Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679239.8282 | 705131.6886 | -25891.8604 | -38856.1338 | 119743.3652 | -158599.499 |
Total P&L (%) | 679.2398 | 705.1317 | -25.8919 | -38.8561 | 119.7434 | -158.5995 |
Avg Daily Profit (%) | 0.363 | 0.3768 | -0.0138 | -0.0263 | 0.0421 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172188 | -176588 | -45342 | -612587 | -464330 | -169144 |
Profit Factor | 2.0117 | 2.397 | 0.8446 | 0.972 | 1.1125 | 0.5102 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 83 | 44 | 39 | 83 | 44 | 39 |
Profitability (%) | 41.958 | 38.0282 | 45.8333 | 41.958 | 38.0282 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.7829 | 3.9063 | 0.9982 | 1.3446 | 1.813 | 0.6029 |
Largest Winning Trade | 673276 | 673276 | 12147 | 579491 | 579491 | 19634 |
Largest Losing Trade | -46916 | -46916 | -12526 | -207883 | -207883 | -57331 |
Avg Bars in Trades | 153 | 282 | 26 | 153 | 282 | 26 |
Avg Bars in Winners | 189 | 392 | 23 | 189 | 392 | 23 |
Avg Bars in Losers | 127 | 215 | 28 | 127 | 215 | 28 |
Bars Traded | 21964 | 20071 | 1893 | 21964 | 20071 | 1893 |
Profit Streak | 0 | 103.2832 | 0 | 0 | 103.2832 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378169 | -76143 | -661578 | -581860 | -322574 | -661578 |
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22455, "evaluation_days": 1871.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598954400000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759502871626, "expiration_time": 1765320336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 679239.8281974716, 705131.6885766729, -25891.8603792008, -38856.133834684, 119743.3651622873, -158599.4989969713 ], [ 679.239828, 705.131689, -25.89186, -38.856134, 119.743365, -158.599499 ], [ 0.362987, 0.376824, -0.013837, -0.026286, 0.042082, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -172188, -176588, -45342, -612587, -464330, -169144 ], [ 2.011725, 2.397021, 0.844613, 0.972001, 1.112543, 0.510178 ], [ 143, 71, 72, 143, 71, 72 ], [ 60, 27, 33, 60, 27, 33 ], [ 83, 44, 39, 83, 44, 39 ], [ 41.958042, 38.028169, 45.833333, 41.958042, 38.028169, 45.833333 ], [ 2.782887, 3.906256, 0.998179, 1.344602, 1.813032, 0.602938 ], [ 673276, 673276, 12147, 579491, 579491, 19634 ], [ -46916, -46916, -12526, -207883, -207883, -57331 ], [ 153, 282, 26, 153, 282, 26 ], [ 189, 392, 23, 189, 392, 23 ], [ 127, 215, 28, 127, 215, 28 ], [ 21964, 20071, 1893, 21964, 20071, 1893 ], [ 0, 103.283236, 0, 0, 103.283236, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 378169, -76143, -661578, -581860, -322574, -661578 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22455, "evaluation_days": 1871.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598954400000, "last_datapoint_time": 1759500000000, "evaluation_time": 1759502871626, "expiration_time": 1765320336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 4 } } }
# | 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) |
---|