Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2019523.3823 | 2073994.4823 | -54471.1 | -15601.4185 | 1153501.1546 | -1169102.5731 |
Total P&L (%) | 2019.5234 | 2073.9945 | -54.4711 | -15.6014 | 1153.5012 | -1169.1026 |
Avg Daily Profit (%) | 1.0679 | 1.0967 | -0.0288 | -0.009 | 0.1338 | 0 |
Buy And Hold Return (%) | 166.7047 | 166.7047 | 166.7047 | 166.7047 | 166.7047 | 166.7047 |
Max Trade Drawdown | -218195 | -180742 | -72418 | -5136856 | -4004315 | -1476248 |
Profit Factor | 3.4575 | 4.515 | 0.7649 | 0.9983 | 1.1625 | 0.4768 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Losing Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Profitability (%) | 45.2055 | 49.3151 | 41.0959 | 45.2055 | 49.3151 | 41.0959 |
Ratio Avg Win / Avg Loss | 4.1909 | 4.6404 | 1.0964 | 1.2101 | 1.1948 | 0.6834 |
Largest Winning Trade | 1811018 | 1811018 | 13638 | 4232594 | 4232594 | 204261 |
Largest Losing Trade | -60702 | -60702 | -18777 | -2657645 | -2657645 | -589140 |
Avg Bars in Trades | 152 | 279 | 25 | 152 | 279 | 25 |
Avg Bars in Winners | 162 | 270 | 32 | 162 | 270 | 32 |
Avg Bars in Losers | 144 | 287 | 20 | 144 | 287 | 20 |
Bars Traded | 22257 | 20388 | 1870 | 22257 | 20388 | 1870 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 667195 | -51361 | -654254 | -580589 | -128051 | -655921 |
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{ "first_band": { "type": "kcl", "factors": { "length": 126, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "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": [ [ 2019523.3822709364, 2073994.482258699, -54471.0999877648, -15601.4185239874, 1153501.1546136872, -1169102.5731376745 ], [ 2019.523382, 2073.994482, -54.4711, -15.601419, 1153.501155, -1169.102573 ], [ 1.06787, 1.096673, -0.028803, -0.008969, 0.133791, 0 ], [ 166.70474, 166.70474, 166.70474, 166.70474, 166.70474, 166.70474 ], [ -218195, -180742, -72418, -5136856, -4004315, -1476248 ], [ 3.457489, 4.514964, 0.764944, 0.998328, 1.162505, 0.476821 ], [ 146, 73, 73, 146, 73, 73 ], [ 66, 36, 30, 66, 36, 30 ], [ 80, 37, 43, 80, 37, 43 ], [ 45.205479, 49.315068, 41.09589, 45.205479, 49.315068, 41.09589 ], [ 4.190895, 4.64038, 1.096419, 1.210095, 1.194797, 0.683443 ], [ 1811018, 1811018, 13638, 4232594, 4232594, 204261 ], [ -60702, -60702, -18777, -2657645, -2657645, -589140 ], [ 152, 279, 25, 152, 279, 25 ], [ 162, 270, 32, 162, 270, 32 ], [ 144, 287, 20, 144, 287, 20 ], [ 22257, 20388, 1870, 22257, 20388, 1870 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 667195, -51361, -654254, -580589, -128051, -655921 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22694, "evaluation_days": 1891.17, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1598011200000, "last_datapoint_time": 1760140800000, "evaluation_time": 1760147706086, "expiration_time": 1766023084800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 126, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "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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