Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69415.3653 | 15477.6899 | 53937.6754 | 78777.3719 | 16493.7846 | 62283.5873 |
Total P&L (%) | 69.4154 | 15.4777 | 53.9377 | 78.7774 | 16.4938 | 62.2836 |
Avg Daily Profit (%) | 0.2666 | 0.0594 | 0.2071 | 0.2233 | 0.0586 | 0.1861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31306 | -14041 | -24148 | -69703 | -25136 | -49197 |
Profit Factor | 1.6668 | 1.4626 | 1.7636 | 1.3921 | 1.2694 | 1.4459 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 68.75 | 65.625 | 71.875 | 68.75 | 65.625 | 71.875 |
Ratio Avg Win / Avg Loss | 0.7577 | 0.7661 | 0.6901 | 0.6328 | 0.6649 | 0.5658 |
Largest Winning Trade | 14024 | 9179 | 14024 | 21541 | 12007 | 21541 |
Largest Losing Trade | -20651 | -9043 | -20651 | -40276 | -15171 | -40276 |
Avg Bars in Trades | 384 | 69 | 700 | 384 | 69 | 700 |
Avg Bars in Winners | 199 | 35 | 349 | 199 | 35 | 349 |
Avg Bars in Losers | 791 | 133 | 1596 | 791 | 133 | 1596 |
Bars Traded | 24618 | 2215 | 22403 | 24618 | 2215 | 22403 |
Profit Streak | 0 | 0 | 11.0049 | 0 | 0 | 11.0049 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133934 | -123456 | 332151 | -135664 | -125017 | 300445 |
{ "trading_pair": "DOT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736357400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758910923842, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 145, "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": [ [ 69415.365309836, 15477.6898812401, 53937.675428596, 78777.3719145409, 16493.7846124864, 62283.5873020545 ], [ 69.415365, 15.47769, 53.937675, 78.777372, 16.493785, 62.283587 ], [ 0.266552, 0.059434, 0.207118, 0.223339, 0.058641, 0.186094 ], [ 10, 10, 10, 10, 10, 10 ], [ -31306, -14041, -24148, -69703, -25136, -49197 ], [ 1.666847, 1.462562, 1.763621, 1.392095, 1.26935, 1.445906 ], [ 64, 32, 32, 64, 32, 32 ], [ 44, 21, 23, 44, 21, 23 ], [ 20, 11, 9, 20, 11, 9 ], [ 68.75, 65.625, 71.875, 68.75, 65.625, 71.875 ], [ 0.757658, 0.766104, 0.690113, 0.63277, 0.664898, 0.565789 ], [ 14024, 9179, 14024, 21541, 12007, 21541 ], [ -20651, -9043, -20651, -40276, -15171, -40276 ], [ 384, 69, 700, 384, 69, 700 ], [ 199, 35, 349, 199, 35, 349 ], [ 791, 133, 1596, 791, 133, 1596 ], [ 24618, 2215, 22403, 24618, 2215, 22403 ], [ 0, 0, 11.004906, 0, 0, 11.004906 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133934, -123456, 332151, -135664, -125017, 300445 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736357400000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758910923842, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 145, "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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