Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21976.505 | -4207.3653 | 26183.8703 | 22842.6187 | -4752.7655 | 27595.3842 |
Total P&L (%) | 21.9765 | -4.2074 | 26.1839 | 22.8426 | -4.7528 | 27.5954 |
Avg Daily Profit (%) | 0.422 | -0.0808 | 0.5028 | 0.3958 | -0.0935 | 0.469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9284 | -5316 | -9102 | -10342 | -6074 | -10158 |
Profit Factor | 1.715 | 0.5449 | 2.2183 | 1.6641 | 0.5415 | 2.1483 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 38 | 25 | 13 | 38 | 25 | 13 |
Profitability (%) | 57.3034 | 44.4444 | 70.4545 | 57.3034 | 44.4444 | 70.4545 |
Ratio Avg Win / Avg Loss | 1.2778 | 0.6811 | 0.9302 | 1.2399 | 0.6769 | 0.9009 |
Largest Winning Trade | 7144 | 542 | 7144 | 7373 | 615 | 7373 |
Largest Losing Trade | -9102 | -2918 | -9102 | -10158 | -3395 | -10158 |
Avg Bars in Trades | 250 | 4 | 501 | 250 | 4 | 501 |
Avg Bars in Winners | 254 | 3 | 416 | 254 | 3 | 416 |
Avg Bars in Losers | 244 | 5 | 702 | 244 | 5 | 702 |
Bars Traded | 22267 | 217 | 22050 | 22267 | 217 | 22050 |
Profit Streak | 11.7396 | 11.7396 | 12.6271 | 11.7396 | 11.7396 | 12.6271 |
Trades During Streak | 6 | 3 | 7 | 6 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 246834 | -582578 | 378892 | 256037 | -582578 | 368168 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 60, "offset": 207, "scalar": 5 } } }
{ "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": [ [ 21976.5050207871, -4207.3653164581, 26183.8703372451, 22842.6187252687, -4752.7655029689, 27595.3842282375 ], [ 21.976505, -4.207365, 26.18387, 22.842619, -4.752766, 27.595384 ], [ 0.421976, -0.080787, 0.502762, 0.395816, -0.093455, 0.469019 ], [ 10, 10, 10, 10, 10, 10 ], [ -9284, -5316, -9102, -10342, -6074, -10158 ], [ 1.714978, 0.544891, 2.218275, 1.664094, 0.541499, 2.148335 ], [ 89, 45, 44, 89, 45, 44 ], [ 51, 20, 31, 51, 20, 31 ], [ 38, 25, 13, 38, 25, 13 ], [ 57.303371, 44.444444, 70.454545, 57.303371, 44.444444, 70.454545 ], [ 1.277827, 0.681113, 0.930244, 1.239913, 0.676874, 0.900915 ], [ 7144, 542, 7144, 7373, 615, 7373 ], [ -9102, -2918, -9102, -10158, -3395, -10158 ], [ 250, 4, 501, 250, 4, 501 ], [ 254, 3, 416, 254, 3, 416 ], [ 244, 5, 702, 244, 5, 702 ], [ 22267, 217, 22050, 22267, 217, 22050 ], [ 11.739627, 11.739627, 12.627127, 11.739627, 11.739627, 12.627127 ], [ 6, 3, 7, 6, 3, 7 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 246834, -582578, 378892, 256037, -582578, 368168 ] ] }
{ "trading_pair": "ICP_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754558280000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759537983747, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 60, "offset": 207, "scalar": 5 } } }
# | 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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