Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1760498.1136 | 1869972.3766 | -109474.263 | -60395.213 | 111461.8342 | -171857.0473 |
Total P&L (%) | 1760.4981 | 1869.9724 | -109.4743 | -60.3952 | 111.4618 | -171.857 |
Avg Daily Profit (%) | 0.7583 | 0.8055 | -0.0472 | -0.0399 | 0.0323 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180325 | -139335 | -116933 | -465457 | -351779 | -271065 |
Profit Factor | 2.9375 | 4.579 | 0.7165 | 0.9622 | 1.1174 | 0.7353 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 42.1053 | 43.8596 | 40.3509 | 42.1053 | 43.8596 | 40.3509 |
Ratio Avg Win / Avg Loss | 4.0391 | 5.8612 | 1.0592 | 1.3231 | 1.4303 | 1.087 |
Largest Winning Trade | 1862197 | 1862197 | 84419 | 324552 | 324552 | 145985 |
Largest Losing Trade | -61274 | -61274 | -36235 | -122271 | -92952 | -122271 |
Avg Bars in Trades | 37 | 42 | 32 | 37 | 42 | 32 |
Avg Bars in Winners | 56 | 62 | 48 | 56 | 62 | 48 |
Avg Bars in Losers | 23 | 27 | 20 | 23 | 27 | 20 |
Bars Traded | 4275 | 2439 | 1836 | 4275 | 2439 | 1836 |
Profit Streak | 6.42 | 0 | 28.42 | 6.42 | 0 | 28.42 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588360 | -161786 | -762378 | -581187 | -423613 | -762378 |
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4643, "evaluation_days": 2321.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1567425600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759917890877, "expiration_time": 1765898928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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": [ [ 1760498.11357246, 1869972.3765559136, -109474.2629834539, -60395.2130240594, 111461.8342374012, -171857.0472614605 ], [ 1760.498114, 1869.972377, -109.474263, -60.395213, 111.461834, -171.857047 ], [ 0.758345, 0.805502, -0.047157, -0.03989, 0.032263, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -180325, -139335, -116933, -465457, -351779, -271065 ], [ 2.937539, 4.579046, 0.716497, 0.96222, 1.117405, 0.73529 ], [ 114, 57, 57, 114, 57, 57 ], [ 48, 25, 23, 48, 25, 23 ], [ 66, 32, 34, 66, 32, 34 ], [ 42.105263, 43.859649, 40.350877, 42.105263, 43.859649, 40.350877 ], [ 4.039116, 5.861179, 1.059169, 1.323053, 1.430278, 1.08695 ], [ 1862197, 1862197, 84419, 324552, 324552, 145985 ], [ -61274, -61274, -36235, -122271, -92952, -122271 ], [ 37, 42, 32, 37, 42, 32 ], [ 56, 62, 48, 56, 62, 48 ], [ 23, 27, 20, 23, 27, 20 ], [ 4275, 2439, 1836, 4275, 2439, 1836 ], [ 6.420033, 0, 28.420033, 6.420033, 0, 28.420033 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 588360, -161786, -762378, -581187, -423613, -762378 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4643, "evaluation_days": 2321.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1567425600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759917890877, "expiration_time": 1765898928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 2 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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) |
---|