Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479471.7898 | 1483050.3944 | -3578.6046 | 474192.1311 | 50288.8534 | 423903.2777 |
Total P&L (%) | 1479.4718 | 1483.0504 | -3.5786 | 474.1921 | 50.2889 | 423.9033 |
Avg Daily Profit (%) | 0.8116 | 0.8135 | -0.002 | 0.0959 | 0.0224 | 0.0909 |
Buy And Hold Return (%) | 725.9644 | 725.9644 | 725.9644 | 725.9644 | 725.9644 | 725.9644 |
Max Trade Drawdown | -154327 | -156745 | -33974 | -2996715 | -3080263 | -399731 |
Profit Factor | 3.3306 | 3.9932 | 0.9743 | 1.0632 | 1.008 | 1.3383 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 39.4958 | 35.5932 | 43.3333 | 39.4958 | 35.5932 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.1022 | 7.2258 | 1.2741 | 1.6287 | 1.8241 | 1.7501 |
Largest Winning Trade | 819863 | 819863 | 22461 | 2691825 | 2691825 | 268458 |
Largest Losing Trade | -50887 | -50887 | -12330 | -1360697 | -1360697 | -277296 |
Avg Bars in Trades | 168 | 322 | 16 | 168 | 322 | 16 |
Avg Bars in Winners | 222 | 474 | 19 | 222 | 474 | 19 |
Avg Bars in Losers | 132 | 237 | 14 | 132 | 237 | 14 |
Bars Traded | 20014 | 19000 | 1013 | 20014 | 19000 | 1013 |
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 | 329000 | -168929 | -750606 | -384357 | -721910 | -407466 |
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{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "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": [ [ 1479471.789782318, 1483050.3944033138, -3578.6046209963, 474192.1311457282, 50288.8534107277, 423903.2777350008 ], [ 1479.47179, 1483.050394, -3.578605, 474.192131, 50.288853, 423.903278 ], [ 0.811559, 0.813522, -0.001963, 0.095921, 0.02235, 0.090888 ], [ 725.964435, 725.964435, 725.964435, 725.964435, 725.964435, 725.964435 ], [ -154327, -156745, -33974, -2996715, -3080263, -399731 ], [ 3.330576, 3.993225, 0.974318, 1.063197, 1.008046, 1.338321 ], [ 119, 59, 60, 119, 59, 60 ], [ 47, 21, 26, 47, 21, 26 ], [ 72, 38, 34, 72, 38, 34 ], [ 39.495798, 35.59322, 43.333333, 39.495798, 35.59322, 43.333333 ], [ 5.102159, 7.225836, 1.274108, 1.628727, 1.824083, 1.750112 ], [ 819863, 819863, 22461, 2691825, 2691825, 268458 ], [ -50887, -50887, -12330, -1360697, -1360697, -277296 ], [ 168, 322, 16, 168, 322, 16 ], [ 222, 474, 19, 222, 474, 19 ], [ 132, 237, 14, 132, 237, 14 ], [ 20014, 19000, 1013, 20014, 19000, 1013 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 329000, -168929, -750606, -384357, -721910, -407466 ] ] }
{ "trading_pair": "AVAX_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21876, "evaluation_days": 1823, "actual_first_datapoint_time": 1600754400000, "first_datapoint_time": 1601740800000, "last_datapoint_time": 1758297600000, "evaluation_time": 1758299793123, "expiration_time": 1763967859200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 138, "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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