Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1365980.5709 | 1392995.557 | -27014.9862 | -272773.9037 | -92860.884 | -179913.0196 |
Total P&L (%) | 1365.9806 | 1392.9956 | -27.015 | -272.7739 | -92.8609 | -179.913 |
Avg Daily Profit (%) | 0.5881 | 0.5997 | -0.0116 | 0 | -0.1136 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -260237 | -79742 | -215421 | -347776 | -170124 | -196873 |
Profit Factor | 3.4198 | 8.1361 | 0.9268 | 0.572 | 0.6209 | 0.5414 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 49 | 25 | 24 | 44 | 22 | 22 |
Losing Trades | 46 | 23 | 23 | 51 | 26 | 25 |
Profitability (%) | 51.5789 | 52.0833 | 51.0638 | 46.3158 | 45.8333 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.2105 | 7.4852 | 0.8882 | 0.663 | 0.7338 | 0.6152 |
Largest Winning Trade | 1233517 | 1233517 | 86414 | 75503 | 52209 | 75503 |
Largest Losing Trade | -112109 | -65371 | -112109 | -71705 | -52509 | -71705 |
Avg Bars in Trades | 66 | 59 | 74 | 66 | 59 | 74 |
Avg Bars in Winners | 92 | 95 | 90 | 34 | 22 | 45 |
Avg Bars in Losers | 39 | 21 | 57 | 94 | 90 | 98 |
Bars Traded | 6344 | 2862 | 3483 | 6344 | 2862 | 3483 |
Profit Streak | 0 | 0 | 0 | 32.0906 | 32.0906 | 35.4239 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 660709 | 732289 | -580558 | -580960 | -581769 | -581395 |
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6968, "evaluation_days": 2322.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566547200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760033425186, "expiration_time": 1766017152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 250 } }, "second_band": { "type": "kcb", "factors": { "length": 158, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1365980.5708680835, 1392995.557026001, -27014.9861579177, -272773.903661224, -92860.8840303341, -179913.0196308899 ], [ 1365.980571, 1392.995557, -27.014986, -272.773904, -92.860884, -179.91302 ], [ 0.588108, 0.599739, -0.011631, 0, -0.11358, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -260237, -79742, -215421, -347776, -170124, -196873 ], [ 3.419828, 8.136058, 0.926846, 0.571958, 0.62093, 0.541377 ], [ 95, 48, 47, 95, 48, 47 ], [ 49, 25, 24, 44, 22, 22 ], [ 46, 23, 23, 51, 26, 25 ], [ 51.578947, 52.083333, 51.06383, 46.315789, 45.833333, 46.808511 ], [ 3.210451, 7.485173, 0.888228, 0.662951, 0.733826, 0.615201 ], [ 1233517, 1233517, 86414, 75503, 52209, 75503 ], [ -112109, -65371, -112109, -71705, -52509, -71705 ], [ 66, 59, 74, 66, 59, 74 ], [ 92, 95, 90, 34, 22, 45 ], [ 39, 21, 57, 94, 90, 98 ], [ 6344, 2862, 3483, 6344, 2862, 3483 ], [ 0, 0, 0, 32.090569, 32.090569, 35.423903 ], [ 0, 0, 0, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 660709, 732289, -580558, -580960, -581769, -581395 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6968, "evaluation_days": 2322.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566547200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760033425186, "expiration_time": 1766017152000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 250 } }, "second_band": { "type": "kcb", "factors": { "length": 158, "offset": 0, "scalar": 2 } } }
# | 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) |
---|