Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389003.825 | 1425133.0416 | -36129.2166 | -44330.4757 | 83019.9227 | -127350.3984 |
Total P&L (%) | 1389.0038 | 1425.133 | -36.1292 | -44.3305 | 83.0199 | -127.3504 |
Avg Daily Profit (%) | 0.7675 | 0.7874 | -0.02 | -0.0324 | 0.0334 | 0 |
Buy And Hold Return (%) | 845.2662 | 845.2662 | 845.2662 | 845.2662 | 845.2662 | 845.2662 |
Max Trade Drawdown | -198121 | -127403 | -96924 | -317663 | -184759 | -140132 |
Profit Factor | 4.1084 | 5.6311 | 0.7403 | 0.9047 | 1.2813 | 0.252 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 42.3729 | 37.931 | 46.6667 | 42.3729 | 37.931 | 46.6667 |
Ratio Avg Win / Avg Loss | 5.5874 | 9.2146 | 0.8461 | 1.2304 | 2.0967 | 0.288 |
Largest Winning Trade | 1645401 | 1645401 | 33790 | 331213 | 331213 | 10897 |
Largest Losing Trade | -48681 | -48681 | -34995 | -66154 | -57613 | -66154 |
Avg Bars in Trades | 161 | 298 | 29 | 161 | 298 | 29 |
Avg Bars in Winners | 182 | 376 | 30 | 182 | 376 | 30 |
Avg Bars in Losers | 146 | 251 | 27 | 146 | 251 | 27 |
Bars Traded | 9531 | 8656 | 875 | 9531 | 8656 | 875 |
Profit Streak | 0 | 188.8015 | 0 | 0 | 188.8015 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171703 | 308123 | -581844 | -761577 | -316742 | -581844 |
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{ "first_band": { "type": "kcl", "factors": { "length": 214, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 1389003.8249968067, 1425133.0416325398, -36129.2166357333, -44330.4757254082, 83019.9226569051, -127350.3983823133 ], [ 1389.003825, 1425.133042, -36.129217, -44.330476, 83.019923, -127.350398 ], [ 0.767478, 0.78744, -0.019963, -0.032359, 0.033402, 0 ], [ 845.266161, 845.266161, 845.266161, 845.266161, 845.266161, 845.266161 ], [ -198121, -127403, -96924, -317663, -184759, -140132 ], [ 4.108408, 5.631132, 0.740311, 0.904741, 1.281323, 0.25203 ], [ 59, 29, 30, 59, 29, 30 ], [ 25, 11, 14, 25, 11, 14 ], [ 34, 18, 16, 34, 18, 16 ], [ 42.372881, 37.931034, 46.666667, 42.372881, 37.931034, 46.666667 ], [ 5.587435, 9.21458, 0.84607, 1.230448, 2.09671, 0.288034 ], [ 1645401, 1645401, 33790, 331213, 331213, 10897 ], [ -48681, -48681, -34995, -66154, -57613, -66154 ], [ 161, 298, 29, 161, 298, 29 ], [ 182, 376, 30, 182, 376, 30 ], [ 146, 251, 27, 146, 251, 27 ], [ 9531, 8656, 875, 9531, 8656, 875 ], [ 0, 188.801492, 0, 0, 188.801492, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -171703, 308123, -581844, -761577, -316742, -581844 ] ] }
{ "trading_pair": "INJ_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10859, "evaluation_days": 1809.83, "actual_first_datapoint_time": 1603252800000, "first_datapoint_time": 1606320000000, "last_datapoint_time": 1759608000000, "evaluation_time": 1759619648890, "expiration_time": 1764299088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 214, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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