Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1795721.8487 | 1793517.1801 | 2204.6686 | -6393.2248 | 773519.4339 | -779912.6587 |
Total P&L (%) | 1795.7218 | 1793.5172 | 2.2047 | -6.3932 | 773.5194 | -779.9127 |
Avg Daily Profit (%) | 0.9705 | 0.9693 | 0.0012 | -0.0036 | 0.1172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193467 | -175351 | -74178 | -2569988 | -2128725 | -1537524 |
Profit Factor | 2.6723 | 3.3714 | 1.0069 | 0.9993 | 1.1238 | 0.74 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 112 | 42 | 70 | 112 | 42 | 70 |
Losing Trades | 146 | 87 | 59 | 146 | 87 | 59 |
Profitability (%) | 43.4109 | 32.5581 | 54.2636 | 43.4109 | 32.5581 | 54.2636 |
Ratio Avg Win / Avg Loss | 3.4835 | 6.9835 | 0.8487 | 1.3027 | 2.3279 | 0.6237 |
Largest Winning Trade | 1756504 | 1756504 | 20825 | 1768455 | 1768455 | 311894 |
Largest Losing Trade | -60986 | -28766 | -60986 | -1117114 | -623098 | -1117114 |
Avg Bars in Trades | 21 | 37 | 5 | 21 | 37 | 5 |
Avg Bars in Winners | 25 | 59 | 5 | 25 | 59 | 5 |
Avg Bars in Losers | 17 | 26 | 4 | 17 | 26 | 4 |
Bars Traded | 5493 | 4844 | 649 | 5493 | 4844 | 649 |
Profit Streak | 0 | 0 | 95.2905 | 0 | 0 | 95.2905 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629160 | 459531 | -569573 | -580046 | -126333 | -578801 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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": [ [ 1795721.8487038626, 1793517.1801388913, 2204.6685649716, -6393.2247995975, 773519.4338626495, -779912.6586622474 ], [ 1795.721849, 1793.51718, 2.204669, -6.393225, 773.519434, -779.912659 ], [ 0.970487, 0.969296, 0.001192, -0.003571, 0.117202, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -193467, -175351, -74178, -2569988, -2128725, -1537524 ], [ 2.672281, 3.371368, 1.006944, 0.999309, 1.123816, 0.739952 ], [ 258, 129, 129, 258, 129, 129 ], [ 112, 42, 70, 112, 42, 70 ], [ 146, 87, 59, 146, 87, 59 ], [ 43.410853, 32.55814, 54.263566, 43.410853, 32.55814, 54.263566 ], [ 3.483509, 6.983548, 0.84871, 1.30267, 2.327904, 0.623674 ], [ 1756504, 1756504, 20825, 1768455, 1768455, 311894 ], [ -60986, -28766, -60986, -1117114, -623098, -1117114 ], [ 21, 37, 5, 21, 37, 5 ], [ 25, 59, 5, 25, 59, 5 ], [ 17, 26, 4, 17, 26, 4 ], [ 5493, 4844, 649, 5493, 4844, 649 ], [ 0, 0, 95.290461, 0, 0, 95.290462 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 629160, 459531, -569573, -580046, -126333, -578801 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5551, "evaluation_days": 1850.33, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1599667200000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758956295877, "expiration_time": 1763727264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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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