Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235858.0603 | 305048.178 | -69190.1177 | -86912.5435 | 59733.8488 | -146646.3924 |
Total P&L (%) | 235.8581 | 305.0482 | -69.1901 | -86.9125 | 59.7338 | -146.6464 |
Avg Daily Profit (%) | 0.1253 | 0.162 | -0.0367 | -0.1079 | 0.0249 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296963 | -190809 | -145289 | -524556 | -349902 | -235803 |
Profit Factor | 1.392 | 2.0778 | 0.7829 | 0.8774 | 1.1531 | 0.5402 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 43.5484 | 41.9355 | 45.1613 | 43.5484 | 41.9355 | 45.1613 |
Ratio Avg Win / Avg Loss | 1.8044 | 2.877 | 0.9507 | 1.1374 | 1.5967 | 0.6559 |
Largest Winning Trade | 484339 | 484339 | 40435 | 417651 | 417651 | 51215 |
Largest Losing Trade | -50638 | -50638 | -40540 | -270510 | -270510 | -115793 |
Avg Bars in Trades | 58 | 46 | 71 | 58 | 46 | 71 |
Avg Bars in Winners | 77 | 59 | 93 | 77 | 59 | 93 |
Avg Bars in Losers | 44 | 36 | 52 | 44 | 36 | 52 |
Bars Traded | 3641 | 1434 | 2207 | 3641 | 1434 | 2207 |
Profit Streak | 50.6108 | 50.6108 | 72.1108 | 50.6108 | 50.6108 | 72.1108 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184336 | 310859 | -582141 | -739408 | -213892 | -582141 |
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{ "first_band": { "type": "kcb", "factors": { "length": 91, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "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": [ [ 235858.0602846217, 305048.1779963301, -69190.1177117087, -86912.5435344062, 59733.84882042, -146646.3923548262 ], [ 235.85806, 305.048178, -69.190118, -86.912544, 59.733849, -146.646392 ], [ 0.125257, 0.162001, -0.036745, -0.107935, 0.024875, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -296963, -190809, -145289, -524556, -349902, -235803 ], [ 1.391961, 2.077816, 0.782909, 0.877409, 1.153145, 0.540172 ], [ 62, 31, 31, 62, 31, 31 ], [ 27, 13, 14, 27, 13, 14 ], [ 35, 18, 17, 35, 18, 17 ], [ 43.548387, 41.935484, 45.16129, 43.548387, 41.935484, 45.16129 ], [ 1.804394, 2.876976, 0.950675, 1.137382, 1.596662, 0.655923 ], [ 484339, 484339, 40435, 417651, 417651, 51215 ], [ -50638, -50638, -40540, -270510, -270510, -115793 ], [ 58, 46, 71, 58, 46, 71 ], [ 77, 59, 93, 77, 59, 93 ], [ 44, 36, 52, 44, 36, 52 ], [ 3641, 1434, 2207, 3641, 1434, 2207 ], [ 50.610807, 50.610807, 72.110807, 50.610807, 50.610807, 72.110807 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -184336, 310859, -582141, -739408, -213892, -582141 ] ] }
{ "trading_pair": "STORJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3766, "evaluation_days": 1883, "actual_first_datapoint_time": 1596067200000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758854373763, "expiration_time": 1763595936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 91, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 44, "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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