Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19766.0231 | 5504.377 | 14261.646 | 20719.1539 | 5696.2672 | 15022.8866 |
Total P&L (%) | 19.766 | 5.5044 | 14.2616 | 20.7192 | 5.6963 | 15.0229 |
Avg Daily Profit (%) | 1.1386 | 0.3171 | 0.8215 | 1.0906 | 0.3196 | 0.8095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -8963 | -3894 | -5385 | -10872 | -4686 | -6578 |
Profit Factor | 1.9813 | 1.7624 | 2.1036 | 1.888 | 1.6838 | 2.0013 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 47.3684 | 52.0833 | 42.5532 | 47.3684 | 52.0833 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.2015 | 1.6214 | 2.8399 | 2.0977 | 1.5491 | 2.7018 |
Largest Winning Trade | 9789 | 4955 | 9789 | 11152 | 5233 | 11152 |
Largest Losing Trade | -2044 | -2044 | -1684 | -2466 | -2466 | -2026 |
Avg Bars in Trades | 242 | 27 | 461 | 242 | 27 | 461 |
Avg Bars in Winners | 364 | 32 | 778 | 364 | 32 | 778 |
Avg Bars in Losers | 132 | 22 | 226 | 132 | 22 | 226 |
Bars Traded | 23019 | 1319 | 21700 | 23019 | 1319 | 21700 |
Profit Streak | 4.1494 | 5.2959 | 4.1494 | 4.1494 | 5.2959 | 4.1494 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285169 | -153122 | -21210 | 300057 | -153529 | 56456 |
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{ "first_band": { "type": "kcu", "factors": { "length": 168, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 69, "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": [ [ 19766.0230729496, 5504.3770383179, 14261.6460346317, 20719.1538669018, 5696.2672339257, 15022.8866329761 ], [ 19.766023, 5.504377, 14.261646, 20.719154, 5.696267, 15.022887 ], [ 1.138596, 0.317072, 0.821523, 1.090562, 0.319631, 0.809485 ], [ 10, 10, 10, 10, 10, 10 ], [ -8963, -3894, -5385, -10872, -4686, -6578 ], [ 1.981331, 1.762439, 2.103618, 1.887967, 1.683809, 2.001322 ], [ 95, 48, 47, 95, 48, 47 ], [ 45, 25, 20, 45, 25, 20 ], [ 50, 23, 27, 50, 23, 27 ], [ 47.368421, 52.083333, 42.553191, 47.368421, 52.083333, 42.553191 ], [ 2.201478, 1.621443, 2.839885, 2.097741, 1.549104, 2.701785 ], [ 9789, 4955, 9789, 11152, 5233, 11152 ], [ -2044, -2044, -1684, -2466, -2466, -2026 ], [ 242, 27, 461, 242, 27, 461 ], [ 364, 32, 778, 364, 32, 778 ], [ 132, 22, 226, 132, 22, 226 ], [ 23019, 1319, 21700, 23019, 1319, 21700 ], [ 4.149416, 5.295944, 4.149416, 4.149416, 5.295944, 4.149416 ], [ 3, 4, 1, 3, 4, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 285169, -153122, -21210, 300057, -153529, 56456 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "1m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 17.36, "actual_first_datapoint_time": 1755340380000, "first_datapoint_time": 1755350400000, "last_datapoint_time": 1756840320000, "evaluation_time": 1757073669576, "expiration_time": 1763320320000, "calculated_commission": 8.0e-5, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 168, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 69, "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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