Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389618.1911 | 377070.4861 | 12547.7049 | 104516.7862 | -137376.3538 | 241893.1401 |
Total P&L (%) | 389.6182 | 377.0705 | 12.5477 | 104.5168 | -137.3764 | 241.8931 |
Avg Daily Profit (%) | 0.1665 | 0.1612 | 0.0054 | 0.0306 | 0 | 0.0526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143809 | -114627 | -55340 | -1361935 | -1292988 | -252590 |
Profit Factor | 1.8122 | 2.1752 | 1.079 | 1.0406 | 0.9326 | 1.4525 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 1.8707 | 2.3202 | 1.079 | 1.0742 | 0.9948 | 1.4525 |
Largest Winning Trade | 204661 | 204661 | 26159 | 744268 | 744268 | 224422 |
Largest Losing Trade | -54509 | -54509 | -33914 | -829882 | -829882 | -127649 |
Avg Bars in Trades | 206 | 363 | 53 | 206 | 363 | 53 |
Avg Bars in Winners | 249 | 470 | 42 | 249 | 470 | 42 |
Avg Bars in Losers | 164 | 263 | 65 | 164 | 263 | 65 |
Bars Traded | 13000 | 11273 | 1727 | 13000 | 11273 | 1727 |
Profit Streak | 46.7941 | 0 | 76.4607 | 46.7941 | 0 | 76.4607 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139977 | 387364 | -405277 | -478633 | -581445 | -121194 |
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{ "first_band": { "type": "kcl", "factors": { "length": 56, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 212, "offset": 0 } } }
{ "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": [ [ 389618.1910517287, 377070.4861024267, 12547.7049493021, 104516.786232252, -137376.3538198206, 241893.1400520725 ], [ 389.618191, 377.070486, 12.547705, 104.516786, -137.376354, 241.89314 ], [ 0.166516, 0.161153, 0.005363, 0.030583, 0, 0.052553 ], [ 10, 10, 10, 10, 10, 10 ], [ -143809, -114627, -55340, -1361935, -1292988, -252590 ], [ 1.812202, 2.175165, 1.078996, 1.040611, 0.932626, 1.452463 ], [ 63, 31, 32, 63, 31, 32 ], [ 31, 15, 16, 31, 15, 16 ], [ 32, 16, 16, 32, 16, 16 ], [ 49.206349, 48.387097, 50, 49.206349, 48.387097, 50 ], [ 1.87066, 2.320176, 1.078996, 1.074179, 0.994801, 1.452463 ], [ 204661, 204661, 26159, 744268, 744268, 224422 ], [ -54509, -54509, -33914, -829882, -829882, -127649 ], [ 206, 363, 53, 206, 363, 53 ], [ 249, 470, 42, 249, 470, 42 ], [ 164, 263, 65, 164, 263, 65 ], [ 13000, 11273, 1727, 13000, 11273, 1727 ], [ 46.794068, 0, 76.460735, 46.794068, 0, 76.460735 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -139977, 387364, -405277, -478633, -581445, -121194 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14039, "evaluation_days": 2339.83, "actual_first_datapoint_time": 1556510400000, "first_datapoint_time": 1559577600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884607511, "expiration_time": 1764780048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 56, "offset": 0, "scalar": 2 } }, "second_band": { "type": "jma", "factors": { "length": 212, "offset": 0 } } }
# | 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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