Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168771.749 | 139419.4491 | 29352.2999 | 127583.2955 | 103132.3375 | 24450.958 |
Total P&L (%) | 168.7717 | 139.4194 | 29.3523 | 127.5833 | 103.1323 | 24.451 |
Avg Daily Profit (%) | 0.324 | 0.2677 | 0.0564 | 0.158 | 0.1362 | 0.042 |
Buy And Hold Return (%) | 24.1283 | 24.1283 | 24.1283 | 24.1283 | 24.1283 | 24.1283 |
Max Trade Drawdown | -108087 | -99777 | -60860 | -284419 | -246446 | -116254 |
Profit Factor | 1.2959 | 1.4051 | 1.1298 | 1.1098 | 1.1484 | 1.0524 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 136 | 73 | 63 | 136 | 73 | 63 |
Profitability (%) | 48.6792 | 44.697 | 52.6316 | 48.6792 | 44.697 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3662 | 1.7385 | 1.0168 | 1.17 | 1.4209 | 0.9471 |
Largest Winning Trade | 79395 | 79395 | 16932 | 128030 | 128030 | 42787 |
Largest Losing Trade | -27228 | -27228 | -18785 | -51036 | -51036 | -37879 |
Avg Bars in Trades | 92 | 125 | 60 | 92 | 125 | 60 |
Avg Bars in Winners | 105 | 153 | 65 | 105 | 153 | 65 |
Avg Bars in Losers | 80 | 103 | 54 | 80 | 103 | 54 |
Bars Traded | 24571 | 16573 | 7998 | 24571 | 16573 | 7998 |
Profit Streak | 5.6859 | 5.6859 | 5.8109 | 5.6859 | 5.6859 | 5.8109 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382804 | 255235 | -293138 | -91735 | -72682 | -462263 |
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{ "first_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "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": [ [ 168771.7489782333, 139419.4490549353, 29352.299923298, 127583.2955000683, 103132.33745891, 24450.9580411581 ], [ 168.771749, 139.419449, 29.3523, 127.583296, 103.132337, 24.450958 ], [ 0.324044, 0.267687, 0.056357, 0.158016, 0.136161, 0.042007 ], [ 24.128254, 24.128254, 24.128254, 24.128254, 24.128254, 24.128254 ], [ -108087, -99777, -60860, -284419, -246446, -116254 ], [ 1.295876, 1.405057, 1.129753, 1.109795, 1.148376, 1.052365 ], [ 265, 132, 133, 265, 132, 133 ], [ 129, 59, 70, 129, 59, 70 ], [ 136, 73, 63, 136, 73, 63 ], [ 48.679245, 44.69697, 52.631579, 48.679245, 44.69697, 52.631579 ], [ 1.366195, 1.73846, 1.016778, 1.170017, 1.420872, 0.947128 ], [ 79395, 79395, 16932, 128030, 128030, 42787 ], [ -27228, -27228, -18785, -51036, -51036, -37879 ], [ 92, 125, 60, 92, 125, 60 ], [ 105, 153, 65, 105, 153, 65 ], [ 80, 103, 54, 80, 103, 54 ], [ 24571, 16573, 7998, 24571, 16573, 7998 ], [ 5.685852, 5.685852, 5.810852, 5.685852, 5.685852, 5.810852 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 382804, 255235, -293138, -91735, -72682, -462263 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712431800000, "first_datapoint_time": 1712842200000, "last_datapoint_time": 1757430000000, "evaluation_time": 1757431657598, "expiration_time": 1763910000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "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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