Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -588370.5094 | 76986.7823 | -665357.2917 | -25293113.446 | 10252757.016 | -35545870.462 |
Total P&L (%) | -588.3705 | 76.9868 | -665.3573 | -25293.1134 | 10252.757 | -35545.8705 |
Avg Daily Profit (%) | -0.3093 | 0.0405 | -0.3497 | 0 | 0.2442 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -991829 | -58041 | -991829 | -33540852 | -4819033 | -35669410 |
Profit Factor | 0.4974 | 1.5211 | 0.3495 | 0.5411 | 1.6983 | 0.1209 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 52 | 22 | 30 | 28 | 18 | 10 |
Losing Trades | 22 | 15 | 7 | 46 | 19 | 27 |
Profitability (%) | 70.2703 | 59.4595 | 81.0811 | 37.8378 | 48.6486 | 27.027 |
Ratio Avg Win / Avg Loss | 0.2104 | 1.0371 | 0.0815 | 0.889 | 1.7926 | 0.3265 |
Largest Winning Trade | 48459 | 48459 | 44934 | 9229726 | 9229726 | 1849609 |
Largest Losing Trade | -991829 | -29793 | -991829 | -6104881 | -2903740 | -6104881 |
Avg Bars in Trades | 47 | 26 | 68 | 47 | 26 | 68 |
Avg Bars in Winners | 35 | 24 | 43 | 28 | 32 | 22 |
Avg Bars in Losers | 76 | 29 | 175 | 58 | 21 | 85 |
Bars Traded | 3510 | 988 | 2522 | 3510 | 988 | 2522 |
Profit Streak | 769.2178 | 770.7178 | 769.2178 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -645273 | -134576 | -575448 | -654285 | 410076 | -601653 |
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{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.84807 } }, "second_band": { "type": "kcl", "factors": { "length": 235, "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": [ [ -588370.5094322301, 76986.7822790405, -665357.2917112709, -25293113.44599861, 10252757.015996283, -35545870.461994894 ], [ -588.370509, 76.986782, -665.357292, -25293.113446, 10252.757016, -35545.870462 ], [ -0.309262, 0.040466, -0.349728, 0, 0.244179, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -991829, -58041, -991829, -33540852, -4819033, -35669410 ], [ 0.497356, 1.521126, 0.349488, 0.541119, 1.69828, 0.120941 ], [ 74, 37, 37, 74, 37, 37 ], [ 52, 22, 30, 28, 18, 10 ], [ 22, 15, 7, 46, 19, 27 ], [ 70.27027, 59.459459, 81.081081, 37.837838, 48.648649, 27.027027 ], [ 0.21042, 1.037131, 0.081547, 0.888982, 1.792628, 0.32654 ], [ 48459, 48459, 44934, 9229726, 9229726, 1849609 ], [ -991829, -29793, -991829, -6104881, -2903740, -6104881 ], [ 47, 26, 68, 47, 26, 68 ], [ 35, 24, 43, 28, 32, 22 ], [ 76, 29, 175, 58, 21, 85 ], [ 3510, 988, 2522, 3510, 988, 2522 ], [ 769.217777, 770.717777, 769.217777, 0, 0, 0 ], [ 6, 3, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -645273, -134576, -575448, -654285, 410076, -601653 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1564358400000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758863615939, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.84807 } }, "second_band": { "type": "kcl", "factors": { "length": 235, "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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