Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1659403.0475 | 1582140.7485 | 77262.299 | 1468018.1872 | -287594.8404 | 1755613.0276 |
Total P&L (%) | 1659.403 | 1582.1407 | 77.2623 | 1468.0182 | -287.5948 | 1755.613 |
Avg Daily Profit (%) | 0.8968 | 0.8551 | 0.0418 | 0.1489 | 0 | 0.158 |
Buy And Hold Return (%) | 27.2432 | 27.2432 | 27.2432 | 27.2432 | 27.2432 | 27.2432 |
Max Trade Drawdown | -98177 | -140558 | -47175 | -4178942 | -5303883 | -956193 |
Profit Factor | 4.0494 | 6.1802 | 1.3236 | 1.1163 | 0.9648 | 1.3949 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 40.2597 | 38.4615 | 42.1053 | 40.2597 | 38.4615 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.0088 | 9.8883 | 1.82 | 1.6564 | 1.5437 | 1.9179 |
Largest Winning Trade | 1410642 | 1410642 | 64872 | 2202903 | 2202903 | 1437432 |
Largest Losing Trade | -36624 | -36624 | -26644 | -1946093 | -1946093 | -879093 |
Avg Bars in Trades | 68 | 58 | 79 | 68 | 58 | 79 |
Avg Bars in Winners | 107 | 83 | 129 | 107 | 83 | 129 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 5270 | 2267 | 3003 | 5270 | 2267 | 3003 |
Profit Streak | 43.6238 | 53.6238 | 0 | 43.6238 | 53.6238 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29164 | 642175 | -142106 | -134929 | -581904 | 230261 |
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{ "first_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 34, "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": [ [ 1659403.047514429, 1582140.7484901636, 77262.2990242653, 1468018.1872104493, -287594.8403926436, 1755613.0276030917 ], [ 1659.403048, 1582.140748, 77.262299, 1468.018187, -287.59484, 1755.613028 ], [ 0.896815, 0.855059, 0.041756, 0.148862, 0, 0.157978 ], [ 27.243223, 27.243223, 27.243223, 27.243223, 27.243223, 27.243223 ], [ -98177, -140558, -47175, -4178942, -5303883, -956193 ], [ 4.049431, 6.180187, 1.323616, 1.116278, 0.964837, 1.394868 ], [ 77, 39, 38, 77, 39, 38 ], [ 31, 15, 16, 31, 15, 16 ], [ 46, 24, 22, 46, 24, 22 ], [ 40.25974, 38.461538, 42.105263, 40.25974, 38.461538, 42.105263 ], [ 6.008833, 9.888299, 1.819972, 1.656413, 1.54374, 1.917944 ], [ 1410642, 1410642, 64872, 2202903, 2202903, 1437432 ], [ -36624, -36624, -26644, -1946093, -1946093, -879093 ], [ 68, 58, 79, 68, 58, 79 ], [ 107, 83, 129, 107, 83, 129 ], [ 42, 42, 42, 42, 42, 42 ], [ 5270, 2267, 3003, 5270, 2267, 3003 ], [ 43.623814, 53.623814, 0, 43.623814, 53.623814, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -29164, 642175, -142106, -134929, -581904, 230261 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5551, "evaluation_days": 1850.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601280000000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758956297515, "expiration_time": 1763727264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 4 } }, "second_band": { "type": "swma", "factors": { "length": 34, "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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