Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308437.7161 | 182342.3789 | 126095.3372 | -11690951.4434 | -3250082.7057 | -8440868.7377 |
Total P&L (%) | 308.4377 | 182.3424 | 126.0953 | -11690.9514 | -3250.0827 | -8440.8687 |
Avg Daily Profit (%) | 0.1616 | 0.0955 | 0.0661 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -306158 | -69530 | -301929 | -11965311 | -4481237 | -8663802 |
Profit Factor | 1.3574 | 1.5818 | 1.2294 | 0.4074 | 0.585 | 0.2905 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 289 | 134 | 155 | 95 | 52 | 43 |
Losing Trades | 73 | 47 | 26 | 267 | 129 | 138 |
Profitability (%) | 79.8343 | 74.0331 | 85.6354 | 26.2431 | 28.7293 | 23.7569 |
Ratio Avg Win / Avg Loss | 0.3429 | 0.5548 | 0.2062 | 1.145 | 1.4512 | 0.9322 |
Largest Winning Trade | 34992 | 34992 | 25403 | 1568651 | 1568651 | 837868 |
Largest Losing Trade | -290929 | -68837 | -290929 | -1089125 | -463199 | -1089125 |
Avg Bars in Trades | 20 | 17 | 23 | 20 | 17 | 23 |
Avg Bars in Winners | 10 | 5 | 13 | 42 | 42 | 42 |
Avg Bars in Losers | 62 | 52 | 80 | 12 | 7 | 17 |
Bars Traded | 7438 | 3255 | 4183 | 7438 | 3255 | 4183 |
Profit Streak | 8.7786 | 8.7786 | 71.5286 | 0 | 0 | 0 |
Trades During Streak | 7 | 3 | 16 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497644 | -59974 | -99619 | -601276 | -591819 | -615401 |
{ "trading_pair": "SXP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7636, "evaluation_days": 1909, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1598940000000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760186467504, "expiration_time": 1765110528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 172, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 308437.7161026737, 182342.3789449648, 126095.3371577091, -11690951.44341698, -3250082.705682775, -8440868.737734208 ], [ 308.437716, 182.342379, 126.095337, -11690.951443, -3250.082706, -8440.868738 ], [ 0.16157, 0.095517, 0.066053, 0, 0, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -306158, -69530, -301929, -11965311, -4481237, -8663802 ], [ 1.357381, 1.581804, 1.229414, 0.407391, 0.584991, 0.29048 ], [ 362, 181, 181, 362, 181, 181 ], [ 289, 134, 155, 95, 52, 43 ], [ 73, 47, 26, 267, 129, 138 ], [ 79.834254, 74.033149, 85.635359, 26.243094, 28.729282, 23.756906 ], [ 0.342868, 0.554812, 0.206224, 1.144983, 1.451227, 0.932237 ], [ 34992, 34992, 25403, 1568651, 1568651, 837868 ], [ -290929, -68837, -290929, -1089125, -463199, -1089125 ], [ 20, 17, 23, 20, 17, 23 ], [ 10, 5, 13, 42, 42, 42 ], [ 62, 52, 80, 12, 7, 17 ], [ 7438, 3255, 4183, 7438, 3255, 4183 ], [ 8.778559, 8.778559, 71.528559, 0, 0, 0 ], [ 7, 3, 16, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 497644, -59974, -99619, -601276, -591819, -615401 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7636, "evaluation_days": 1909, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1598940000000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760186467504, "expiration_time": 1765110528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 172, "offset": 0, "scalar": 2 } } }
# | 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) |
---|