Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331538.9805 | 348587.5834 | -17048.6029 | -97881.1878 | -179358.7764 | 81477.5887 |
Total P&L (%) | 331.539 | 348.5876 | -17.0486 | -97.8812 | -179.3588 | 81.4776 |
Avg Daily Profit (%) | 0.2242 | 0.2357 | -0.0115 | -0.2603 | 0 | 0.0403 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350934 | -128475 | -250250 | -1121746 | -971996 | -1200405 |
Profit Factor | 1.4103 | 1.8761 | 0.9584 | 0.9655 | 0.8827 | 1.0622 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 18 | 28 | 44 | 18 | 26 |
Losing Trades | 42 | 26 | 16 | 44 | 26 | 18 |
Profitability (%) | 52.2727 | 40.9091 | 63.6364 | 50 | 40.9091 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.2877 | 2.7099 | 0.5477 | 0.9655 | 1.2751 | 0.7354 |
Largest Winning Trade | 402521 | 402521 | 45589 | 402521 | 402521 | 229096 |
Largest Losing Trade | -125164 | -76749 | -125164 | -714407 | -714407 | -473500 |
Avg Bars in Trades | 47 | 58 | 37 | 47 | 58 | 37 |
Avg Bars in Winners | 36 | 35 | 37 | 41 | 43 | 40 |
Avg Bars in Losers | 60 | 74 | 37 | 54 | 69 | 32 |
Bars Traded | 4221 | 2573 | 1648 | 4221 | 2573 | 1648 |
Profit Streak | 16.3493 | 0 | 17.6826 | 16.3493 | 0 | 17.6826 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348850 | 288368 | -578385 | -579967 | -582588 | -291028 |
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{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 2.30719 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "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": [ [ 331538.9805223568, 348587.5834223032, -17048.602899946, -97881.1877664628, -179358.7764427736, 81477.5886763107 ], [ 331.538981, 348.587583, -17.048603, -97.881188, -179.358776, 81.477589 ], [ 0.224164, 0.235691, -0.011527, -0.260263, 0, 0.040303 ], [ 10, 10, 10, 10, 10, 10 ], [ -350934, -128475, -250250, -1121746, -971996, -1200405 ], [ 1.410288, 1.876062, 0.958434, 0.965528, 0.882748, 1.06221 ], [ 88, 44, 44, 88, 44, 44 ], [ 46, 18, 28, 44, 18, 26 ], [ 42, 26, 16, 44, 26, 18 ], [ 52.272727, 40.909091, 63.636364, 50, 40.909091, 59.090909 ], [ 1.287655, 2.709868, 0.547677, 0.965528, 1.27508, 0.735376 ], [ 402521, 402521, 45589, 402521, 402521, 229096 ], [ -125164, -76749, -125164, -714407, -714407, -473500 ], [ 47, 58, 37, 47, 58, 37 ], [ 36, 35, 37, 41, 43, 40 ], [ 60, 74, 37, 54, 69, 32 ], [ 4221, 2573, 1648, 4221, 2573, 1648 ], [ 16.349258, 0, 17.682592, 16.349258, 0, 17.682592 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 348850, 288368, -578385, -579967, -582588, -291028 ] ] }
{ "trading_pair": "GALA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4437, "evaluation_days": 1479, "actual_first_datapoint_time": 1631491200000, "first_datapoint_time": 1634256000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759278175917, "expiration_time": 1763081568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 2.30719 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "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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