Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318670.7915 | 354211.4502 | -35540.6587 | -65292.7868 | 4321.9788 | -69614.7656 |
Total P&L (%) | 318.6708 | 354.2115 | -35.5407 | -65.2928 | 4.322 | -69.6148 |
Avg Daily Profit (%) | 0.153 | 0.17 | -0.0171 | -0.0508 | 0.002 | -0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212427 | -53811 | -249841 | -79206 | -11146 | -70798 |
Profit Factor | 1.4924 | 3.0758 | 0.9254 | 0.5923 | 1.1282 | 0.4495 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 43.2432 | 40.5405 | 45.9459 | 43.2432 | 40.5405 | 45.9459 |
Ratio Avg Win / Avg Loss | 1.9587 | 4.5112 | 1.0887 | 0.7774 | 1.6547 | 0.5288 |
Largest Winning Trade | 275587 | 275587 | 59286 | 23967 | 14005 | 23967 |
Largest Losing Trade | -74866 | -27360 | -74866 | -35534 | -10170 | -35534 |
Avg Bars in Trades | 321 | 64 | 578 | 321 | 64 | 578 |
Avg Bars in Winners | 581 | 100 | 1005 | 581 | 100 | 1005 |
Avg Bars in Losers | 123 | 41 | 214 | 123 | 41 | 214 |
Bars Traded | 23793 | 2404 | 21389 | 23793 | 2404 | 21389 |
Profit Streak | 141.9496 | 141.9496 | 145.3663 | 141.9496 | 141.9496 | 145.3663 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60854 | 365018 | -580109 | -651221 | -437341 | -581776 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1580889600000, "last_datapoint_time": 1759528800000, "evaluation_time": 1759531646680, "expiration_time": 1766008800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 199, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 124, "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": [ [ 318670.7914659451, 354211.4501841955, -35540.6587182505, -65292.7868022766, 4321.9787894869, -69614.7655917635 ], [ 318.670791, 354.21145, -35.540659, -65.292787, 4.321979, -69.614766 ], [ 0.152962, 0.170022, -0.01706, -0.050782, 0.002031, -0.057162 ], [ 10, 10, 10, 10, 10, 10 ], [ -212427, -53811, -249841, -79206, -11146, -70798 ], [ 1.492352, 3.075826, 0.92543, 0.592329, 1.12823, 0.449491 ], [ 74, 37, 37, 74, 37, 37 ], [ 32, 15, 17, 32, 15, 17 ], [ 42, 22, 20, 42, 22, 20 ], [ 43.243243, 40.540541, 45.945946, 43.243243, 40.540541, 45.945946 ], [ 1.958712, 4.511212, 1.088741, 0.777431, 1.654737, 0.528813 ], [ 275587, 275587, 59286, 23967, 14005, 23967 ], [ -74866, -27360, -74866, -35534, -10170, -35534 ], [ 321, 64, 578, 321, 64, 578 ], [ 581, 100, 1005, 581, 100, 1005 ], [ 123, 41, 214, 123, 41, 214 ], [ 23793, 2404, 21389, 23793, 2404, 21389 ], [ 141.949614, 141.949614, 145.366281, 141.949614, 141.949614, 145.366281 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -60854, 365018, -580109, -651221, -437341, -581776 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579464000000, "first_datapoint_time": 1580889600000, "last_datapoint_time": 1759528800000, "evaluation_time": 1759531646680, "expiration_time": 1766008800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 199, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hma", "factors": { "length": 124, "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) |
---|