Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421782.1003 | 394911.4011 | 26870.6992 | -169615.0015 | 2823088.1952 | -2992703.1967 |
Total P&L (%) | 421.7821 | 394.9114 | 26.8707 | -169.615 | 2823.0882 | -2992.7032 |
Avg Daily Profit (%) | 0.2134 | 0.1998 | 0.0136 | 0 | 0.1709 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205496 | -125536 | -111892 | -4298087 | -341530 | -4449921 |
Profit Factor | 1.6578 | 2.2284 | 1.0841 | 0.9687 | 5.1468 | 0.3681 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 16 | 18 | 41 | 24 | 17 |
Losing Trades | 31 | 17 | 14 | 24 | 9 | 15 |
Profitability (%) | 52.3077 | 48.4848 | 56.25 | 63.0769 | 72.7273 | 53.125 |
Ratio Avg Win / Avg Loss | 1.5115 | 2.3676 | 0.8432 | 0.567 | 1.9301 | 0.3248 |
Largest Winning Trade | 181718 | 181718 | 75039 | 1027243 | 1027243 | 621140 |
Largest Losing Trade | -111892 | -54048 | -111892 | -3688558 | -341530 | -3688558 |
Avg Bars in Trades | 118 | 152 | 84 | 118 | 152 | 84 |
Avg Bars in Winners | 140 | 185 | 101 | 120 | 145 | 85 |
Avg Bars in Losers | 94 | 121 | 62 | 116 | 171 | 82 |
Bars Traded | 7731 | 5031 | 2700 | 7731 | 5031 | 2700 |
Profit Streak | 0 | 0 | 586.1036 | 491.8536 | 526.8536 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124825 | 404857 | -306443 | -714498 | 691088 | -580405 |
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{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "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": [ [ 421782.1003360468, 394911.4011391766, 26870.6991968704, -169615.0014796609, 2823088.195202927, -2992703.196682588 ], [ 421.7821, 394.911401, 26.870699, -169.615001, 2823.088195, -2992.703197 ], [ 0.213371, 0.199778, 0.013593, 0, 0.170892, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -205496, -125536, -111892, -4298087, -341530, -4449921 ], [ 1.657824, 2.228354, 1.084055, 0.968686, 5.146841, 0.368076 ], [ 65, 33, 32, 65, 33, 32 ], [ 34, 16, 18, 41, 24, 17 ], [ 31, 17, 14, 24, 9, 15 ], [ 52.307692, 48.484848, 56.25, 63.076923, 72.727273, 53.125 ], [ 1.511545, 2.367626, 0.843154, 0.567036, 1.930065, 0.324773 ], [ 181718, 181718, 75039, 1027243, 1027243, 621140 ], [ -111892, -54048, -111892, -3688558, -341530, -3688558 ], [ 118, 152, 84, 118, 152, 84 ], [ 140, 185, 101, 120, 145, 85 ], [ 94, 121, 62, 116, 171, 82 ], [ 7731, 5031, 2700, 7731, 5031, 2700 ], [ 0, 0, 586.103604, 491.853604, 526.853604, 0 ], [ 0, 0, 1, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -124825, 404857, -306443, -714498, 691088, -580405 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7907, "evaluation_days": 1976.75, "actual_first_datapoint_time": 1547791200000, "first_datapoint_time": 1550728800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759307351420, "expiration_time": 1723706136000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 128, "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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