Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633255.1531 | 411980.8043 | 221274.3487 | 1270600.1612 | 93377.3777 | 1177222.7835 |
Total P&L (%) | 633.2552 | 411.9808 | 221.2743 | 1270.6002 | 93.3774 | 1177.2228 |
Avg Daily Profit (%) | 0.3508 | 0.2282 | 0.1226 | 0.1451 | 0.0365 | 0.1412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72614 | -77855 | -65509 | -632732 | -664726 | -537787 |
Profit Factor | 2.6517 | 2.9123 | 2.3176 | 1.368 | 1.0489 | 1.7633 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 50.5155 | 44.898 | 56.25 | 50.5155 | 44.898 | 56.25 |
Ratio Avg Win / Avg Loss | 2.5976 | 3.5741 | 1.8025 | 1.34 | 1.2872 | 1.3715 |
Largest Winning Trade | 426560 | 426560 | 60852 | 457452 | 339250 | 457452 |
Largest Losing Trade | -26512 | -25744 | -26512 | -256785 | -256785 | -235198 |
Avg Bars in Trades | 105 | 64 | 147 | 105 | 64 | 147 |
Avg Bars in Winners | 150 | 86 | 203 | 150 | 86 | 203 |
Avg Bars in Losers | 59 | 47 | 75 | 59 | 47 | 75 |
Bars Traded | 10246 | 3163 | 7083 | 10246 | 3163 | 7083 |
Profit Streak | 57.1092 | 57.1092 | 69.2759 | 57.1092 | 57.1092 | 69.2759 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 564852 | 435474 | -23072 | 105563 | -312183 | 279 |
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{ "first_band": { "type": "kcu", "factors": { "length": 199, "offset": 112, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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": [ [ 633255.1530655941, 411980.804349144, 221274.3487164497, 1270600.1612478234, 93377.3777152459, 1177222.7835325773 ], [ 633.255153, 411.980804, 221.274349, 1270.600161, 93.377378, 1177.222784 ], [ 0.350834, 0.228244, 0.12259, 0.145138, 0.036543, 0.141223 ], [ 10, 10, 10, 10, 10, 10 ], [ -72614, -77855, -65509, -632732, -664726, -537787 ], [ 2.651749, 2.912266, 2.317552, 1.36796, 1.048866, 1.763335 ], [ 97, 49, 48, 97, 49, 48 ], [ 49, 22, 27, 49, 22, 27 ], [ 48, 27, 21, 48, 27, 21 ], [ 50.515464, 44.897959, 56.25, 50.515464, 44.897959, 56.25 ], [ 2.597631, 3.574144, 1.802541, 1.340042, 1.287245, 1.371483 ], [ 426560, 426560, 60852, 457452, 339250, 457452 ], [ -26512, -25744, -26512, -256785, -256785, -235198 ], [ 105, 64, 147, 105, 64, 147 ], [ 150, 86, 203, 150, 86, 203 ], [ 59, 47, 75, 59, 47, 75 ], [ 10246, 3163, 7083, 10246, 3163, 7083 ], [ 57.109236, 57.109236, 69.275903, 57.109236, 57.109236, 69.275903 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 564852, 435474, -23072, 105563, -312183, 279 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10830, "evaluation_days": 1805, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605628800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759012638024, "expiration_time": 1763393760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 199, "offset": 112, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 133, "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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