Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218556.8722 | -142.9527 | 218699.8249 | 418655.9698 | -57350.2595 | 476006.2293 |
Total P&L (%) | 218.5569 | -0.143 | 218.6998 | 418.656 | -57.3503 | 476.0062 |
Avg Daily Profit (%) | 0.1689 | -0.0001 | 0.169 | 0.1273 | -0.0658 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37112 | -42414 | -26718 | -119627 | -147628 | -78342 |
Profit Factor | 2.1311 | 0.9985 | 3.2845 | 1.7019 | 0.8011 | 2.545 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 58.209 | 52.9412 | 63.6364 | 58.209 | 52.9412 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.53 | 0.8876 | 1.8769 | 1.2219 | 0.7121 | 1.4543 |
Largest Winning Trade | 40726 | 18023 | 40726 | 120331 | 40066 | 120331 |
Largest Losing Trade | -26718 | -25705 | -26718 | -68826 | -52932 | -68826 |
Avg Bars in Trades | 47 | 10 | 85 | 47 | 10 | 85 |
Avg Bars in Winners | 45 | 7 | 77 | 45 | 7 | 77 |
Avg Bars in Losers | 51 | 14 | 99 | 51 | 14 | 99 |
Bars Traded | 3191 | 363 | 2828 | 3191 | 363 | 2828 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108527 | -580136 | 553600 | -140953 | -580136 | -6829 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 102, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 218556.8721848397, -142.9526746967, 218699.8248595364, 418655.9697851464, -57350.2595279978, 476006.2293131445 ], [ 218.556872, -0.142953, 218.699825, 418.65597, -57.35026, 476.006229 ], [ 0.168857, -0.00011, 0.168968, 0.127256, -0.065815, 0.13537 ], [ 10, 10, 10, 10, 10, 10 ], [ -37112, -42414, -26718, -119627, -147628, -78342 ], [ 2.131116, 0.998534, 3.28451, 1.701944, 0.801093, 2.544987 ], [ 67, 34, 33, 67, 34, 33 ], [ 39, 18, 21, 39, 18, 21 ], [ 28, 16, 12, 28, 16, 12 ], [ 58.208955, 52.941176, 63.636364, 58.208955, 52.941176, 63.636364 ], [ 1.530032, 0.887585, 1.876863, 1.221908, 0.712082, 1.454278 ], [ 40726, 18023, 40726, 120331, 40066, 120331 ], [ -26718, -25705, -26718, -68826, -52932, -68826 ], [ 47, 10, 85, 47, 10, 85 ], [ 45, 7, 77, 45, 7, 77 ], [ 51, 14, 99, 51, 14, 99 ], [ 3191, 363, 2828, 3191, 363, 2828 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -108527, -580136, 553600, -140953, -580136, -6829 ] ] }
{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3883, "evaluation_days": 1294.33, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1650412800000, "last_datapoint_time": 1759305600000, "evaluation_time": 1759330794670, "expiration_time": 1762660512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 102, "offset": 0, "scalar": 3 } } }
# | 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) |
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