Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216210.8527 | 208788.9078 | 7421.9449 | 54624.8591 | 41471.6055 | 13153.2536 |
Total P&L (%) | 216.2109 | 208.7889 | 7.4219 | 54.6249 | 41.4716 | 13.1533 |
Avg Daily Profit (%) | 0.4151 | 0.4009 | 0.0143 | 0.0837 | 0.0666 | 0.0237 |
Buy And Hold Return (%) | 29.7907 | 29.7907 | 29.7907 | 29.7907 | 29.7907 | 29.7907 |
Max Trade Drawdown | -76467 | -82106 | -11737 | -162365 | -181290 | -18217 |
Profit Factor | 1.9539 | 2.0305 | 1.3087 | 1.151 | 1.1266 | 1.3843 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 46.1538 | 50 | 42.4242 | 46.1538 | 50 | 42.4242 |
Ratio Avg Win / Avg Loss | 2.2796 | 2.0305 | 1.776 | 1.3428 | 1.1266 | 1.8786 |
Largest Winning Trade | 274997 | 274997 | 7425 | 205266 | 205266 | 16862 |
Largest Losing Trade | -28668 | -28668 | -5397 | -51508 | -51508 | -9215 |
Avg Bars in Trades | 368 | 728 | 20 | 368 | 728 | 20 |
Avg Bars in Winners | 517 | 953 | 18 | 517 | 953 | 18 |
Avg Bars in Losers | 241 | 503 | 21 | 241 | 503 | 21 |
Bars Traded | 23974 | 23308 | 666 | 23974 | 23308 | 666 |
Profit Streak | 0 | 79.4987 | 0 | 0 | 79.4987 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125171 | 502718 | -341598 | -281953 | -228229 | -328497 |
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{ "first_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 79, "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": [ [ 216210.8526891982, 208788.9078231516, 7421.9448660465, 54624.8591234382, 41471.6055015214, 13153.2536219168 ], [ 216.210853, 208.788908, 7.421945, 54.624859, 41.471606, 13.153254 ], [ 0.415127, 0.400877, 0.01425, 0.083715, 0.066633, 0.023729 ], [ 29.790652, 29.790652, 29.790652, 29.790652, 29.790652, 29.790652 ], [ -76467, -82106, -11737, -162365, -181290, -18217 ], [ 1.953921, 2.030502, 1.308655, 1.151, 1.126621, 1.384259 ], [ 65, 32, 33, 65, 32, 33 ], [ 30, 16, 14, 30, 16, 14 ], [ 35, 16, 19, 35, 16, 19 ], [ 46.153846, 50, 42.424242, 46.153846, 50, 42.424242 ], [ 2.279574, 2.030502, 1.776032, 1.342833, 1.126621, 1.878637 ], [ 274997, 274997, 7425, 205266, 205266, 16862 ], [ -28668, -28668, -5397, -51508, -51508, -9215 ], [ 368, 728, 20, 368, 728, 20 ], [ 517, 953, 18, 517, 953, 18 ], [ 241, 503, 21, 241, 503, 21 ], [ 23974, 23308, 666, 23974, 23308, 666 ], [ 0, 79.498729, 0, 0, 79.498729, 0 ], [ 0, 3, 0, 0, 3, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -125171, 502718, -341598, -281953, -228229, -328497 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712592000000, "first_datapoint_time": 1712856600000, "last_datapoint_time": 1757590200000, "evaluation_time": 1757591890221, "expiration_time": 1764070200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 79, "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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