Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583671.485 | 514178.4537 | 69493.0312 | 225642.4177 | 164409.4897 | 61232.9281 |
Total P&L (%) | 583.6715 | 514.1785 | 69.493 | 225.6424 | 164.4095 | 61.2329 |
Avg Daily Profit (%) | 0.2802 | 0.2468 | 0.0334 | 0.0567 | 0.0467 | 0.0229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223469 | -196396 | -57010 | -1814792 | -1705946 | -450693 |
Profit Factor | 1.9809 | 2.1123 | 1.5234 | 1.0605 | 1.0562 | 1.076 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 41.1215 | 33.9623 | 48.1481 | 41.1215 | 33.9623 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.8363 | 4.1073 | 1.6406 | 1.5185 | 2.0538 | 1.1588 |
Largest Winning Trade | 373104 | 373104 | 40173 | 1111036 | 1111036 | 331740 |
Largest Losing Trade | -48130 | -48130 | -25714 | -417900 | -417900 | -300551 |
Avg Bars in Trades | 227 | 423 | 34 | 227 | 423 | 34 |
Avg Bars in Winners | 323 | 738 | 35 | 323 | 738 | 35 |
Avg Bars in Losers | 159 | 261 | 32 | 159 | 261 | 32 |
Bars Traded | 24307 | 22461 | 1846 | 24307 | 22461 | 1846 |
Profit Streak | 112.8968 | 112.8968 | 122.3968 | 112.8968 | 112.8968 | 122.3968 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384155 | -173552 | -325620 | -271889 | -474120 | -479530 |
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579528800000, "first_datapoint_time": 1580234400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759599082903, "expiration_time": 1766073600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 77, "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": [ [ 583671.484950296, 514178.4537303281, 69493.0312199679, 225642.4177234574, 164409.4896678847, 61232.9280555729 ], [ 583.671485, 514.178454, 69.493031, 225.642418, 164.40949, 61.232928 ], [ 0.280163, 0.246806, 0.033357, 0.056686, 0.046683, 0.022931 ], [ 10, 10, 10, 10, 10, 10 ], [ -223469, -196396, -57010, -1814792, -1705946, -450693 ], [ 1.980911, 2.112316, 1.523407, 1.060515, 1.056241, 1.076027 ], [ 107, 53, 54, 107, 53, 54 ], [ 44, 18, 26, 44, 18, 26 ], [ 63, 35, 28, 63, 35, 28 ], [ 41.121495, 33.962264, 48.148148, 41.121495, 33.962264, 48.148148 ], [ 2.836305, 4.10728, 1.640593, 1.518465, 2.053803, 1.158798 ], [ 373104, 373104, 40173, 1111036, 1111036, 331740 ], [ -48130, -48130, -25714, -417900, -417900, -300551 ], [ 227, 423, 34, 227, 423, 34 ], [ 323, 738, 35, 323, 738, 35 ], [ 159, 261, 32, 159, 261, 32 ], [ 24307, 22461, 1846, 24307, 22461, 1846 ], [ 112.896793, 112.896793, 122.396793, 112.896793, 112.896793, 122.396793 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 384155, -173552, -325620, -271889, -474120, -479530 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579528800000, "first_datapoint_time": 1580234400000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759599082903, "expiration_time": 1766073600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 99, "offset": 0, "scalar": 4 } }, "second_band": { "type": "jma", "factors": { "length": 77, "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) |
---|