Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1336607.9588 | 88662.8106 | -1425270.7694 | -3328567.4545 | 6616348.989 | -9944916.4435 |
Total P&L (%) | -1336.608 | 88.6628 | -1425.2708 | -3328.5675 | 6616.349 | -9944.9164 |
Avg Daily Profit (%) | -0.5786 | 0.0384 | -0.617 | 0 | 0.1823 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1610327 | -86985 | -1587702 | -21452442 | -5823915 | -19358769 |
Profit Factor | 0.3188 | 1.5091 | 0.2029 | 0.9194 | 1.5817 | 0.6678 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 15 | 20 | 41 | 24 | 17 |
Losing Trades | 31 | 18 | 13 | 25 | 9 | 16 |
Profitability (%) | 53.0303 | 45.4545 | 60.6061 | 62.1212 | 72.7273 | 51.5152 |
Ratio Avg Win / Avg Loss | 0.2824 | 1.8109 | 0.1319 | 0.5606 | 0.5931 | 0.6285 |
Largest Winning Trade | 77693 | 54140 | 77693 | 6796127 | 3649896 | 6796127 |
Largest Losing Trade | -1580058 | -23834 | -1580058 | -11483934 | -5823915 | -11483934 |
Avg Bars in Trades | 100 | 34 | 166 | 100 | 34 | 166 |
Avg Bars in Winners | 92 | 38 | 132 | 76 | 34 | 136 |
Avg Bars in Losers | 110 | 31 | 219 | 139 | 35 | 198 |
Bars Traded | 6639 | 1144 | 5495 | 6639 | 1144 | 5495 |
Profit Streak | 41.1441 | 0 | 150.8108 | 0 | 139.1441 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -708335 | -140950 | -578076 | -707706 | 428656 | -580606 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565193600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758914852403, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 204, "offset": 0, "scalar": 5 } } }
{ "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": [ [ -1336607.9587865793, 88662.8105680392, -1425270.7693546186, -3328567.4544914723, 6616348.988962827, -9944916.4434543 ], [ -1336.607959, 88.662811, -1425.270769, -3328.567454, 6616.348989, -9944.916443 ], [ -0.578618, 0.038382, -0.617, 0, 0.182293, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1610327, -86985, -1587702, -21452442, -5823915, -19358769 ], [ 0.318797, 1.509062, 0.20285, 0.919419, 1.581684, 0.667757 ], [ 66, 33, 33, 66, 33, 33 ], [ 35, 15, 20, 41, 24, 17 ], [ 31, 18, 13, 25, 9, 16 ], [ 53.030303, 45.454545, 60.606061, 62.121212, 72.727273, 51.515152 ], [ 0.282363, 1.810874, 0.131853, 0.560621, 0.593132, 0.628477 ], [ 77693, 54140, 77693, 6796127, 3649896, 6796127 ], [ -1580058, -23834, -1580058, -11483934, -5823915, -11483934 ], [ 100, 34, 166, 100, 34, 166 ], [ 92, 38, 132, 76, 34, 136 ], [ 110, 31, 219, 139, 35, 198 ], [ 6639, 1144, 5495, 6639, 1144, 5495 ], [ 41.144125, 0, 150.810792, 0, 139.144125, 0 ], [ 1, 0, 3, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -708335, -140950, -578076, -707706, 428656, -580606 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6930, "evaluation_days": 2310, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565193600000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758914852403, "expiration_time": 1764889920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcu", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 204, "offset": 0, "scalar": 5 } } }
# | 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) |
---|