Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488274.6458 | 492677.4384 | -4402.7926 | 9598.6429 | 119300.7456 | -109702.1027 |
Total P&L (%) | 488.2746 | 492.6774 | -4.4028 | 9.5986 | 119.3007 | -109.7021 |
Avg Daily Profit (%) | 0.2603 | 0.2626 | -0.0023 | 0.0049 | 0.0419 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146303 | -128155 | -73581 | -604437 | -385391 | -293022 |
Profit Factor | 1.8993 | 2.81 | 0.9837 | 1.0073 | 1.1859 | 0.8387 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 45.7143 | 38.4615 | 52.8302 | 45.7143 | 38.4615 | 52.8302 |
Ratio Avg Win / Avg Loss | 2.2554 | 4.496 | 0.8783 | 1.1961 | 1.8974 | 0.7488 |
Largest Winning Trade | 545901 | 545901 | 43658 | 464270 | 464270 | 142937 |
Largest Losing Trade | -36885 | -25844 | -36885 | -178910 | -178910 | -177326 |
Avg Bars in Trades | 66 | 85 | 47 | 66 | 85 | 47 |
Avg Bars in Winners | 97 | 142 | 65 | 97 | 142 | 65 |
Avg Bars in Losers | 39 | 49 | 27 | 39 | 49 | 27 |
Bars Traded | 6944 | 4434 | 2510 | 6944 | 4434 | 2510 |
Profit Streak | 0 | 107.0761 | 0 | 0 | 107.0761 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372769 | -170461 | -760466 | -565994 | -335883 | -760466 |
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 1876, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601229600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759844978162, "expiration_time": 1764700992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 102, "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": [ [ 488274.6457860317, 492677.438434653, -4402.7926486213, 9598.6429393127, 119300.7456251429, -109702.1026858303 ], [ 488.274646, 492.677438, -4.402793, 9.598643, 119.300746, -109.702103 ], [ 0.260274, 0.262621, -0.002347, 0.004886, 0.041868, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -146303, -128155, -73581, -604437, -385391, -293022 ], [ 1.89927, 2.810002, 0.98374, 1.007263, 1.185905, 0.838657 ], [ 105, 52, 53, 105, 52, 53 ], [ 48, 20, 28, 48, 20, 28 ], [ 57, 32, 25, 57, 32, 25 ], [ 45.714286, 38.461538, 52.830189, 45.714286, 38.461538, 52.830189 ], [ 2.255383, 4.496004, 0.878339, 1.196124, 1.897448, 0.748801 ], [ 545901, 545901, 43658, 464270, 464270, 142937 ], [ -36885, -25844, -36885, -178910, -178910, -177326 ], [ 66, 85, 47, 66, 85, 47 ], [ 97, 142, 65, 97, 142, 65 ], [ 39, 49, 27, 39, 49, 27 ], [ 6944, 4434, 2510, 6944, 4434, 2510 ], [ 0, 107.076136, 0, 0, 107.076136, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 372769, -170461, -760466, -565994, -335883, -760466 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7504, "evaluation_days": 1876, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1601229600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759844978162, "expiration_time": 1764700992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 102, "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) |
---|