Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 43599.2961 | 6171.4081 | 37427.888 | 45700.7782 | 9130.6298 | 36570.1485 |
Total P&L (%) | 43.5993 | 6.1714 | 37.4279 | 45.7008 | 9.1306 | 36.5701 |
Avg Daily Profit (%) | 0.5022 | 0.0711 | 0.4311 | 0.4345 | 0.1007 | 0.3597 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10874 | -8195 | -10516 | -11660 | -8948 | -11664 |
Profit Factor | 2.079 | 1.4613 | 2.3846 | 2.0565 | 1.6433 | 2.2582 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 53.8462 | 48.4848 | 59.375 | 53.8462 | 48.4848 | 59.375 |
Ratio Avg Win / Avg Loss | 1.782 | 1.5527 | 1.6316 | 1.7627 | 1.746 | 1.5451 |
Largest Winning Trade | 28992 | 11342 | 28992 | 29412 | 14842 | 29412 |
Largest Losing Trade | -9375 | -5660 | -9375 | -10093 | -6322 | -10093 |
Avg Bars in Trades | 352 | 49 | 665 | 352 | 49 | 665 |
Avg Bars in Winners | 286 | 36 | 496 | 286 | 36 | 496 |
Avg Bars in Losers | 431 | 63 | 912 | 431 | 63 | 912 |
Bars Traded | 22941 | 1648 | 21293 | 22941 | 1648 | 21293 |
Profit Streak | 3.5553 | 3.5553 | 7.1665 | 3.5553 | 3.5553 | 7.1665 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125367 | -264806 | 434670 | -125802 | -224394 | 401151 |
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{ "first_band": { "type": "kcu", "factors": { "length": 64, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 43599.2960818587, 6171.4080641996, 37427.8880176592, 45700.7782400243, 9130.6297643085, 36570.1484757158 ], [ 43.599296, 6.171408, 37.427888, 45.700778, 9.13063, 36.570148 ], [ 0.502238, 0.071091, 0.431147, 0.434514, 0.100702, 0.359669 ], [ 10, 10, 10, 10, 10, 10 ], [ -10874, -8195, -10516, -11660, -8948, -11664 ], [ 2.078955, 1.461318, 2.384626, 2.056455, 1.643273, 2.258237 ], [ 65, 33, 32, 65, 33, 32 ], [ 35, 16, 19, 35, 16, 19 ], [ 30, 17, 13, 30, 17, 13 ], [ 53.846154, 48.484848, 59.375, 53.846154, 48.484848, 59.375 ], [ 1.781961, 1.55265, 1.631586, 1.762676, 1.745978, 1.545109 ], [ 28992, 11342, 28992, 29412, 14842, 29412 ], [ -9375, -5660, -9375, -10093, -6322, -10093 ], [ 352, 49, 665, 352, 49, 665 ], [ 286, 36, 496, 286, 36, 496 ], [ 431, 63, 912, 431, 63, 912 ], [ 22941, 1648, 21293, 22941, 1648, 21293 ], [ 3.555349, 3.555349, 7.16646, 3.555349, 3.555349, 7.16646 ], [ 2, 1, 2, 2, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125367, -264806, 434670, -125802, -224394, 401151 ] ] }
{ "trading_pair": "ATOM_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752689700000, "first_datapoint_time": 1752747300000, "last_datapoint_time": 1760189400000, "evaluation_time": 1760189682181, "expiration_time": 1766669400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 64, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 193, "offset": 0, "scalar": 2 } } }
# | 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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