Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227103.204 | -24126.2128 | 251229.4168 | 82728.9648 | -135302.6087 | 218031.5735 |
Total P&L (%) | 227.1032 | -24.1262 | 251.2294 | 82.729 | -135.3026 | 218.0316 |
Avg Daily Profit (%) | 0.1476 | -0.0157 | 0.1633 | 0.0392 | 0 | 0.0752 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95284 | -76167 | -81324 | -564209 | -208000 | -535077 |
Profit Factor | 1.8144 | 0.8779 | 4.0892 | 1.0772 | 0.7481 | 1.4075 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 14 | 13 | 1 | 14 | 13 | 1 |
Profitability (%) | 80.8219 | 64.8649 | 97.2222 | 80.8219 | 64.8649 | 97.2222 |
Ratio Avg Win / Avg Loss | 0.4305 | 0.4755 | 0.1168 | 0.2556 | 0.4052 | 0.0402 |
Largest Winning Trade | 33664 | 13804 | 33664 | 59402 | 43445 | 59402 |
Largest Losing Trade | -81324 | -49428 | -81324 | -535077 | -144603 | -535077 |
Avg Bars in Trades | 35 | 30 | 41 | 35 | 30 | 41 |
Avg Bars in Winners | 20 | 10 | 28 | 20 | 10 | 28 |
Avg Bars in Losers | 99 | 67 | 517 | 99 | 67 | 517 |
Bars Traded | 2624 | 1117 | 1507 | 2624 | 1117 | 1507 |
Profit Streak | 0 | 0 | 512.7008 | 0 | 0 | 512.7008 |
Trades During Streak | 0 | 0 | 11 | 0 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67355 | -578845 | 672720 | -349899 | -578845 | -86395 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 3 } } }
{ "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": [ [ 227103.2040194416, -24126.2127997111, 251229.4168191525, 82728.9648113927, -135302.6087296398, 218031.5735410325 ], [ 227.103204, -24.126213, 251.229417, 82.728965, -135.302609, 218.031574 ], [ 0.147613, -0.015682, 0.163295, 0.039191, 0, 0.07523 ], [ 10, 10, 10, 10, 10, 10 ], [ -95284, -76167, -81324, -564209, -208000, -535077 ], [ 1.814444, 0.877854, 4.089226, 1.077161, 0.748082, 1.407477 ], [ 73, 37, 36, 73, 37, 36 ], [ 59, 24, 35, 59, 24, 35 ], [ 14, 13, 1, 14, 13, 1 ], [ 80.821918, 64.864865, 97.222222, 80.821918, 64.864865, 97.222222 ], [ 0.430546, 0.475504, 0.116835, 0.255597, 0.405211, 0.040214 ], [ 33664, 13804, 33664, 59402, 43445, 59402 ], [ -81324, -49428, -81324, -535077, -144603, -535077 ], [ 35, 30, 41, 35, 30, 41 ], [ 20, 10, 28, 20, 10, 28 ], [ 99, 67, 517, 99, 67, 517 ], [ 2624, 1117, 1507, 2624, 1117, 1507 ], [ 0, 0, 512.700824, 0, 0, 512.700824 ], [ 0, 0, 11, 0, 0, 11 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -67355, -578845, 672720, -349899, -578845, -86395 ] ] }
{ "trading_pair": "C98_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3077, "evaluation_days": 1538.5, "actual_first_datapoint_time": 1627041600000, "first_datapoint_time": 1633478400000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759942151176, "expiration_time": 1763912592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 4, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 3 } } }
# | 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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