Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477579.9652 | 582751.7809 | -105171.8158 | -9977.868 | 360167.2278 | -370145.0958 |
Total P&L (%) | 477.58 | 582.7518 | -105.1718 | -9.9779 | 360.1672 | -370.1451 |
Avg Daily Profit (%) | 0.2061 | 0.2515 | -0.0454 | -0.0045 | 0.0659 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156817 | -33884 | -231589 | -400438 | -68665 | -426314 |
Profit Factor | 1.7936 | 5.0435 | 0.7702 | 0.9899 | 2.6072 | 0.5156 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 49.2754 | 48.5714 | 50 | 49.2754 | 48.5714 | 50 |
Ratio Avg Win / Avg Loss | 1.8464 | 5.3402 | 0.7702 | 1.019 | 2.7606 | 0.5156 |
Largest Winning Trade | 286737 | 286737 | 94185 | 256252 | 256252 | 98957 |
Largest Losing Trade | -68241 | -18153 | -68241 | -146321 | -59877 | -146321 |
Avg Bars in Trades | 111 | 34 | 191 | 111 | 34 | 191 |
Avg Bars in Winners | 193 | 56 | 331 | 193 | 56 | 331 |
Avg Bars in Losers | 31 | 14 | 50 | 31 | 14 | 50 |
Bars Traded | 7708 | 1211 | 6497 | 7708 | 1211 | 6497 |
Profit Streak | 314.764 | 368.264 | 314.764 | 314.764 | 368.264 | 314.764 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94138 | 601330 | -580207 | -684324 | -99576 | -580207 |
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9269, "evaluation_days": 2317.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562587200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558805588, "expiration_time": 1765542312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 151, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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": [ [ 477579.9651920373, 582751.7809444637, -105171.815752426, -9977.8679571983, 360167.2278498306, -370145.0958070289 ], [ 477.579965, 582.751781, -105.171816, -9.977868, 360.167228, -370.145096 ], [ 0.206098, 0.251484, -0.045386, -0.004536, 0.065894, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -156817, -33884, -231589, -400438, -68665, -426314 ], [ 1.793642, 5.043547, 0.770186, 0.989903, 2.6072, 0.515577 ], [ 69, 35, 34, 69, 35, 34 ], [ 34, 17, 17, 34, 17, 17 ], [ 35, 18, 17, 35, 18, 17 ], [ 49.275362, 48.571429, 50, 49.275362, 48.571429, 50 ], [ 1.846396, 5.340227, 0.770186, 1.019018, 2.760564, 0.515577 ], [ 286737, 286737, 94185, 256252, 256252, 98957 ], [ -68241, -18153, -68241, -146321, -59877, -146321 ], [ 111, 34, 191, 111, 34, 191 ], [ 193, 56, 331, 193, 56, 331 ], [ 31, 14, 50, 31, 14, 50 ], [ 7708, 1211, 6497, 7708, 1211, 6497 ], [ 314.763953, 368.263953, 314.763953, 314.763954, 368.263954, 314.763954 ], [ 3, 2, 1, 3, 2, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -94138, 601330, -580207, -684324, -99576, -580207 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9269, "evaluation_days": 2317.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562587200000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558805588, "expiration_time": 1765542312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 151, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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) |
---|