Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178323.441 | 1240571.0651 | -62247.6241 | -72915.8159 | 7315.9877 | -80231.8036 |
Total P&L (%) | 1178.3234 | 1240.5711 | -62.2476 | -72.9158 | 7.316 | -80.2318 |
Avg Daily Profit (%) | 0.5084 | 0.5353 | -0.0269 | -0.0563 | 0.003 | -0.0699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -236190 | -185796 | -110132 | -354756 | -295012 | -122549 |
Profit Factor | 2.3234 | 2.9956 | 0.7684 | 0.9078 | 1.0132 | 0.6609 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 33.3333 | 30.6122 | 36 | 33.3333 | 30.6122 | 36 |
Ratio Avg Win / Avg Loss | 4.6468 | 6.7901 | 1.366 | 1.8155 | 2.2966 | 1.175 |
Largest Winning Trade | 1203031 | 1203031 | 63363 | 238853 | 238853 | 55595 |
Largest Losing Trade | -63231 | -63231 | -24382 | -103818 | -103818 | -36650 |
Avg Bars in Trades | 91 | 157 | 28 | 91 | 157 | 28 |
Avg Bars in Winners | 147 | 296 | 23 | 147 | 296 | 23 |
Avg Bars in Losers | 64 | 95 | 30 | 64 | 95 | 30 |
Bars Traded | 9105 | 7695 | 1409 | 9105 | 7695 | 1409 |
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 | 319699 | 330544 | -764333 | -584218 | -566848 | -764333 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9270, "evaluation_days": 2317.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561010400000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759565495604, "expiration_time": 1765564560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1178323.4409718504, 1240571.0650654708, -62247.6240936206, -72915.8158529057, 7315.9877022549, -80231.8035551607 ], [ 1178.323441, 1240.571065, -62.247624, -72.915816, 7.315988, -80.231804 ], [ 0.508446, 0.535306, -0.02686, -0.056347, 0.003047, -0.069926 ], [ 10, 10, 10, 10, 10, 10 ], [ -236190, -185796, -110132, -354756, -295012, -122549 ], [ 2.32339, 2.995629, 0.768371, 0.90775, 1.013211, 0.660944 ], [ 99, 49, 50, 99, 49, 50 ], [ 33, 15, 18, 33, 15, 18 ], [ 66, 34, 32, 66, 34, 32 ], [ 33.333333, 30.612245, 36, 33.333333, 30.612245, 36 ], [ 4.64678, 6.790092, 1.365993, 1.8155, 2.296612, 1.175011 ], [ 1203031, 1203031, 63363, 238853, 238853, 55595 ], [ -63231, -63231, -24382, -103818, -103818, -36650 ], [ 91, 157, 28, 91, 157, 28 ], [ 147, 296, 23, 147, 296, 23 ], [ 64, 95, 30, 64, 95, 30 ], [ 9105, 7695, 1409, 9105, 7695, 1409 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 319699, 330544, -764333, -584218, -566848, -764333 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9270, "evaluation_days": 2317.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561010400000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759565495604, "expiration_time": 1765564560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 49, "offset": 0, "poles": 3 } } }
# | 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) |
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