Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415556.9429 | 426630.017 | -11073.0741 | -24005.3075 | -49652.5586 | 25647.251 |
Total P&L (%) | 415.5569 | 426.63 | -11.0731 | -24.0053 | -49.6526 | 25.6473 |
Avg Daily Profit (%) | 0.2231 | 0.2291 | -0.0059 | -0.0147 | -0.0368 | 0.0123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153214 | -142494 | -64508 | -1161745 | -1171618 | -217190 |
Profit Factor | 1.644 | 1.9544 | 0.9441 | 0.9903 | 0.9732 | 1.0403 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 46.2264 | 39.6226 | 52.8302 | 46.2264 | 39.6226 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.9124 | 2.9781 | 0.843 | 1.152 | 1.4829 | 0.9288 |
Largest Winning Trade | 433726 | 433726 | 28657 | 1000943 | 1000943 | 157024 |
Largest Losing Trade | -41720 | -41720 | -36637 | -335819 | -335819 | -144429 |
Avg Bars in Trades | 203 | 316 | 91 | 203 | 316 | 91 |
Avg Bars in Winners | 226 | 429 | 74 | 226 | 429 | 74 |
Avg Bars in Losers | 184 | 242 | 109 | 184 | 242 | 109 |
Bars Traded | 21613 | 16784 | 4829 | 21613 | 16784 | 4829 |
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 | 350876 | -172509 | -760466 | -580296 | -763202 | -537505 |
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{ "first_band": { "type": "kcl", "factors": { "length": 230, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 221, "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": [ [ 415556.9428536027, 426630.0169809655, -11073.0741273632, -24005.3075417659, -49652.5585826488, 25647.2510408827 ], [ 415.556943, 426.630017, -11.073074, -24.005308, -49.652559, 25.647251 ], [ 0.223148, 0.229094, -0.005946, -0.01474, -0.036842, 0.012261 ], [ 10, 10, 10, 10, 10, 10 ], [ -153214, -142494, -64508, -1161745, -1171618, -217190 ], [ 1.644003, 1.954397, 0.944148, 0.990343, 0.973151, 1.040303 ], [ 106, 53, 53, 106, 53, 53 ], [ 49, 21, 28, 49, 21, 28 ], [ 57, 32, 25, 57, 32, 25 ], [ 46.226415, 39.622642, 52.830189, 46.226415, 39.622642, 52.830189 ], [ 1.912412, 2.978128, 0.842989, 1.152031, 1.482896, 0.928842 ], [ 433726, 433726, 28657, 1000943, 1000943, 157024 ], [ -41720, -41720, -36637, -335819, -335819, -144429 ], [ 203, 316, 91, 203, 316, 91 ], [ 226, 429, 74, 226, 429, 74 ], [ 184, 242, 109, 184, 242, 109 ], [ 21613, 16784, 4829, 21613, 16784, 4829 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 350876, -172509, -760466, -580296, -763202, -537505 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22347, "evaluation_days": 1862.25, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1599436800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758862736189, "expiration_time": 1764514742400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 230, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 221, "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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