Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435858.7844 | 343519.2077 | 92339.5767 | -29512.7472 | 668470.7737 | -697983.5209 |
Total P&L (%) | 435.8588 | 343.5192 | 92.3396 | -29.5127 | 668.4708 | -697.9835 |
Avg Daily Profit (%) | 0.1905 | 0.1501 | 0.0404 | -0.0153 | 0.0892 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157319 | -148249 | -116143 | -1209151 | -214005 | -1174921 |
Profit Factor | 1.7533 | 2.2037 | 1.3149 | 0.9825 | 3.0808 | 0.4887 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 71.5447 | 73.7705 | 69.3548 | 71.5447 | 73.7705 | 69.3548 |
Ratio Avg Win / Avg Loss | 0.6973 | 0.7835 | 0.581 | 0.3908 | 1.0954 | 0.216 |
Largest Winning Trade | 79177 | 79177 | 26706 | 198269 | 198269 | 150247 |
Largest Losing Trade | -94360 | -81261 | -94360 | -1153724 | -184947 | -1153724 |
Avg Bars in Trades | 49 | 79 | 18 | 49 | 79 | 18 |
Avg Bars in Winners | 19 | 23 | 14 | 19 | 23 | 14 |
Avg Bars in Losers | 124 | 237 | 28 | 124 | 237 | 28 |
Bars Traded | 6040 | 4872 | 1168 | 6040 | 4872 | 1168 |
Profit Streak | 44.8213 | 72.1547 | 44.8213 | 44.8213 | 72.1547 | 44.8213 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 457158 | -148562 | -290901 | -576165 | -225915 | -731183 |
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 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": [ [ 435858.7843589156, 343519.2076599385, 92339.576698977, -29512.7471609791, 668470.7737134984, -697983.5208744772 ], [ 435.858784, 343.519208, 92.339577, -29.512747, 668.470774, -697.983521 ], [ 0.19047, 0.150118, 0.040352, -0.015282, 0.089154, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -157319, -148249, -116143, -1209151, -214005, -1174921 ], [ 1.753255, 2.203663, 1.314896, 0.9825, 3.080769, 0.48873 ], [ 123, 61, 62, 123, 61, 62 ], [ 88, 45, 43, 88, 45, 43 ], [ 35, 16, 19, 35, 16, 19 ], [ 71.544715, 73.770492, 69.354839, 71.544715, 73.770492, 69.354839 ], [ 0.697317, 0.783524, 0.581, 0.390767, 1.095385, 0.21595 ], [ 79177, 79177, 26706, 198269, 198269, 150247 ], [ -94360, -81261, -94360, -1153724, -184947, -1153724 ], [ 49, 79, 18, 49, 79, 18 ], [ 19, 23, 14, 19, 23, 14 ], [ 124, 237, 28, 124, 237, 28 ], [ 6040, 4872, 1168, 6040, 4872, 1168 ], [ 44.82133, 72.154664, 44.82133, 44.82133, 72.154664, 44.82133 ], [ 4, 4, 2, 4, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 457158, -148562, -290901, -576165, -225915, -731183 ] ] }
{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6865, "evaluation_days": 2288.33, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1566892800000, "last_datapoint_time": 1758844800000, "evaluation_time": 1758858162950, "expiration_time": 1764776160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 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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