Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1789395.6501 | 1717899.1866 | 71496.4635 | 878168.4826 | 1361568.1522 | -483399.6696 |
Total P&L (%) | 1789.3957 | 1717.8992 | 71.4965 | 878.1685 | 1361.5682 | -483.3997 |
Avg Daily Profit (%) | 0.9635 | 0.925 | 0.0385 | 0.1229 | 0.1445 | 0 |
Buy And Hold Return (%) | 40.3069 | 40.3069 | 40.3069 | 40.3069 | 40.3069 | 40.3069 |
Max Trade Drawdown | -121879 | -116812 | -89275 | -2931068 | -2999326 | -1887546 |
Profit Factor | 3.4886 | 5.6883 | 1.2028 | 1.0646 | 1.1994 | 0.9285 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 85 | 40 | 45 | 85 | 40 | 45 |
Losing Trades | 90 | 48 | 42 | 90 | 48 | 42 |
Profitability (%) | 48.5714 | 45.4545 | 51.7241 | 48.5714 | 45.4545 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.6938 | 6.826 | 1.1226 | 1.1273 | 1.4393 | 0.8666 |
Largest Winning Trade | 1692966 | 1692966 | 57205 | 1806737 | 1806737 | 828608 |
Largest Losing Trade | -37855 | -34852 | -37855 | -1012566 | -1012566 | -709965 |
Avg Bars in Trades | 61 | 66 | 56 | 61 | 66 | 56 |
Avg Bars in Winners | 76 | 81 | 72 | 76 | 81 | 72 |
Avg Bars in Losers | 47 | 53 | 39 | 47 | 53 | 39 |
Bars Traded | 10762 | 5836 | 4926 | 10762 | 5836 | 4926 |
Profit Streak | 4.5084 | 12.0084 | 0 | 4.5084 | 12.0084 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 741479 | 723994 | -150480 | -177379 | -2302 | -580876 |
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{ "first_band": { "type": "kcb", "factors": { "length": 149, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "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": [ [ 1789395.6500531759, 1717899.186558675, 71496.4634945007, 878168.4825515226, 1361568.1521785157, -483399.6696269909 ], [ 1789.39565, 1717.899187, 71.496463, 878.168483, 1361.568152, -483.39967 ], [ 0.963507, 0.925009, 0.038498, 0.12287, 0.144523, 0 ], [ 40.30689, 40.30689, 40.30689, 40.30689, 40.30689, 40.30689 ], [ -121879, -116812, -89275, -2931068, -2999326, -1887546 ], [ 3.488586, 5.688311, 1.202758, 1.064632, 1.199437, 0.928492 ], [ 175, 88, 87, 175, 88, 87 ], [ 85, 40, 45, 85, 40, 45 ], [ 90, 48, 42, 90, 48, 42 ], [ 48.571429, 45.454545, 51.724138, 48.571429, 45.454545, 51.724138 ], [ 3.693797, 6.825973, 1.122574, 1.127258, 1.439325, 0.866593 ], [ 1692966, 1692966, 57205, 1806737, 1806737, 828608 ], [ -37855, -34852, -37855, -1012566, -1012566, -709965 ], [ 61, 66, 56, 61, 66, 56 ], [ 76, 81, 72, 76, 81, 72 ], [ 47, 53, 39, 47, 53, 39 ], [ 10762, 5836, 4926, 10762, 5836, 4926 ], [ 4.508397, 12.008397, 0, 4.508397, 12.008397, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 741479, 723994, -150480, -177379, -2302, -580876 ] ] }
{ "trading_pair": "EGLD_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11143, "evaluation_days": 1857.17, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601222400000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759551125470, "expiration_time": 1764349776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 149, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 110, "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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