Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12669341.9894 | 12718743.687 | -49401.6976 | 2057819.658 | 2340051.7028 | -282232.0448 |
Total P&L (%) | 12669.342 | 12718.7437 | -49.4017 | 2057.8197 | 2340.0517 | -282.232 |
Avg Daily Profit (%) | 5.5972 | 5.6191 | -0.0218 | 0.1358 | 0.1412 | 0 |
Buy And Hold Return (%) | 7818.0897 | 7818.0897 | 7818.0897 | 7818.0897 | 7818.0897 | 7818.0897 |
Max Trade Drawdown | -182347 | -164413 | -51870 | -8990836 | -8085438 | -2242171 |
Profit Factor | 17.678 | 22.1615 | 0.6885 | 1.092 | 1.1261 | 0.9258 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Profitability (%) | 30.9091 | 30.4878 | 31.3253 | 30.9091 | 30.4878 | 31.3253 |
Ratio Avg Win / Avg Loss | 39.5156 | 50.5282 | 1.5095 | 2.441 | 2.5675 | 2.0297 |
Largest Winning Trade | 12579356 | 12579356 | 19744 | 8963981 | 8963981 | 1199612 |
Largest Losing Trade | -33300 | -33300 | -12702 | -2543779 | -2543779 | -490608 |
Avg Bars in Trades | 77 | 153 | 2 | 77 | 153 | 2 |
Avg Bars in Winners | 171 | 344 | 4 | 171 | 344 | 4 |
Avg Bars in Losers | 36 | 69 | 2 | 36 | 69 | 2 |
Bars Traded | 12831 | 12593 | 238 | 12831 | 12593 | 238 |
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 | 305762 | 109769 | -585316 | -301870 | -262633 | -585316 |
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{ "first_band": { "type": "kcl", "factors": { "length": 30, "offset": 72, "scalar": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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": [ [ 12669341.98938247, 12718743.68701755, -49401.6976350786, 2057819.6579915406, 2340051.702797257, -282232.0448057133 ], [ 12669.341989, 12718.743687, -49.401698, 2057.819658, 2340.051703, -282.232045 ], [ 5.597235, 5.619061, -0.021825, 0.135797, 0.141235, 0 ], [ 7818.089717, 7818.089717, 7818.089717, 7818.089717, 7818.089717, 7818.089717 ], [ -182347, -164413, -51870, -8990836, -8085438, -2242171 ], [ 17.678013, 22.16151, 0.688536, 1.092009, 1.126075, 0.925819 ], [ 165, 82, 83, 165, 82, 83 ], [ 51, 25, 26, 51, 25, 26 ], [ 114, 57, 57, 114, 57, 57 ], [ 30.909091, 30.487805, 31.325301, 30.909091, 30.487805, 31.325301 ], [ 39.515558, 50.528244, 1.509484, 2.440961, 2.567451, 2.029681 ], [ 12579356, 12579356, 19744, 8963981, 8963981, 1199612 ], [ -33300, -33300, -12702, -2543779, -2543779, -490608 ], [ 77, 153, 2, 77, 153, 2 ], [ 171, 344, 4, 171, 344, 4 ], [ 36, 69, 2, 36, 69, 2 ], [ 12831, 12593, 238, 12831, 12593, 238 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 305762, 109769, -585316, -301870, -262633, -585316 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13581, "evaluation_days": 2263.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1562745600000, "last_datapoint_time": 1757908800000, "evaluation_time": 1757920721221, "expiration_time": 1763775792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 30, "offset": 72, "scalar": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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