Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199183.8625 | 173498.3276 | 25685.535 | 29409.9744 | -76745.8112 | 106155.7856 |
Total P&L (%) | 199.1839 | 173.4983 | 25.6855 | 29.41 | -76.7458 | 106.1558 |
Avg Daily Profit (%) | 0.1912 | 0.1666 | 0.0247 | 0.0248 | -0.1399 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180986 | -148456 | -48627 | -988109 | -839600 | -202179 |
Profit Factor | 1.2773 | 1.3472 | 1.1176 | 1.013 | 0.9533 | 1.1704 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 112 | 50 | 62 | 112 | 50 | 62 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 56.8528 | 51.0204 | 62.6263 | 56.8528 | 51.0204 | 62.6263 |
Ratio Avg Win / Avg Loss | 0.9694 | 1.2933 | 0.6669 | 0.7688 | 0.9151 | 0.6984 |
Largest Winning Trade | 104390 | 104390 | 15512 | 329009 | 329009 | 84443 |
Largest Losing Trade | -33984 | -33984 | -29885 | -358565 | -358565 | -163057 |
Avg Bars in Trades | 123 | 209 | 37 | 123 | 209 | 37 |
Avg Bars in Winners | 108 | 206 | 28 | 108 | 206 | 28 |
Avg Bars in Losers | 142 | 212 | 52 | 142 | 212 | 52 |
Bars Traded | 24234 | 20532 | 3701 | 24234 | 20532 | 3701 |
Profit Streak | 22.5462 | 22.5462 | 50.7546 | 22.5462 | 22.5462 | 50.7546 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331579 | 291405 | -253513 | -367494 | -580390 | -132206 |
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{ "first_band": { "type": "kcl", "factors": { "length": 101, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 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": [ [ 199183.8625361886, 173498.3275775984, 25685.5349585901, 29409.9744365175, -76745.8112009762, 106155.7856374945 ], [ 199.183863, 173.498328, 25.685535, 29.409974, -76.745811, 106.155786 ], [ 0.191225, 0.166566, 0.024659, 0.024754, -0.139942, 0.06948 ], [ 10, 10, 10, 10, 10, 10 ], [ -180986, -148456, -48627, -988109, -839600, -202179 ], [ 1.277339, 1.34717, 1.117583, 1.01298, 0.95328, 1.170357 ], [ 197, 98, 99, 197, 98, 99 ], [ 112, 50, 62, 112, 50, 62 ], [ 85, 48, 37, 85, 48, 37 ], [ 56.852792, 51.020408, 62.626263, 56.852792, 51.020408, 62.626263 ], [ 0.969409, 1.293283, 0.666945, 0.768779, 0.915149, 0.698439 ], [ 104390, 104390, 15512, 329009, 329009, 84443 ], [ -33984, -33984, -29885, -358565, -358565, -163057 ], [ 123, 209, 37, 123, 209, 37 ], [ 108, 206, 28, 108, 206, 28 ], [ 142, 212, 52, 142, 212, 52 ], [ 24234, 20532, 3701, 24234, 20532, 3701 ], [ 22.546234, 22.546234, 50.754567, 22.546234, 22.546234, 50.754568 ], [ 3, 1, 3, 3, 1, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 331579, 291405, -253513, -367494, -580390, -132206 ] ] }
{ "trading_pair": "AR_USDT", "interval": "1h", "packets": 25000, "actual_packets": 24999, "evaluation_days": 1041.62, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669089600000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758881194633, "expiration_time": 1765205740800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 101, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 187, "offset": 0, "poles": 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) |
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