Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275893.0714 | 177967.5605 | 97925.5109 | 676684.2049 | 638181.091 | 38503.1139 |
Total P&L (%) | 275.8931 | 177.9676 | 97.9255 | 676.6842 | 638.1811 | 38.5031 |
Avg Daily Profit (%) | 0.5297 | 0.3417 | 0.188 | 0.3944 | 0.3846 | 0.0626 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67121 | -22136 | -60033 | -867320 | -227990 | -778555 |
Profit Factor | 1.8178 | 2.1263 | 1.546 | 1.2731 | 1.6072 | 1.027 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 120 | 61 | 59 | 120 | 61 | 59 |
Profitability (%) | 35.4839 | 34.4086 | 36.5591 | 35.4839 | 34.4086 | 36.5591 |
Ratio Avg Win / Avg Loss | 3.3051 | 4.0532 | 2.6828 | 2.3148 | 3.0637 | 1.7821 |
Largest Winning Trade | 64582 | 64582 | 32071 | 512601 | 512601 | 399222 |
Largest Losing Trade | -9787 | -9334 | -9787 | -153809 | -72466 | -153809 |
Avg Bars in Trades | 131 | 123 | 138 | 131 | 123 | 138 |
Avg Bars in Winners | 265 | 257 | 273 | 265 | 257 | 273 |
Avg Bars in Losers | 57 | 52 | 61 | 57 | 52 | 61 |
Bars Traded | 24391 | 11470 | 12922 | 24391 | 11470 | 12922 |
Profit Streak | 0 | 32.0897 | 0 | 0 | 32.0897 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311320 | 266132 | 148153 | 197624 | 258253 | -307578 |
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{ "first_band": { "type": "kcb", "factors": { "length": 183, "offset": 181, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 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": [ [ 275893.0713971413, 177967.5605321993, 97925.5108649421, 676684.2048967454, 638181.0910269683, 38503.1138697776 ], [ 275.893071, 177.967561, 97.925511, 676.684205, 638.181091, 38.503114 ], [ 0.529718, 0.3417, 0.188018, 0.394352, 0.384552, 0.062559 ], [ 10, 10, 10, 10, 10, 10 ], [ -67121, -22136, -60033, -867320, -227990, -778555 ], [ 1.817798, 2.126286, 1.546008, 1.273118, 1.607188, 1.02699 ], [ 186, 93, 93, 186, 93, 93 ], [ 66, 32, 34, 66, 32, 34 ], [ 120, 61, 59, 120, 61, 59 ], [ 35.483871, 34.408602, 36.55914, 35.483871, 34.408602, 36.55914 ], [ 3.305088, 4.053232, 2.682779, 2.314761, 3.063702, 1.782129 ], [ 64582, 64582, 32071, 512601, 512601, 399222 ], [ -9787, -9334, -9787, -153809, -72466, -153809 ], [ 131, 123, 138, 131, 123, 138 ], [ 265, 257, 273, 265, 257, 273 ], [ 57, 52, 61, 57, 52, 61 ], [ 24391, 11470, 12922, 24391, 11470, 12922 ], [ 0, 32.089724, 0, 0, 32.089724, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 311320, 266132, 148153, 197624, 258253, -307578 ] ] }
{ "trading_pair": "CAKE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714055400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758823752169, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 183, "offset": 181, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 50, "offset": 0, "poles": 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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