Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158277.3891 | 147831.7555 | 10445.6336 | 96157.1309 | 74893.9436 | 21263.1873 |
Total P&L (%) | 158.2774 | 147.8318 | 10.4456 | 96.1571 | 74.8939 | 21.2632 |
Avg Daily Profit (%) | 0.3039 | 0.2838 | 0.0201 | 0.1294 | 0.1074 | 0.037 |
Buy And Hold Return (%) | 46.8995 | 46.8995 | 46.8995 | 46.8995 | 46.8995 | 46.8995 |
Max Trade Drawdown | -75433 | -82112 | -7198 | -143658 | -158876 | -7652 |
Profit Factor | 1.7361 | 1.7764 | 1.4241 | 1.2963 | 1.2541 | 1.7146 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 49.3976 | 51.2195 | 47.619 | 49.3976 | 51.2195 | 47.619 |
Ratio Avg Win / Avg Loss | 1.7784 | 1.6918 | 1.5665 | 1.3279 | 1.1944 | 1.8861 |
Largest Winning Trade | 139822 | 139822 | 7229 | 146004 | 146004 | 13099 |
Largest Losing Trade | -27896 | -27896 | -3352 | -52995 | -52995 | -6200 |
Avg Bars in Trades | 295 | 585 | 12 | 295 | 585 | 12 |
Avg Bars in Winners | 295 | 564 | 14 | 295 | 564 | 14 |
Avg Bars in Losers | 295 | 608 | 11 | 295 | 608 | 11 |
Bars Traded | 24552 | 24009 | 543 | 24552 | 24009 | 543 |
Profit Streak | 0.1582 | 0 | 0.3665 | 0.1582 | 0 | 0.3665 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 113758 | 300798 | -334363 | -32568 | -59770 | -310723 |
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{ "first_band": { "type": "kcl", "factors": { "length": 69, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "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": [ [ 158277.3891406838, 147831.7555488141, 10445.6335918697, 96157.1308862947, 74893.9435699343, 21263.1873163605 ], [ 158.277389, 147.831756, 10.445634, 96.157131, 74.893944, 21.263187 ], [ 0.303895, 0.283839, 0.020056, 0.129444, 0.107388, 0.037023 ], [ 46.899488, 46.899488, 46.899488, 46.899488, 46.899488, 46.899488 ], [ -75433, -82112, -7198, -143658, -158876, -7652 ], [ 1.736077, 1.776426, 1.424135, 1.296318, 1.254091, 1.714614 ], [ 83, 41, 42, 83, 41, 42 ], [ 41, 21, 20, 41, 21, 20 ], [ 42, 20, 22, 42, 20, 22 ], [ 49.39759, 51.219512, 47.619048, 49.39759, 51.219512, 47.619048 ], [ 1.77842, 1.691834, 1.566549, 1.327935, 1.194373, 1.886076 ], [ 139822, 139822, 7229, 146004, 146004, 13099 ], [ -27896, -27896, -3352, -52995, -52995, -6200 ], [ 295, 585, 12, 295, 585, 12 ], [ 295, 564, 14, 295, 564, 14 ], [ 295, 608, 11, 295, 608, 11 ], [ 24552, 24009, 543, 24552, 24009, 543 ], [ 0.158184, 0, 0.366518, 0.158184, 0, 0.366518 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 113758, 300798, -334363, -32568, -59770, -310723 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713535200000, "first_datapoint_time": 1713699000000, "last_datapoint_time": 1758533400000, "evaluation_time": 1758534467141, "expiration_time": 1765013400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 69, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "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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