Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891186.0037 | 1087190.1058 | -196004.1021 | -98352.1294 | -63756.5001 | -34595.6293 |
Total P&L (%) | 891.186 | 1087.1901 | -196.0041 | -98.3521 | -63.7565 | -34.5956 |
Avg Daily Profit (%) | 0.3862 | 0.4711 | -0.0849 | -0.1778 | -0.044 | -0.0184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -340026 | -189820 | -290844 | -112270 | -70592 | -55240 |
Profit Factor | 1.8414 | 2.889 | 0.5947 | 0.4412 | 0.4425 | 0.4387 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 38.2353 | 33.3333 | 43.1373 | 38.2353 | 33.3333 | 43.1373 |
Ratio Avg Win / Avg Loss | 2.9746 | 5.778 | 0.7839 | 0.7127 | 0.885 | 0.5782 |
Largest Winning Trade | 1191066 | 1191066 | 42392 | 18261 | 18261 | 7529 |
Largest Losing Trade | -68312 | -68312 | -60427 | -32086 | -32086 | -28312 |
Avg Bars in Trades | 86 | 131 | 42 | 86 | 131 | 42 |
Avg Bars in Winners | 110 | 184 | 53 | 110 | 184 | 53 |
Avg Bars in Losers | 72 | 104 | 34 | 72 | 104 | 34 |
Bars Traded | 8854 | 6694 | 2160 | 8854 | 6694 | 2160 |
Profit Streak | 0 | 0 | 169.9481 | 0 | 0 | 169.9481 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317501 | -170666 | -762534 | -585081 | -767314 | -762534 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564336800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758883519925, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "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": [ [ 891186.0037335275, 1087190.1057961145, -196004.102062587, -98352.1294455392, -63756.5001187673, -34595.6293267719 ], [ 891.186004, 1087.190106, -196.004102, -98.352129, -63.7565, -34.595629 ], [ 0.386171, 0.471104, -0.084933, -0.17775, -0.043969, -0.018396 ], [ 10, 10, 10, 10, 10, 10 ], [ -340026, -189820, -290844, -112270, -70592, -55240 ], [ 1.841423, 2.888985, 0.594697, 0.44117, 0.442516, 0.438671 ], [ 102, 51, 51, 102, 51, 51 ], [ 39, 17, 22, 39, 17, 22 ], [ 63, 34, 29, 63, 34, 29 ], [ 38.235294, 33.333333, 43.137255, 38.235294, 33.333333, 43.137255 ], [ 2.974607, 5.77797, 0.783919, 0.712659, 0.885033, 0.578249 ], [ 1191066, 1191066, 42392, 18261, 18261, 7529 ], [ -68312, -68312, -60427, -32086, -32086, -28312 ], [ 86, 131, 42, 86, 131, 42 ], [ 110, 184, 53, 110, 184, 53 ], [ 72, 104, 34, 72, 104, 34 ], [ 8854, 6694, 2160, 8854, 6694, 2160 ], [ 0, 0, 169.948147, 0, 0, 169.948147 ], [ 0, 0, 2, 0, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 317501, -170666, -762534, -585081, -767314, -762534 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564336800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758883519925, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 218, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "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) |
---|