Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15282668.1583 | 15337977.2526 | -55309.0943 | 1905206.9623 | 10825647.6274 | -8920440.6651 |
Total P&L (%) | 15282.6682 | 15337.9773 | -55.3091 | 1905.207 | 10825.6476 | -8920.4407 |
Avg Daily Profit (%) | 6.7463 | 6.7707 | -0.0244 | 0.1324 | 0.2074 | 0 |
Buy And Hold Return (%) | 9496.3355 | 9496.3355 | 9496.3355 | 9496.3355 | 9496.3355 | 9496.3355 |
Max Trade Drawdown | -196955 | -129293 | -120308 | -16728005 | -14335153 | -12680173 |
Profit Factor | 20.8381 | 31.8457 | 0.7975 | 1.0278 | 1.2472 | 0.638 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 46.9274 | 43.8202 | 50 | 46.9274 | 43.8202 | 50 |
Ratio Avg Win / Avg Loss | 23.5669 | 40.8278 | 0.7975 | 1.1624 | 1.599 | 0.638 |
Largest Winning Trade | 15277057 | 15277057 | 25008 | 16864394 | 16864394 | 1938068 |
Largest Losing Trade | -41596 | -41596 | -21797 | -7235690 | -7235690 | -3816268 |
Avg Bars in Trades | 72 | 120 | 25 | 72 | 120 | 25 |
Avg Bars in Winners | 93 | 165 | 32 | 93 | 165 | 32 |
Avg Bars in Losers | 54 | 85 | 19 | 54 | 85 | 19 |
Bars Traded | 13026 | 10695 | 2331 | 13026 | 10695 | 2331 |
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 | 529961 | 442724 | -580813 | -371732 | -115973 | -580813 |
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{ "first_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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": [ [ 15282668.158297194, 15337977.252598597, -55309.0943013922, 1905206.9622951997, 10825647.627433851, -8920440.665138658 ], [ 15282.668158, 15337.977253, -55.309094, 1905.206962, 10825.647627, -8920.440665 ], [ 6.746332, 6.770747, -0.024415, 0.132445, 0.207412, 0 ], [ 9496.335528, 9496.335528, 9496.335528, 9496.335528, 9496.335528, 9496.335528 ], [ -196955, -129293, -120308, -16728005, -14335153, -12680173 ], [ 20.838087, 31.845707, 0.797493, 1.027842, 1.247225, 0.637973 ], [ 179, 89, 90, 179, 89, 90 ], [ 84, 39, 45, 84, 39, 45 ], [ 95, 50, 45, 95, 50, 45 ], [ 46.927374, 43.820225, 50, 46.927374, 43.820225, 50 ], [ 23.566884, 40.827829, 0.797493, 1.16244, 1.599006, 0.637973 ], [ 15277057, 15277057, 25008, 16864394, 16864394, 1938068 ], [ -41596, -41596, -21797, -7235690, -7235690, -3816268 ], [ 72, 120, 25, 72, 120, 25 ], [ 93, 165, 32, 93, 165, 32 ], [ 54, 85, 19, 54, 85, 19 ], [ 13026, 10695, 2331, 13026, 10695, 2331 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 529961, 442724, -580813, -371732, -115973, -580813 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13592, "evaluation_days": 2265.33, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1563940800000, "last_datapoint_time": 1758067200000, "evaluation_time": 1758075271410, "expiration_time": 1763938944000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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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