, 56, 75 ], [ 74, 63, 84, 74, 63, 84 ], [ 57, 50, 65, 57, 50, 65 ], [ 13761, 5866, 7896, 13761, 5866, 7896 ], [ 0, 0, 35.332544, 0, 0, 35.332544 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 485084, 399349, -113787, -236503, -580510, 293197 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13881, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560628800000, "last_datapoint_time": 1759262400000, "evaluation_time": 1759276731842, "expiration_time": 1765258992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 89, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sinwma", "factors": { "length": 56, "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) |
---|