Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3900008.01 | -15628.0811 | -3884379.929 | 472057.1992 | -3715906.0403 | 4187963.2394 |
Total P&L (%) | -3900.008 | -15.6281 | -3884.3799 | 472.0572 | -3715.906 | 4187.9632 |
Avg Daily Profit (%) | -1.689 | -0.0068 | -1.6823 | 0.0756 | 0 | 0.1629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -4116283 | -77784 | -4102519 | -5524655 | -4552376 | -2083511 |
Profit Factor | 0.1292 | 0.9061 | 0.0992 | 1.0572 | 0.2693 | 2.3245 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 48 | 23 | 25 | 44 | 20 | 24 |
Losing Trades | 15 | 9 | 6 | 19 | 12 | 7 |
Profitability (%) | 76.1905 | 71.875 | 80.6452 | 69.8413 | 62.5 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.0404 | 0.3546 | 0.0238 | 0.4565 | 0.1616 | 0.678 |
Largest Winning Trade | 51478 | 18211 | 51478 | 2862163 | 478827 | 2862163 |
Largest Losing Trade | -4012065 | -76936 | -4012065 | -4436464 | -4436464 | -1617791 |
Avg Bars in Trades | 103 | 20 | 188 | 103 | 20 | 188 |
Avg Bars in Winners | 54 | 5 | 99 | 84 | 6 | 149 |
Avg Bars in Losers | 260 | 58 | 562 | 148 | 45 | 324 |
Bars Traded | 6523 | 665 | 5858 | 6523 | 665 | 5858 |
Profit Streak | 98.2812 | 227.6145 | 0 | 98.2812 | 227.6145 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -727822 | -576316 | -576866 | -399154 | -577532 | 463816 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6927, "evaluation_days": 2309, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562400000000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758840294716, "expiration_time": 1764800928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 4 } } }
{ "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": [ [ -3900008.010017571, -15628.0810535964, -3884379.9289639746, 472057.1991665214, -3715906.040282851, 4187963.2394493707 ], [ -3900.00801, -15.628081, -3884.379929, 472.057199, -3715.90604, 4187.963239 ], [ -1.689046, -0.006768, -1.682278, 0.075562, 0, 0.162904 ], [ 10, 10, 10, 10, 10, 10 ], [ -4116283, -77784, -4102519, -5524655, -4552376, -2083511 ], [ 0.129198, 0.906109, 0.099209, 1.05724, 0.269259, 2.324518 ], [ 63, 32, 31, 63, 32, 31 ], [ 48, 23, 25, 44, 20, 24 ], [ 15, 9, 6, 19, 12, 7 ], [ 76.190476, 71.875, 80.645161, 69.84127, 62.5, 77.419355 ], [ 0.040374, 0.354564, 0.02381, 0.456535, 0.161555, 0.677985 ], [ 51478, 18211, 51478, 2862163, 478827, 2862163 ], [ -4012065, -76936, -4012065, -4436464, -4436464, -1617791 ], [ 103, 20, 188, 103, 20, 188 ], [ 54, 5, 99, 84, 6, 149 ], [ 260, 58, 562, 148, 45, 324 ], [ 6523, 665, 5858, 6523, 665, 5858 ], [ 98.281189, 227.614522, 0, 98.281189, 227.614522, 0 ], [ 1, 4, 0, 1, 4, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -727822, -576316, -576866, -399154, -577532, 463816 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6927, "evaluation_days": 2309, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562400000000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758840294716, "expiration_time": 1764800928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 4 } } }
# | 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) |
---|