Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955028.0149 | 744700.0655 | 210327.9494 | 5807688.6736 | 1823774.9261 | 3983913.7475 |
Total P&L (%) | 955.028 | 744.7001 | 210.3279 | 5807.6887 | 1823.7749 | 3983.9137 |
Avg Daily Profit (%) | 0.4113 | 0.3207 | 0.0906 | 0.1758 | 0.1274 | 0.1599 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111954 | -106134 | -118675 | -20009252 | -18296808 | -8662908 |
Profit Factor | 2.1522 | 2.9765 | 1.4652 | 1.0746 | 1.0418 | 1.1164 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 54.386 | 52.6316 | 56.1404 | 54.386 | 52.6316 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.8051 | 2.6788 | 1.1447 | 0.9012 | 0.9376 | 0.8722 |
Largest Winning Trade | 195066 | 195066 | 82348 | 7638001 | 6139752 | 7638001 |
Largest Losing Trade | -69355 | -33631 | -69355 | -5935455 | -5459452 | -5935455 |
Avg Bars in Trades | 80 | 66 | 93 | 80 | 66 | 93 |
Avg Bars in Winners | 93 | 73 | 111 | 93 | 73 | 111 |
Avg Bars in Losers | 64 | 58 | 70 | 64 | 58 | 70 |
Bars Traded | 9137 | 3784 | 5353 | 9137 | 3784 | 5353 |
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 | 533122 | -164960 | -250197 | -131483 | -378452 | -265765 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9288, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561248000000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759952388654, "expiration_time": 1765965024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 89, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } } }
{ "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": [ [ 955028.0149351119, 744700.0655169254, 210327.9494181866, 5807688.673607502, 1823774.9260772592, 3983913.7475302466 ], [ 955.028015, 744.700066, 210.327949, 5807.688674, 1823.774926, 3983.913748 ], [ 0.411295, 0.320715, 0.090581, 0.175815, 0.127423, 0.159888 ], [ 10, 10, 10, 10, 10, 10 ], [ -111954, -106134, -118675, -20009252, -18296808, -8662908 ], [ 2.152177, 2.976473, 1.465216, 1.074553, 1.041771, 1.116357 ], [ 114, 57, 57, 114, 57, 57 ], [ 62, 30, 32, 62, 30, 32 ], [ 52, 27, 25, 52, 27, 25 ], [ 54.385965, 52.631579, 56.140351, 54.385965, 52.631579, 56.140351 ], [ 1.805051, 2.678826, 1.1447, 0.901238, 0.937594, 0.872154 ], [ 195066, 195066, 82348, 7638001, 6139752, 7638001 ], [ -69355, -33631, -69355, -5935455, -5459452, -5935455 ], [ 80, 66, 93, 80, 66, 93 ], [ 93, 73, 111, 93, 73, 111 ], [ 64, 58, 70, 64, 58, 70 ], [ 9137, 3784, 5353, 9137, 3784, 5353 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 533122, -164960, -250197, -131483, -378452, -265765 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9288, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561248000000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759952388654, "expiration_time": 1765965024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 89, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 133, "offset": 0, "poles": 2 } } }
# | 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) |
---|