Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556399.6073 | 621472.8859 | -65073.2787 | -61754.7744 | 771303.3192 | -833058.0935 |
Total P&L (%) | 556.3996 | 621.4729 | -65.0733 | -61.7548 | 771.3033 | -833.0581 |
Avg Daily Profit (%) | 0.2949 | 0.3293 | -0.0345 | -0.0509 | 0.1148 | 0 |
Buy And Hold Return (%) | 13.154 | 13.154 | 13.154 | 13.154 | 13.154 | 13.154 |
Max Trade Drawdown | -291068 | -168905 | -127764 | -4266432 | -3192628 | -1073803 |
Profit Factor | 1.8107 | 2.356 | 0.7146 | 0.9891 | 1.1872 | 0.4599 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 57.6923 | 55.7692 | 59.6154 | 57.6923 | 55.7692 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.3279 | 1.8686 | 0.4841 | 0.7253 | 0.9415 | 0.3115 |
Largest Winning Trade | 503312 | 503312 | 24755 | 3588509 | 3588509 | 169817 |
Largest Losing Trade | -70542 | -70542 | -37946 | -2322624 | -2322624 | -713154 |
Avg Bars in Trades | 69 | 134 | 4 | 69 | 134 | 4 |
Avg Bars in Winners | 45 | 88 | 4 | 45 | 88 | 4 |
Avg Bars in Losers | 102 | 191 | 4 | 102 | 191 | 4 |
Bars Traded | 7213 | 6975 | 238 | 7213 | 6975 | 238 |
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 | 448062 | -165676 | -759309 | -579504 | -234970 | -759309 |
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{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 42, "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": [ [ 556399.6072809772, 621472.8859322087, -65073.278651232, -61754.7743577805, 771303.3191776972, -833058.0935354767 ], [ 556.399607, 621.472886, -65.073279, -61.754774, 771.303319, -833.058094 ], [ 0.294859, 0.329344, -0.034485, -0.050922, 0.114789, 0 ], [ 13.154034, 13.154034, 13.154034, 13.154034, 13.154034, 13.154034 ], [ -291068, -168905, -127764, -4266432, -3192628, -1073803 ], [ 1.810711, 2.356026, 0.714599, 0.989096, 1.187153, 0.459891 ], [ 104, 52, 52, 104, 52, 52 ], [ 60, 29, 31, 60, 29, 31 ], [ 44, 23, 21, 44, 23, 21 ], [ 57.692308, 55.769231, 59.615385, 57.692308, 55.769231, 59.615385 ], [ 1.327854, 1.868573, 0.484083, 0.725337, 0.941535, 0.311539 ], [ 503312, 503312, 24755, 3588509, 3588509, 169817 ], [ -70542, -70542, -37946, -2322624, -2322624, -713154 ], [ 69, 134, 4, 69, 134, 4 ], [ 45, 88, 4, 45, 88, 4 ], [ 102, 191, 4, 102, 191, 4 ], [ 7213, 6975, 238, 7213, 6975, 238 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 448062, -165676, -759309, -579504, -234970, -759309 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7548, "evaluation_days": 1887, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1596952800000, "last_datapoint_time": 1759082400000, "evaluation_time": 1759105532562, "expiration_time": 1763973504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 10, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 42, "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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