Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372026.3843 | 434353.3676 | -62326.9833 | -134568.6952 | 195292.1109 | -329860.8061 |
Total P&L (%) | 372.0264 | 434.3534 | -62.327 | -134.5687 | 195.2921 | -329.8608 |
Avg Daily Profit (%) | 0.1609 | 0.1878 | -0.0269 | 0 | 0.0468 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146976 | -187570 | -281410 | -351462 | -111436 | -404717 |
Profit Factor | 1.293 | 1.7144 | 0.9058 | 0.8746 | 1.4785 | 0.5038 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 80 | 37 | 43 | 95 | 53 | 42 |
Losing Trades | 95 | 51 | 44 | 80 | 35 | 45 |
Profitability (%) | 45.7143 | 42.0455 | 49.4253 | 54.2857 | 60.2273 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.5355 | 2.3631 | 0.9268 | 0.7365 | 0.9764 | 0.5398 |
Largest Winning Trade | 143737 | 143737 | 42845 | 50930 | 50930 | 36040 |
Largest Losing Trade | -125681 | -42896 | -125681 | -182292 | -68509 | -182292 |
Avg Bars in Trades | 50 | 58 | 42 | 50 | 58 | 42 |
Avg Bars in Winners | 59 | 70 | 50 | 48 | 58 | 34 |
Avg Bars in Losers | 42 | 49 | 34 | 53 | 58 | 49 |
Bars Traded | 8833 | 5154 | 3678 | 8833 | 5154 | 3678 |
Profit Streak | 124.5961 | 175.0961 | 124.5961 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325452 | 313527 | -580756 | -579305 | -129852 | -581770 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9251, "evaluation_days": 2312.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562414400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759155500074, "expiration_time": 1765141848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 78, "offset": 32 } }, "second_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 372026.3842840492, 434353.3675681123, -62326.9832840633, -134568.6952002784, 195292.1108722355, -329860.8060725139 ], [ 372.026384, 434.353368, -62.326983, -134.568695, 195.292111, -329.860806 ], [ 0.160859, 0.187808, -0.026949, 0, 0.046829, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -146976, -187570, -281410, -351462, -111436, -404717 ], [ 1.293045, 1.714406, 0.905783, 0.874577, 1.478485, 0.503802 ], [ 175, 88, 87, 175, 88, 87 ], [ 80, 37, 43, 95, 53, 42 ], [ 95, 51, 44, 80, 35, 45 ], [ 45.714286, 42.045455, 49.425287, 54.285714, 60.227273, 48.275862 ], [ 1.535491, 2.3631, 0.926848, 0.736486, 0.976358, 0.539788 ], [ 143737, 143737, 42845, 50930, 50930, 36040 ], [ -125681, -42896, -125681, -182292, -68509, -182292 ], [ 50, 58, 42, 50, 58, 42 ], [ 59, 70, 50, 48, 58, 34 ], [ 42, 49, 34, 53, 58, 49 ], [ 8833, 5154, 3678, 8833, 5154, 3678 ], [ 124.596066, 175.096066, 124.596066, 0, 0, 0 ], [ 3, 3, 1, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 325452, 313527, -580756, -579305, -129852, -581770 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9251, "evaluation_days": 2312.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562414400000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759155500074, "expiration_time": 1765141848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 78, "offset": 32 } }, "second_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 4 } } }
# | 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) |
---|