Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2404416.9545 | -88861.1885 | -2315555.766 | -161376.899 | 19870539.9241 | -20031916.8231 |
Total P&L (%) | -2404.417 | -88.8612 | -2315.5558 | -161.3769 | 19870.5399 | -20031.9168 |
Avg Daily Profit (%) | -1.0396 | -0.0384 | -1.0012 | 0 | 0.2293 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2568983 | -205680 | -2434224 | -29759898 | -2932948 | -30594781 |
Profit Factor | 0.2277 | 0.7753 | 0.148 | 0.9955 | 5.5054 | 0.3652 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 63 | 26 | 37 | 37 | 23 | 14 |
Losing Trades | 26 | 18 | 8 | 52 | 21 | 31 |
Profitability (%) | 70.7865 | 59.0909 | 82.2222 | 41.573 | 52.2727 | 31.1111 |
Ratio Avg Win / Avg Loss | 0.094 | 0.5368 | 0.032 | 1.3991 | 5.0267 | 0.8086 |
Largest Winning Trade | 40733 | 33831 | 40733 | 12601878 | 12601878 | 2981476 |
Largest Losing Trade | -1945621 | -81559 | -1945621 | -23462365 | -2932948 | -23462365 |
Avg Bars in Trades | 144 | 169 | 120 | 144 | 169 | 120 |
Avg Bars in Winners | 49 | 43 | 53 | 216 | 250 | 159 |
Avg Bars in Losers | 375 | 351 | 431 | 93 | 80 | 102 |
Bars Traded | 12864 | 7452 | 5412 | 12864 | 7452 | 5412 |
Profit Streak | 80.7959 | 80.7959 | 282.6293 | 0 | 0 | 0 |
Trades During Streak | 9 | 4 | 9 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575946 | -578127 | -575127 | -582150 | 605039 | -588057 |
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13877, "evaluation_days": 2312.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562688000000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759215969958, "expiration_time": 1765199664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 232, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -2404416.9544877834, -88861.1885113762, -2315555.765976407, -161376.898953951, 19870539.92410114, -20031916.823055092 ], [ -2404.416954, -88.861189, -2315.555766, -161.376899, 19870.539924, -20031.916823 ], [ -1.0396, -0.038421, -1.001179, 0, 0.229282, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -2568983, -205680, -2434224, -29759898, -2932948, -30594781 ], [ 0.227679, 0.775306, 0.147991, 0.995513, 5.505428, 0.365173 ], [ 89, 44, 45, 89, 44, 45 ], [ 63, 26, 37, 37, 23, 14 ], [ 26, 18, 8, 52, 21, 31 ], [ 70.786517, 59.090909, 82.222222, 41.573034, 52.272727, 31.111111 ], [ 0.093963, 0.53675, 0.031998, 1.399099, 5.026695, 0.808597 ], [ 40733, 33831, 40733, 12601878, 12601878, 2981476 ], [ -1945621, -81559, -1945621, -23462365, -2932948, -23462365 ], [ 144, 169, 120, 144, 169, 120 ], [ 49, 43, 53, 216, 250, 159 ], [ 375, 351, 431, 93, 80, 102 ], [ 12864, 7452, 5412, 12864, 7452, 5412 ], [ 80.795948, 80.795949, 282.629282, 0, 0, 0 ], [ 9, 4, 9, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575946, -578127, -575127, -582150, 605039, -588057 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13877, "evaluation_days": 2312.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562688000000, "last_datapoint_time": 1759204800000, "evaluation_time": 1759215969958, "expiration_time": 1765199664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 232, "offset": 0, "scalar": 1 } } }
# | 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) |
---|