Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294632.938 | 142984.3755 | 151648.5625 | -497932.9228 | -27608.8711 | -470324.0518 |
Total P&L (%) | 294.6329 | 142.9844 | 151.6486 | -497.9329 | -27.6089 | -470.3241 |
Avg Daily Profit (%) | 0.1554 | 0.0754 | 0.08 | 0 | -0.017 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121693 | -92778 | -121693 | -561452 | -137775 | -505745 |
Profit Factor | 1.9333 | 1.9455 | 1.9221 | 0.3683 | 0.891 | 0.1209 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 94 | 45 | 49 | 24 | 14 | 10 |
Losing Trades | 19 | 11 | 8 | 89 | 42 | 47 |
Profitability (%) | 83.1858 | 80.3571 | 85.9649 | 21.2389 | 25 | 17.5439 |
Ratio Avg Win / Avg Loss | 0.3908 | 0.4756 | 0.3138 | 1.3658 | 2.6729 | 0.5681 |
Largest Winning Trade | 29320 | 26930 | 29320 | 120108 | 120108 | 18325 |
Largest Losing Trade | -121693 | -80556 | -121693 | -198993 | -28308 | -198993 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 12 | 10 | 14 | 84 | 87 | 82 |
Avg Bars in Losers | 118 | 109 | 129 | 15 | 11 | 19 |
Bars Traded | 3435 | 1688 | 1747 | 3435 | 1688 | 1747 |
Profit Streak | 58.3982 | 86.8982 | 58.3982 | 0 | 0 | 0 |
Trades During Streak | 14 | 8 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 527320 | -265913 | -259311 | -625202 | -788148 | -823788 |
{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3793, "evaluation_days": 1896.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1605182400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759095207671, "expiration_time": 1763976528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 231, "offset": 230, "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": [ [ 294632.9379780513, 142984.3755261081, 151648.5624519433, -497932.9228440512, -27608.8710554506, -470324.0517886006 ], [ 294.632938, 142.984376, 151.648562, -497.932923, -27.608871, -470.324052 ], [ 0.155356, 0.075394, 0.079962, 0, -0.017034, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -121693, -92778, -121693, -561452, -137775, -505745 ], [ 1.933302, 1.945517, 1.922069, 0.368299, 0.890983, 0.120872 ], [ 113, 56, 57, 113, 56, 57 ], [ 94, 45, 49, 24, 14, 10 ], [ 19, 11, 8, 89, 42, 47 ], [ 83.185841, 80.357143, 85.964912, 21.238938, 25, 17.54386 ], [ 0.390774, 0.475571, 0.313807, 1.365775, 2.672948, 0.568099 ], [ 29320, 26930, 29320, 120108, 120108, 18325 ], [ -121693, -80556, -121693, -198993, -28308, -198993 ], [ 30, 30, 30, 30, 30, 30 ], [ 12, 10, 14, 84, 87, 82 ], [ 118, 109, 129, 15, 11, 19 ], [ 3435, 1688, 1747, 3435, 1688, 1747 ], [ 58.398237, 86.898237, 58.398237, 0, 0, 0 ], [ 14, 8, 7, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 527320, -265913, -259311, -625202, -788148, -823788 ] ] }
{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3793, "evaluation_days": 1896.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1605182400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759095207671, "expiration_time": 1763976528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 231, "offset": 230, "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) |
---|