Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287833.7207 | 251817.5052 | 36016.2155 | 92240.3263 | 85222.5213 | 7017.8049 |
Total P&L (%) | 287.8337 | 251.8175 | 36.0162 | 92.2403 | 85.2225 | 7.0178 |
Avg Daily Profit (%) | 0.2763 | 0.2417 | 0.0346 | 0.0628 | 0.0592 | 0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109565 | -89510 | -41699 | -411618 | -350117 | -105617 |
Profit Factor | 1.539 | 1.6406 | 1.2556 | 1.0799 | 1.0962 | 1.0261 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 85 | 37 | 48 | 85 | 37 | 48 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 50 | 43.5294 | 56.4706 | 50 | 43.5294 | 56.4706 |
Ratio Avg Win / Avg Loss | 1.539 | 2.1284 | 0.9678 | 1.0799 | 1.4221 | 0.791 |
Largest Winning Trade | 264319 | 264319 | 25229 | 414144 | 414144 | 26399 |
Largest Losing Trade | -25962 | -25962 | -14557 | -130922 | -130922 | -28523 |
Avg Bars in Trades | 143 | 244 | 42 | 143 | 244 | 42 |
Avg Bars in Winners | 175 | 357 | 35 | 175 | 357 | 35 |
Avg Bars in Losers | 112 | 158 | 52 | 112 | 158 | 52 |
Bars Traded | 24453 | 20820 | 3633 | 24453 | 20820 | 3633 |
Profit Streak | 18.8241 | 0 | 23.1158 | 18.8241 | 0 | 23.1158 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445682 | 296694 | -150078 | -240305 | -231402 | -542317 |
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670184000000, "first_datapoint_time": 1670677200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760186801117, "expiration_time": 1766664000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 66, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 138, "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": [ [ 287833.7206518895, 251817.5051585864, 36016.2154933031, 92240.3262520093, 85222.5213334686, 7017.8049185406 ], [ 287.833721, 251.817505, 36.016215, 92.240326, 85.222521, 7.017805 ], [ 0.276319, 0.241744, 0.034575, 0.062763, 0.059191, 0.006511 ], [ 10, 10, 10, 10, 10, 10 ], [ -109565, -89510, -41699, -411618, -350117, -105617 ], [ 1.539017, 1.640632, 1.255578, 1.079903, 1.09623, 1.02611 ], [ 170, 85, 85, 170, 85, 85 ], [ 85, 37, 48, 85, 37, 48 ], [ 85, 48, 37, 85, 48, 37 ], [ 50, 43.529412, 56.470588, 50, 43.529412, 56.470588 ], [ 1.539017, 2.128388, 0.967841, 1.079903, 1.422136, 0.79096 ], [ 264319, 264319, 25229, 414144, 414144, 26399 ], [ -25962, -25962, -14557, -130922, -130922, -28523 ], [ 143, 244, 42, 143, 244, 42 ], [ 175, 357, 35, 175, 357, 35 ], [ 112, 158, 52, 112, 158, 52 ], [ 24453, 20820, 3633, 24453, 20820, 3633 ], [ 18.824087, 0, 23.115754, 18.824087, 0, 23.115754 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 445682, 296694, -150078, -240305, -231402, -542317 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670184000000, "first_datapoint_time": 1670677200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760186801117, "expiration_time": 1766664000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 66, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 138, "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) |
---|