Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180626.8721 | 939139.2781 | 241487.594 | 19502042.5266 | 4667351.7131 | 14834690.8135 |
Total P&L (%) | 1180.6269 | 939.1393 | 241.4876 | 19502.0425 | 4667.3517 | 14834.6908 |
Avg Daily Profit (%) | 0.6088 | 0.4842 | 0.1245 | 0.2725 | 0.1995 | 0.2585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75285 | -61019 | -41889 | -12221034 | -5220021 | -7850850 |
Profit Factor | 3.4694 | 4.8088 | 2.043 | 1.4917 | 1.2444 | 1.7215 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 39.1753 | 32.6531 | 45.8333 | 39.1753 | 32.6531 | 45.8333 |
Ratio Avg Win / Avg Loss | 5.3867 | 9.9181 | 2.4145 | 2.3161 | 2.5665 | 2.0345 |
Largest Winning Trade | 515639 | 515639 | 63291 | 12278807 | 9889065 | 12278807 |
Largest Losing Trade | -30787 | -22111 | -30787 | -6119322 | -2201884 | -6119322 |
Avg Bars in Trades | 234 | 174 | 295 | 234 | 174 | 295 |
Avg Bars in Winners | 432 | 333 | 504 | 432 | 333 | 504 |
Avg Bars in Losers | 106 | 97 | 118 | 106 | 97 | 118 |
Bars Traded | 22726 | 8551 | 14175 | 22726 | 8551 | 14175 |
Profit Streak | 33.9422 | 39.1089 | 0 | 33.9422 | 39.1089 | 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 | 531273 | 432675 | -24434 | 274126 | 100259 | 369668 |
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{ "first_band": { "type": "kcu", "factors": { "length": 137, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 5 } } }
{ "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": [ [ 1180626.872059458, 939139.2780895147, 241487.5939699428, 19502042.52661393, 4667351.713129247, 14834690.813484687 ], [ 1180.626872, 939.139278, 241.487594, 19502.042527, 4667.351713, 14834.690813 ], [ 0.608753, 0.484237, 0.124515, 0.272525, 0.199453, 0.258466 ], [ 10, 10, 10, 10, 10, 10 ], [ -75285, -61019, -41889, -12221034, -5220021, -7850850 ], [ 3.469391, 4.808783, 2.042997, 1.491731, 1.244374, 1.721504 ], [ 97, 49, 48, 97, 49, 48 ], [ 38, 16, 22, 38, 16, 22 ], [ 59, 33, 26, 59, 33, 26 ], [ 39.175258, 32.653061, 45.833333, 39.175258, 32.653061, 45.833333 ], [ 5.386686, 9.918116, 2.414451, 2.316108, 2.566521, 2.034505 ], [ 515639, 515639, 63291, 12278807, 9889065, 12278807 ], [ -30787, -22111, -30787, -6119322, -2201884, -6119322 ], [ 234, 174, 295, 234, 174, 295 ], [ 432, 333, 504, 432, 333, 504 ], [ 106, 97, 118, 106, 97, 118 ], [ 22726, 8551, 14175, 22726, 8551, 14175 ], [ 33.942241, 39.108907, 0, 33.942241, 39.108907, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 531273, 432675, -24434, 274126, 100259, 369668 ] ] }
{ "trading_pair": "LRC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 23273, "evaluation_days": 1939.42, "actual_first_datapoint_time": 1591948800000, "first_datapoint_time": 1592928000000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759559809599, "expiration_time": 1765589961600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 137, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcu", "factors": { "length": 121, "offset": 0, "scalar": 5 } } }
# | 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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