Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 228856.4804 | 253494.94 | -24638.4596 | -38323.1141 | 144621.26 | -182944.3741 |
Total P&L (%) | 228.8565 | 253.4949 | -24.6385 | -38.3231 | 144.6213 | -182.9444 |
Avg Daily Profit (%) | 0.1414 | 0.1567 | -0.0152 | -0.0299 | 0.0553 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208610 | -99262 | -257683 | -204383 | -68195 | -284061 |
Profit Factor | 1.3326 | 1.9217 | 0.9404 | 0.9235 | 1.8658 | 0.452 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 39.5062 | 43.9024 | 35 | 39.5062 | 43.9024 | 35 |
Ratio Avg Win / Avg Loss | 2.0405 | 2.4555 | 1.7464 | 1.4141 | 2.384 | 0.8393 |
Largest Winning Trade | 119632 | 119632 | 62389 | 113049 | 113049 | 58332 |
Largest Losing Trade | -45794 | -35062 | -45794 | -74068 | -31454 | -74068 |
Avg Bars in Trades | 234 | 153 | 318 | 234 | 153 | 318 |
Avg Bars in Winners | 409 | 258 | 603 | 409 | 258 | 603 |
Avg Bars in Losers | 121 | 71 | 165 | 121 | 71 | 165 |
Bars Traded | 19031 | 6298 | 12733 | 19031 | 6298 | 12733 |
Profit Streak | 0 | 0 | 545.988 | 0 | 0 | 545.988 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23178 | 308314 | -583221 | -599469 | -117864 | -585999 |
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{ "first_band": { "type": "kcu", "factors": { "length": 206, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } } }
{ "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": [ [ 228856.4803789256, 253494.9400149981, -24638.4596360725, -38323.1141165537, 144621.2599762211, -182944.3740927748 ], [ 228.85648, 253.49494, -24.63846, -38.323114, 144.62126, -182.944374 ], [ 0.141444, 0.156672, -0.015228, -0.029863, 0.055302, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -208610, -99262, -257683, -204383, -68195, -284061 ], [ 1.332556, 1.921682, 0.940363, 0.923485, 1.865754, 0.451956 ], [ 81, 41, 40, 81, 41, 40 ], [ 32, 18, 14, 32, 18, 14 ], [ 49, 23, 26, 49, 23, 26 ], [ 39.506173, 43.902439, 35, 39.506173, 43.902439, 35 ], [ 2.040477, 2.455483, 1.746388, 1.414087, 2.384019, 0.839347 ], [ 119632, 119632, 62389, 113049, 113049, 58332 ], [ -45794, -35062, -45794, -74068, -31454, -74068 ], [ 234, 153, 318, 234, 153, 318 ], [ 409, 258, 603, 409, 258, 603 ], [ 121, 71, 165, 121, 71, 165 ], [ 19031, 6298, 12733, 19031, 6298, 12733 ], [ 0, 0, 545.987985, 0, 0, 545.987985 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -23178, 308314, -583221, -599469, -117864, -585999 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19416, "evaluation_days": 1618, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1580205600000, "last_datapoint_time": 1718589600000, "evaluation_time": 1759110161895, "expiration_time": 1723622227200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 206, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 124, "offset": 0, "poles": 2 } } }
# | 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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