Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1779974.8952 | 15792.2998 | -1795767.195 | -493140.7681 | 4600783.0484 | -5093923.8165 |
Total P&L (%) | -1779.9749 | 15.7923 | -1795.7672 | -493.1408 | 4600.783 | -5093.9238 |
Avg Daily Profit (%) | -0.7691 | 0.0068 | -0.7759 | 0 | 0.1665 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1963120 | -82495 | -1960849 | -10386723 | -1696504 | -11419759 |
Profit Factor | 0.2883 | 1.0602 | 0.1978 | 0.9739 | 2.0018 | 0.6445 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 68 | 32 | 36 | 34 | 20 | 14 |
Losing Trades | 23 | 13 | 10 | 57 | 25 | 32 |
Profitability (%) | 74.7253 | 71.1111 | 78.2609 | 37.3626 | 44.4444 | 30.4348 |
Ratio Avg Win / Avg Loss | 0.0975 | 0.4307 | 0.055 | 1.6328 | 2.5023 | 1.4731 |
Largest Winning Trade | 32837 | 27795 | 32837 | 5335973 | 5335973 | 3454416 |
Largest Losing Trade | -1666476 | -78918 | -1666476 | -6492364 | -682548 | -6492364 |
Avg Bars in Trades | 47 | 39 | 54 | 47 | 39 | 54 |
Avg Bars in Winners | 24 | 16 | 31 | 68 | 63 | 77 |
Avg Bars in Losers | 115 | 97 | 138 | 34 | 20 | 44 |
Bars Traded | 4300 | 1788 | 2511 | 4300 | 1788 | 2511 |
Profit Streak | 82.9509 | 82.9509 | 258.4509 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575595 | -345576 | -575643 | -582671 | 340580 | -586646 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 1 } } }
{ "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": [ [ -1779974.89521549, 15792.2998149342, -1795767.1950304233, -493140.7680680835, 4600783.048402039, -5093923.816470121 ], [ -1779.974895, 15.7923, -1795.767195, -493.140768, 4600.783048, -5093.923816 ], [ -0.769054, 0.006823, -0.775877, 0, 0.166495, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -1963120, -82495, -1960849, -10386723, -1696504, -11419759 ], [ 0.28825, 1.060233, 0.197837, 0.973935, 2.001809, 0.64446 ], [ 91, 45, 46, 91, 45, 46 ], [ 68, 32, 36, 34, 20, 14 ], [ 23, 13, 10, 57, 25, 32 ], [ 74.725275, 71.111111, 78.26087, 37.362637, 44.444444, 30.434783 ], [ 0.097496, 0.43072, 0.054955, 1.632774, 2.502262, 1.473051 ], [ 32837, 27795, 32837, 5335973, 5335973, 3454416 ], [ -1666476, -78918, -1666476, -6492364, -682548, -6492364 ], [ 47, 39, 54, 47, 39, 54 ], [ 24, 16, 31, 68, 63, 77 ], [ 115, 97, 138, 34, 20, 44 ], [ 4300, 1788, 2511, 4300, 1788, 2511 ], [ 82.950885, 82.950885, 258.450885, 0, 0, 0 ], [ 5, 2, 5, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -575595, -345576, -575643, -582671, 340580, -586646 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4629, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563192000000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759315756488, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 90, "offset": 0, "scalar": 1 } } }
# | 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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