Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157174.6574 | 167644.0959 | -10469.4385 | -37312.0465 | -21361.3447 | -15950.7018 |
Total P&L (%) | 157.1747 | 167.6441 | -10.4694 | -37.312 | -21.3613 | -15.9507 |
Avg Daily Profit (%) | 0.1509 | 0.1609 | -0.0101 | -0.0448 | -0.0231 | -0.0167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104158 | -111834 | -52522 | -217879 | -222589 | -60579 |
Profit Factor | 1.4832 | 1.6911 | 0.8734 | 0.9181 | 0.9405 | 0.8348 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 46.6667 | 45.9459 | 47.3684 | 46.6667 | 45.9459 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.6951 | 1.9896 | 0.9705 | 1.0493 | 1.1065 | 0.9275 |
Largest Winning Trade | 206379 | 206379 | 11923 | 124430 | 124430 | 27643 |
Largest Losing Trade | -63450 | -63450 | -15164 | -100356 | -100356 | -19785 |
Avg Bars in Trades | 310 | 604 | 24 | 310 | 604 | 24 |
Avg Bars in Winners | 175 | 331 | 28 | 175 | 331 | 28 |
Avg Bars in Losers | 428 | 836 | 21 | 428 | 836 | 21 |
Bars Traded | 23286 | 22357 | 929 | 23286 | 22357 | 929 |
Profit Streak | 11.735 | 0 | 12.2767 | 11.735 | 0 | 12.2767 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52430 | 321132 | -580891 | -641057 | -580682 | -580891 |
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{ "first_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "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": [ [ 157174.6574297523, 167644.0959075906, -10469.4384778385, -37312.0464940304, -21361.3447407585, -15950.7017532718 ], [ 157.174657, 167.644096, -10.469438, -37.312046, -21.361345, -15.950702 ], [ 0.150894, 0.160946, -0.010051, -0.044824, -0.023068, -0.016681 ], [ 10, 10, 10, 10, 10, 10 ], [ -104158, -111834, -52522, -217879, -222589, -60579 ], [ 1.483182, 1.691137, 0.873447, 0.918109, 0.940514, 0.83477 ], [ 75, 37, 38, 75, 37, 38 ], [ 35, 17, 18, 35, 17, 18 ], [ 40, 20, 20, 40, 20, 20 ], [ 46.666667, 45.945946, 47.368421, 46.666667, 45.945946, 47.368421 ], [ 1.695066, 1.989573, 0.970497, 1.049268, 1.106487, 0.927522 ], [ 206379, 206379, 11923, 124430, 124430, 27643 ], [ -63450, -63450, -15164, -100356, -100356, -19785 ], [ 310, 604, 24, 310, 604, 24 ], [ 175, 331, 28, 175, 331, 28 ], [ 428, 836, 21, 428, 836, 21 ], [ 23286, 22357, 929, 23286, 22357, 929 ], [ 11.735018, 0, 12.276685, 11.735018, 0, 12.276685 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -52430, 321132, -580891, -641057, -580682, -580891 ] ] }
{ "trading_pair": "AR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669554000000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758814705580, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "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) |
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