Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754541.7887 | 681956.3532 | 72585.4354 | 961264.5967 | 287127.9723 | 674136.6243 |
Total P&L (%) | 754.5418 | 681.9564 | 72.5854 | 961.2646 | 287.128 | 674.1366 |
Avg Daily Profit (%) | 0.3622 | 0.3273 | 0.0348 | 0.1134 | 0.065 | 0.0983 |
Buy And Hold Return (%) | 65.0785 | 65.0785 | 65.0785 | 65.0785 | 65.0785 | 65.0785 |
Max Trade Drawdown | -106123 | -72908 | -62853 | -3871393 | -2839499 | -1528835 |
Profit Factor | 2.5921 | 3.0547 | 1.5111 | 1.0748 | 1.0301 | 1.2044 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 40.2597 | 39.4737 | 41.0256 | 40.2597 | 39.4737 | 41.0256 |
Ratio Avg Win / Avg Loss | 3.8464 | 4.6839 | 2.1721 | 1.5949 | 1.5795 | 1.7314 |
Largest Winning Trade | 488354 | 488354 | 46805 | 2586855 | 2586855 | 1175703 |
Largest Losing Trade | -35633 | -35633 | -14653 | -1461172 | -1461172 | -485868 |
Avg Bars in Trades | 319 | 492 | 150 | 319 | 492 | 150 |
Avg Bars in Winners | 556 | 902 | 231 | 556 | 902 | 231 |
Avg Bars in Losers | 159 | 224 | 93 | 159 | 224 | 93 |
Bars Traded | 24571 | 18705 | 5866 | 24571 | 18705 | 5866 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35698 | 391725 | -277226 | -228287 | -298416 | -64202 |
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579874400000, "first_datapoint_time": 1581645600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759946036736, "expiration_time": 1766419200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 247, "offset": 0, "a": 0.61295 } }, "second_band": { "type": "kcu", "factors": { "length": 203, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 754541.7886618108, 681956.3532243549, 72585.4354374558, 961264.59666669, 287127.9723309993, 674136.624335691 ], [ 754.541789, 681.956353, 72.585435, 961.264597, 287.127972, 674.136624 ], [ 0.362181, 0.32734, 0.034841, 0.113443, 0.064993, 0.098284 ], [ 65.078513, 65.078513, 65.078513, 65.078513, 65.078513, 65.078513 ], [ -106123, -72908, -62853, -3871393, -2839499, -1528835 ], [ 2.592112, 3.054736, 1.511057, 1.074842, 1.030077, 1.204438 ], [ 77, 38, 39, 77, 38, 39 ], [ 31, 15, 16, 31, 15, 16 ], [ 46, 23, 23, 46, 23, 23 ], [ 40.25974, 39.473684, 41.025641, 40.25974, 39.473684, 41.025641 ], [ 3.84636, 4.683928, 2.172144, 1.594928, 1.579452, 1.73138 ], [ 488354, 488354, 46805, 2586855, 2586855, 1175703 ], [ -35633, -35633, -14653, -1461172, -1461172, -485868 ], [ 319, 492, 150, 319, 492, 150 ], [ 556, 902, 231, 556, 902, 231 ], [ 159, 224, 93, 159, 224, 93 ], [ 24571, 18705, 5866, 24571, 18705, 5866 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -35698, 391725, -277226, -228287, -298416, -64202 ] ] }
{ "trading_pair": "ETC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579874400000, "first_datapoint_time": 1581645600000, "last_datapoint_time": 1759939200000, "evaluation_time": 1759946036736, "expiration_time": 1766419200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 247, "offset": 0, "a": 0.61295 } }, "second_band": { "type": "kcu", "factors": { "length": 203, "offset": 0, "scalar": 3 } } }
# | 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) |
---|