Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855124.8323 | 676959.3505 | 178165.4817 | 1728000.3637 | 344967.442 | 1383032.9217 |
Total P&L (%) | 855.1248 | 676.9594 | 178.1655 | 1728.0004 | 344.9674 | 1383.0329 |
Avg Daily Profit (%) | 0.4495 | 0.3558 | 0.0936 | 0.1529 | 0.0785 | 0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94145 | -106480 | -35411 | -1801469 | -1813130 | -312674 |
Profit Factor | 3.5698 | 4.7118 | 2.1848 | 1.4834 | 1.1635 | 1.9437 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 60.3175 | 58.0645 | 62.5 | 60.3175 | 58.0645 | 62.5 |
Ratio Avg Win / Avg Loss | 2.3486 | 3.403 | 1.3109 | 0.9759 | 0.8403 | 1.1662 |
Largest Winning Trade | 648398 | 648398 | 35552 | 768681 | 768681 | 451041 |
Largest Losing Trade | -45646 | -45646 | -26567 | -1013469 | -1013469 | -312674 |
Avg Bars in Trades | 55 | 81 | 30 | 55 | 81 | 30 |
Avg Bars in Winners | 61 | 94 | 31 | 61 | 94 | 31 |
Avg Bars in Losers | 47 | 63 | 30 | 47 | 63 | 30 |
Bars Traded | 3519 | 2537 | 982 | 3519 | 2537 | 982 |
Profit Streak | 0 | 810.9424 | 0 | 0 | 810.9424 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132746 | 694381 | -63308 | -142489 | -128113 | 32550 |
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{ "first_band": { "type": "kcb", "factors": { "length": 133, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 29, "offset": 0, "std": 3.33222 } } }
{ "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": [ [ 855124.8322735504, 676959.3505489419, 178165.4817246084, 1728000.3637042264, 344967.441971143, 1383032.9217330832 ], [ 855.124832, 676.959351, 178.165482, 1728.000364, 344.967442, 1383.032922 ], [ 0.449474, 0.355826, 0.093648, 0.152853, 0.078498, 0.141844 ], [ 10, 10, 10, 10, 10, 10 ], [ -94145, -106480, -35411, -1801469, -1813130, -312674 ], [ 3.569838, 4.711814, 2.18481, 1.483358, 1.163534, 1.943704 ], [ 63, 31, 32, 63, 31, 32 ], [ 38, 18, 20, 38, 18, 20 ], [ 25, 13, 12, 25, 13, 12 ], [ 60.31746, 58.064516, 62.5, 60.31746, 58.064516, 62.5 ], [ 2.348578, 3.402977, 1.310886, 0.975893, 0.84033, 1.166222 ], [ 648398, 648398, 35552, 768681, 768681, 451041 ], [ -45646, -45646, -26567, -1013469, -1013469, -312674 ], [ 55, 81, 30, 55, 81, 30 ], [ 61, 94, 31, 61, 94, 31 ], [ 47, 63, 30, 47, 63, 30 ], [ 3519, 2537, 982, 3519, 2537, 982 ], [ 0, 810.942414, 0, 0, 810.942414, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -132746, 694381, -63308, -142489, -128113, 32550 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559952000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758796624611, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 133, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 29, "offset": 0, "std": 3.33222 } } }
# | 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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