Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370898.4089 | 385933.6005 | -15035.1917 | -52105.4759 | 137814.3801 | -189919.856 |
Total P&L (%) | 370.8984 | 385.9336 | -15.0352 | -52.1055 | 137.8144 | -189.9199 |
Avg Daily Profit (%) | 0.1988 | 0.2068 | -0.0081 | -0.0394 | 0.0464 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251404 | -227201 | -96799 | -1541203 | -1385854 | -498616 |
Profit Factor | 1.1572 | 1.2363 | 0.9793 | 0.9896 | 1.0385 | 0.8685 |
Total Trades | 799 | 399 | 400 | 799 | 399 | 400 |
Winning Trades | 439 | 216 | 223 | 439 | 216 | 223 |
Losing Trades | 360 | 183 | 177 | 360 | 183 | 177 |
Profitability (%) | 54.9437 | 54.1353 | 55.75 | 54.9437 | 54.1353 | 55.75 |
Ratio Avg Win / Avg Loss | 0.949 | 1.0474 | 0.7773 | 0.8115 | 0.8798 | 0.6893 |
Largest Winning Trade | 50491 | 50491 | 18762 | 307106 | 307106 | 102912 |
Largest Losing Trade | -64303 | -57342 | -64303 | -553836 | -553836 | -211712 |
Avg Bars in Trades | 27 | 47 | 7 | 27 | 47 | 7 |
Avg Bars in Winners | 21 | 37 | 6 | 21 | 37 | 6 |
Avg Bars in Losers | 34 | 58 | 9 | 34 | 58 | 9 |
Bars Traded | 21858 | 18775 | 3083 | 21858 | 18775 | 3083 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36128 | 339834 | -578219 | -575269 | -308679 | -578219 |
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 22, "offset": 0, "std": 3.26201 } } }
{ "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": [ [ 370898.4088519707, 385933.6005067605, -15035.1916547896, -52105.4759331237, 137814.3800958979, -189919.8560290214 ], [ 370.898409, 385.933601, -15.035192, -52.105476, 137.81438, -189.919856 ], [ 0.198758, 0.206815, -0.008057, -0.039442, 0.046435, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -251404, -227201, -96799, -1541203, -1385854, -498616 ], [ 1.157224, 1.236258, 0.979277, 0.989629, 1.038492, 0.868455 ], [ 799, 399, 400, 799, 399, 400 ], [ 439, 216, 223, 439, 216, 223 ], [ 360, 183, 177, 360, 183, 177 ], [ 54.94368, 54.135338, 55.75, 54.94368, 54.135338, 55.75 ], [ 0.948976, 1.047385, 0.777273, 0.811541, 0.879833, 0.689312 ], [ 50491, 50491, 18762, 307106, 307106, 102912 ], [ -64303, -57342, -64303, -553836, -553836, -211712 ], [ 27, 47, 7, 27, 47, 7 ], [ 21, 37, 6, 21, 37, 6 ], [ 34, 58, 9, 34, 58, 9 ], [ 21858, 18775, 3083, 21858, 18775, 3083 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -36128, 339834, -578219, -575269, -308679, -578219 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22393, "evaluation_days": 1866.08, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1598659200000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759779025791, "expiration_time": 1765577865600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 22, "offset": 0, "std": 3.26201 } } }
# | 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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