Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135417.9347 | 99999.3959 | 35418.5388 | 181430.0463 | 141310.0551 | 40119.9912 |
Total P&L (%) | 135.4179 | 99.9994 | 35.4185 | 181.43 | 141.3101 | 40.12 |
Avg Daily Profit (%) | 0.26 | 0.192 | 0.068 | 0.1989 | 0.1693 | 0.0648 |
Buy And Hold Return (%) | 11.4172 | 11.4172 | 11.4172 | 11.4172 | 11.4172 | 11.4172 |
Max Trade Drawdown | -55990 | -47100 | -26238 | -56047 | -63840 | -35074 |
Profit Factor | 1.3657 | 1.4713 | 1.2239 | 1.3789 | 1.5345 | 1.1871 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 179 | 88 | 91 | 179 | 88 | 91 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 71.3147 | 70.4 | 72.2222 | 71.3147 | 70.4 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.5493 | 0.6186 | 0.4707 | 0.5546 | 0.6452 | 0.4566 |
Largest Winning Trade | 20029 | 20029 | 7200 | 16467 | 16467 | 9520 |
Largest Losing Trade | -26395 | -26395 | -16197 | -27371 | -27371 | -19508 |
Avg Bars in Trades | 96 | 123 | 69 | 96 | 123 | 69 |
Avg Bars in Winners | 59 | 79 | 40 | 59 | 79 | 40 |
Avg Bars in Losers | 188 | 230 | 143 | 188 | 230 | 143 |
Bars Traded | 24210 | 15496 | 8714 | 24210 | 15496 | 8714 |
Profit Streak | 23.2897 | 27.7897 | 23.2897 | 23.2897 | 27.7897 | 23.2897 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436163 | 374714 | -103603 | 420266 | 381614 | -121857 |
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{ "first_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 239, "offset": 0, "std": 2.39472 } } }
{ "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": [ [ 135417.9346709893, 99999.3958527592, 35418.5388182302, 181430.0463205672, 141310.0550933705, 40119.9912271967 ], [ 135.417935, 99.999396, 35.418539, 181.430046, 141.310055, 40.119991 ], [ 0.260004, 0.192, 0.068004, 0.198864, 0.169279, 0.064789 ], [ 11.417245, 11.417245, 11.417245, 11.417245, 11.417245, 11.417245 ], [ -55990, -47100, -26238, -56047, -63840, -35074 ], [ 1.36566, 1.471332, 1.22392, 1.378911, 1.534473, 1.187102 ], [ 251, 125, 126, 251, 125, 126 ], [ 179, 88, 91, 179, 88, 91 ], [ 72, 37, 35, 72, 37, 35 ], [ 71.314741, 70.4, 72.222222, 71.314741, 70.4, 72.222222 ], [ 0.549316, 0.618628, 0.470738, 0.554646, 0.645176, 0.456578 ], [ 20029, 20029, 7200, 16467, 16467, 9520 ], [ -26395, -26395, -16197, -27371, -27371, -19508 ], [ 96, 123, 69, 96, 123, 69 ], [ 59, 79, 40, 59, 79, 40 ], [ 188, 230, 143, 188, 230, 143 ], [ 24210, 15496, 8714, 24210, 15496, 8714 ], [ 23.289708, 27.789708, 23.289708, 23.289708, 27.789708, 23.289708 ], [ 8, 5, 4, 8, 5, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 436163, 374714, -103603, 420266, 381614, -121857 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713949200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759012030748, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 239, "offset": 0, "std": 2.39472 } } }
# | 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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