Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884478.3152 | 831753.4703 | 52724.8449 | 725365.5066 | -192646.6159 | 918012.1226 |
Total P&L (%) | 884.4783 | 831.7535 | 52.7248 | 725.3655 | -192.6466 | 918.0121 |
Avg Daily Profit (%) | 0.4897 | 0.4606 | 0.0292 | 0.1169 | 0 | 0.1286 |
Buy And Hold Return (%) | 308.7095 | 308.7095 | 308.7095 | 308.7095 | 308.7095 | 308.7095 |
Max Trade Drawdown | -148733 | -165919 | -30652 | -2003328 | -2408854 | -272037 |
Profit Factor | 2.9083 | 3.1677 | 1.6608 | 1.123 | 0.9626 | 2.2308 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 50 | 57.5758 | 53.8462 | 50 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.4928 | 3.1677 | 1.2238 | 0.9626 | 0.9626 | 1.6437 |
Largest Winning Trade | 405551 | 405551 | 20997 | 1287090 | 1287090 | 323680 |
Largest Losing Trade | -36263 | -36263 | -17582 | -772253 | -772253 | -125760 |
Avg Bars in Trades | 312 | 585 | 47 | 312 | 585 | 47 |
Avg Bars in Winners | 383 | 792 | 40 | 383 | 792 | 40 |
Avg Bars in Losers | 229 | 379 | 57 | 229 | 379 | 57 |
Bars Traded | 20316 | 18743 | 1573 | 20316 | 18743 | 1573 |
Profit Streak | 163.1562 | 166.6562 | 163.1562 | 163.1562 | 166.6562 | 163.1562 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121698 | 485388 | -316088 | -262442 | -580230 | -18319 |
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{ "first_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 90, "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": [ [ 884478.3151778366, 831753.4702599313, 52724.8449179052, 725365.5066443783, -192646.6159430633, 918012.122587441 ], [ 884.478315, 831.75347, 52.724845, 725.365507, -192.646616, 918.012123 ], [ 0.489744, 0.46055, 0.029194, 0.116937, 0, 0.128567 ], [ 308.709549, 308.709549, 308.709549, 308.709549, 308.709549, 308.709549 ], [ -148733, -165919, -30652, -2003328, -2408854, -272037 ], [ 2.908304, 3.167694, 1.660837, 1.123016, 0.962598, 2.230756 ], [ 65, 32, 33, 65, 32, 33 ], [ 35, 16, 19, 35, 16, 19 ], [ 30, 16, 14, 30, 16, 14 ], [ 53.846154, 50, 57.575758, 53.846154, 50, 57.575758 ], [ 2.492832, 3.167694, 1.223774, 0.962585, 0.962598, 1.643715 ], [ 405551, 405551, 20997, 1287090, 1287090, 323680 ], [ -36263, -36263, -17582, -772253, -772253, -125760 ], [ 312, 585, 47, 312, 585, 47 ], [ 383, 792, 40, 383, 792, 40 ], [ 229, 379, 57, 229, 379, 57 ], [ 20316, 18743, 1573, 20316, 18743, 1573 ], [ 163.156247, 166.656247, 163.156247, 163.156247, 166.656247, 163.156247 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -121698, 485388, -316088, -262442, -580230, -18319 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21672, "evaluation_days": 1806, "actual_first_datapoint_time": 1602648000000, "first_datapoint_time": 1603828800000, "last_datapoint_time": 1758722400000, "evaluation_time": 1758793499749, "expiration_time": 1764339782400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 3 } }, "second_band": { "type": "swma", "factors": { "length": 90, "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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