Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2001362.8126 | 1994356.9979 | 7005.8147 | 166810.4318 | 344765.4511 | -177955.0192 |
Total P&L (%) | 2001.3628 | 1994.357 | 7.0058 | 166.8104 | 344.7655 | -177.955 |
Avg Daily Profit (%) | 0.9607 | 0.9573 | 0.0034 | 0.0471 | 0.0717 | 0 |
Buy And Hold Return (%) | 88.641 | 88.641 | 88.641 | 88.641 | 88.641 | 88.641 |
Max Trade Drawdown | -148699 | -134546 | -21401 | -8237701 | -7855247 | -503221 |
Profit Factor | 5.0391 | 5.6529 | 1.1048 | 1.0168 | 1.0373 | 0.7472 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 63.0137 | 58.3333 | 67.5676 | 63.0137 | 58.3333 | 67.5676 |
Ratio Avg Win / Avg Loss | 2.9578 | 4.0378 | 0.5303 | 0.5968 | 0.741 | 0.3586 |
Largest Winning Trade | 1749543 | 1749543 | 6052 | 4514183 | 4514183 | 199669 |
Largest Losing Trade | -92339 | -92339 | -16883 | -7441095 | -7441095 | -438160 |
Avg Bars in Trades | 328 | 657 | 7 | 328 | 657 | 7 |
Avg Bars in Winners | 264 | 573 | 5 | 264 | 573 | 5 |
Avg Bars in Losers | 436 | 775 | 13 | 436 | 775 | 13 |
Bars Traded | 23960 | 23668 | 292 | 23960 | 23668 | 292 |
Profit Streak | 0 | 96.3993 | 0 | 0 | 96.3993 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53183 | 835699 | -458476 | -415697 | -279053 | -578217 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 125, "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": [ [ 2001362.8125962755, 1994356.9978739966, 7005.8147222804, 166810.431826439, 344765.4510643728, -177955.0192379341 ], [ 2001.362813, 1994.356998, 7.005815, 166.810432, 344.765451, -177.955019 ], [ 0.960656, 0.957293, 0.003363, 0.047117, 0.07166, 0 ], [ 88.640974, 88.640974, 88.640974, 88.640974, 88.640974, 88.640974 ], [ -148699, -134546, -21401, -8237701, -7855247, -503221 ], [ 5.039138, 5.652864, 1.104779, 1.01679, 1.037348, 0.747182 ], [ 73, 36, 37, 73, 36, 37 ], [ 46, 21, 25, 46, 21, 25 ], [ 27, 15, 12, 27, 15, 12 ], [ 63.013699, 58.333333, 67.567568, 63.013699, 58.333333, 67.567568 ], [ 2.957755, 4.03776, 0.530294, 0.596812, 0.740963, 0.358647 ], [ 1749543, 1749543, 6052, 4514183, 4514183, 199669 ], [ -92339, -92339, -16883, -7441095, -7441095, -438160 ], [ 328, 657, 7, 328, 657, 7 ], [ 264, 573, 5, 264, 573, 5 ], [ 436, 775, 13, 436, 775, 13 ], [ 23960, 23668, 292, 23960, 23668, 292 ], [ 0, 96.399294, 0, 0, 96.399294, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -53183, 835699, -458476, -415697, -279053, -578217 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 2083.33, "actual_first_datapoint_time": 1579068000000, "first_datapoint_time": 1579212000000, "last_datapoint_time": 1759132800000, "evaluation_time": 1759138499007, "expiration_time": 1765612800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 125, "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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