Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2554819.635 | 2394044.4559 | 160775.1791 | 9596082.0829 | -1874816.8319 | 11470898.9148 |
Total P&L (%) | 2554.8196 | 2394.0445 | 160.7752 | 9596.0821 | -1874.8168 | 11470.8989 |
Avg Daily Profit (%) | 1.1073 | 1.0377 | 0.0697 | 0.1985 | 0 | 0.2061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98743 | -124048 | -66367 | -23521874 | -25738831 | -9849167 |
Profit Factor | 6.3908 | 11.1583 | 1.6748 | 1.1455 | 0.9529 | 1.4389 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 |
Ratio Avg Win / Avg Loss | 6.8472 | 11.9553 | 1.7944 | 1.2273 | 1.021 | 1.5416 |
Largest Winning Trade | 2078491 | 2078491 | 76206 | 18880232 | 18880232 | 10240590 |
Largest Losing Trade | -36958 | -29322 | -36958 | -8318919 | -8318919 | -5718374 |
Avg Bars in Trades | 218 | 181 | 255 | 218 | 181 | 255 |
Avg Bars in Winners | 319 | 267 | 370 | 319 | 267 | 370 |
Avg Bars in Losers | 124 | 101 | 147 | 124 | 101 | 147 |
Bars Traded | 12669 | 5266 | 7403 | 12669 | 5266 | 7403 |
Profit Streak | 25.6184 | 0 | 35.4517 | 25.6184 | 0 | 35.4517 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157666 | 762298 | -96903 | -232109 | -579836 | 358234 |
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{ "first_band": { "type": "kcb", "factors": { "length": 243, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 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": [ [ 2554819.6350235036, 2394044.4558904925, 160775.1791330121, 9596082.082929758, -1874816.8318979717, 11470898.91482773 ], [ 2554.819635, 2394.044456, 160.775179, 9596.082083, -1874.816832, 11470.898915 ], [ 1.107339, 1.037654, 0.069685, 0.198462, 0, 0.206139 ], [ 10, 10, 10, 10, 10, 10 ], [ -98743, -124048, -66367, -23521874, -25738831, -9849167 ], [ 6.390751, 11.158275, 1.674811, 1.145474, 0.952926, 1.438868 ], [ 58, 29, 29, 58, 29, 29 ], [ 28, 14, 14, 28, 14, 14 ], [ 30, 15, 15, 30, 15, 15 ], [ 48.275862, 48.275862, 48.275862, 48.275862, 48.275862, 48.275862 ], [ 6.847233, 11.955295, 1.79444, 1.227293, 1.020992, 1.541645 ], [ 2078491, 2078491, 76206, 18880232, 18880232, 10240590 ], [ -36958, -29322, -36958, -8318919, -8318919, -5718374 ], [ 218, 181, 255, 218, 181, 255 ], [ 319, 267, 370, 319, 267, 370 ], [ 124, 101, 147, 124, 101, 147 ], [ 12669, 5266, 7403, 12669, 5266, 7403 ], [ 25.618359, 0, 35.451692, 25.618359, 0, 35.451692 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -157666, 762298, -96903, -232109, -579836, 358234 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1562846400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758811826193, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 243, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 146, "offset": 0, "poles": 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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