Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299196.1157 | 492093.0401 | -192896.9244 | -98908.5322 | 334887.4652 | -433795.9974 |
Total P&L (%) | 299.1961 | 492.093 | -192.8969 | -98.9085 | 334.8875 | -433.796 |
Avg Daily Profit (%) | 0.1287 | 0.2117 | -0.083 | -0.1942 | 0.0633 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215575 | -184407 | -204225 | -334764 | -70249 | -442593 |
Profit Factor | 1.2947 | 1.7206 | 0.4197 | 0.849 | 2.756 | 0.0656 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 50.5376 | 47.8261 | 53.1915 | 50.5376 | 47.8261 | 53.1915 |
Ratio Avg Win / Avg Loss | 1.2671 | 1.877 | 0.3693 | 0.8309 | 3.0065 | 0.0578 |
Largest Winning Trade | 202218 | 202218 | 20663 | 143592 | 143592 | 7053 |
Largest Losing Trade | -79810 | -68756 | -79810 | -260387 | -70249 | -260387 |
Avg Bars in Trades | 70 | 130 | 12 | 70 | 130 | 12 |
Avg Bars in Winners | 56 | 108 | 10 | 56 | 108 | 10 |
Avg Bars in Losers | 85 | 150 | 14 | 85 | 150 | 14 |
Bars Traded | 6581 | 6002 | 579 | 6581 | 6002 | 579 |
Profit Streak | 4.9057 | 0 | 82.9057 | 4.9057 | 0 | 82.9057 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20176 | 367571 | -579447 | -579831 | -103972 | -579447 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6973, "evaluation_days": 2324.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561219200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760161455720, "expiration_time": 1766165472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 66, "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": [ [ 299196.1157282962, 492093.040085686, -192896.9243573899, -98908.532175385, 334887.4652466219, -433795.997422007 ], [ 299.196116, 492.09304, -192.896924, -98.908532, 334.887465, -433.795997 ], [ 0.128724, 0.211714, -0.08299, -0.194175, 0.06326, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -215575, -184407, -204225, -334764, -70249, -442593 ], [ 1.294678, 1.72057, 0.419703, 0.84899, 2.755982, 0.065632 ], [ 93, 46, 47, 93, 46, 47 ], [ 47, 22, 25, 47, 22, 25 ], [ 46, 24, 22, 46, 24, 22 ], [ 50.537634, 47.826087, 53.191489, 50.537634, 47.826087, 53.191489 ], [ 1.267132, 1.876986, 0.369338, 0.830926, 3.006526, 0.057756 ], [ 202218, 202218, 20663, 143592, 143592, 7053 ], [ -79810, -68756, -79810, -260387, -70249, -260387 ], [ 70, 130, 12, 70, 130, 12 ], [ 56, 108, 10, 56, 108, 10 ], [ 85, 150, 14, 85, 150, 14 ], [ 6581, 6002, 579, 6581, 6002, 579 ], [ 4.905737, 0, 82.905737, 4.905737, 0, 82.905737 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -20176, 367571, -579447, -579831, -103972, -579447 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6973, "evaluation_days": 2324.33, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1561219200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760161455720, "expiration_time": 1766165472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 66, "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) |
---|