Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2000261.8409 | 2038002.0018 | -37740.1609 | -98508.9991 | -355695.4457 | 257186.4466 |
Total P&L (%) | 2000.2618 | 2038.002 | -37.7402 | -98.509 | -355.6954 | 257.1864 |
Avg Daily Profit (%) | 1.0118 | 1.0309 | -0.0191 | -0.2125 | 0 | 0.0644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -309066 | -212747 | -141762 | -1879130 | -2103034 | -533454 |
Profit Factor | 4.552 | 7.4235 | 0.8465 | 0.9762 | 0.8655 | 1.1724 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 41.8919 | 35.1351 | 48.6486 | 41.8919 | 35.1351 | 48.6486 |
Ratio Avg Win / Avg Loss | 6.3141 | 13.7049 | 0.8935 | 1.3541 | 1.5979 | 1.2376 |
Largest Winning Trade | 2292534 | 2292534 | 46948 | 1785234 | 1785234 | 566949 |
Largest Losing Trade | -98965 | -43513 | -98965 | -499029 | -437733 | -499029 |
Avg Bars in Trades | 75 | 114 | 36 | 75 | 114 | 36 |
Avg Bars in Winners | 106 | 183 | 50 | 106 | 183 | 50 |
Avg Bars in Losers | 53 | 76 | 23 | 53 | 76 | 23 |
Bars Traded | 5591 | 4230 | 1361 | 5591 | 4230 | 1361 |
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 | -51114 | 580295 | -581298 | -651042 | -583775 | -138308 |
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{ "first_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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": [ [ 2000261.840871979, 2038002.001806355, -37740.1609343755, -98508.9991059592, -355695.4457484093, 257186.4466424497 ], [ 2000.261841, 2038.002002, -37.740161, -98.508999, -355.695446, 257.186447 ], [ 1.011766, 1.030856, -0.01909, -0.212506, 0, 0.064416 ], [ 10, 10, 10, 10, 10, 10 ], [ -309066, -212747, -141762, -1879130, -2103034, -533454 ], [ 4.552044, 7.423504, 0.846496, 0.976185, 0.865514, 1.172416 ], [ 74, 37, 37, 74, 37, 37 ], [ 31, 13, 18, 31, 13, 18 ], [ 43, 24, 19, 43, 24, 19 ], [ 41.891892, 35.135135, 48.648649, 41.891892, 35.135135, 48.648649 ], [ 6.314125, 13.704931, 0.893523, 1.354064, 1.597871, 1.23755 ], [ 2292534, 2292534, 46948, 1785234, 1785234, 566949 ], [ -98965, -43513, -98965, -499029, -437733, -499029 ], [ 75, 114, 36, 75, 114, 36 ], [ 106, 183, 50, 106, 183, 50 ], [ 53, 76, 23, 53, 76, 23 ], [ 5591, 4230, 1361, 5591, 4230, 1361 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -51114, 580295, -581298, -651042, -583775, -138308 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5931, "evaluation_days": 1977, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1553616000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759215576317, "expiration_time": 1723706784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 203, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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