Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357994.9063 | 258416.0303 | 99578.8759 | -7482.5576 | -951389.6793 | 943907.1218 |
Total P&L (%) | 357.9949 | 258.416 | 99.5789 | -7.4826 | -951.3897 | 943.9071 |
Avg Daily Profit (%) | 0.1964 | 0.1418 | 0.0546 | -0.0043 | 0 | 0.1288 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198624 | -172338 | -96535 | -1556230 | -1842361 | -641972 |
Profit Factor | 1.7009 | 1.7302 | 1.6347 | 0.9978 | 0.6104 | 2.0213 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 49.4382 | 43.1818 | 55.5556 | 49.4382 | 43.1818 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7396 | 2.2766 | 1.3078 | 1.0205 | 0.8031 | 1.6171 |
Largest Winning Trade | 358365 | 358365 | 62846 | 502170 | 357108 | 502170 |
Largest Losing Trade | -61665 | -42753 | -61665 | -599328 | -599328 | -554177 |
Avg Bars in Trades | 76 | 108 | 44 | 76 | 108 | 44 |
Avg Bars in Winners | 98 | 156 | 54 | 98 | 156 | 54 |
Avg Bars in Losers | 54 | 72 | 31 | 54 | 72 | 31 |
Bars Traded | 6792 | 4789 | 2003 | 6792 | 4789 | 2003 |
Profit Streak | 97.2052 | 97.2052 | 100.9552 | 97.2052 | 97.2052 | 100.9552 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438849 | -2504 | -116225 | -577734 | -582811 | -15093 |
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7290, "evaluation_days": 1822.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605938400000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760223325728, "expiration_time": 1764929520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 126 } }, "second_band": { "type": "kcu", "factors": { "length": 73, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 357994.9062613534, 258416.0303438908, 99578.8759174627, -7482.5575551342, -951389.6793179142, 943907.1217627806 ], [ 357.994906, 258.41603, 99.578876, -7.482558, -951.389679, 943.907122 ], [ 0.196431, 0.141792, 0.054639, -0.004267, 0, 0.128783 ], [ 10, 10, 10, 10, 10, 10 ], [ -198624, -172338, -96535, -1556230, -1842361, -641972 ], [ 1.700906, 1.730235, 1.634747, 0.997777, 0.610373, 2.021344 ], [ 89, 44, 45, 89, 44, 45 ], [ 44, 19, 25, 44, 19, 25 ], [ 45, 25, 20, 45, 25, 20 ], [ 49.438202, 43.181818, 55.555556, 49.438202, 43.181818, 55.555556 ], [ 1.739563, 2.276625, 1.307798, 1.020454, 0.803122, 1.617075 ], [ 358365, 358365, 62846, 502170, 357108, 502170 ], [ -61665, -42753, -61665, -599328, -599328, -554177 ], [ 76, 108, 44, 76, 108, 44 ], [ 98, 156, 54, 98, 156, 54 ], [ 54, 72, 31, 54, 72, 31 ], [ 6792, 4789, 2003, 6792, 4789, 2003 ], [ 97.205159, 97.205159, 100.955159, 97.205159, 97.205159, 100.955159 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 438849, -2504, -116225, -577734, -582811, -15093 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7290, "evaluation_days": 1822.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1605938400000, "last_datapoint_time": 1760205600000, "evaluation_time": 1760223325728, "expiration_time": 1764929520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 126 } }, "second_band": { "type": "kcu", "factors": { "length": 73, "offset": 0, "scalar": 5 } } }
# | 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) |
---|