Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281034.054 | 282848.5613 | -1814.5073 | -17094.6016 | -4062.3542 | -13032.2473 |
Total P&L (%) | 281.0341 | 282.8486 | -1.8145 | -17.0946 | -4.0624 | -13.0322 |
Avg Daily Profit (%) | 0.1497 | 0.1507 | -0.001 | -0.01 | -0.0022 | -0.0074 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193101 | -123739 | -76668 | -1046969 | -597835 | -458329 |
Profit Factor | 1.5718 | 2.127 | 0.9925 | 0.9905 | 0.9957 | 0.9848 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 53.9683 | 41.9355 | 65.625 | 53.9683 | 41.9355 | 65.625 |
Ratio Avg Win / Avg Loss | 1.3407 | 2.9451 | 0.5199 | 0.8448 | 1.3787 | 0.5158 |
Largest Winning Trade | 293924 | 293924 | 33130 | 485259 | 485259 | 217490 |
Largest Losing Trade | -39816 | -35302 | -39816 | -442047 | -234482 | -442047 |
Avg Bars in Trades | 171 | 195 | 148 | 171 | 195 | 148 |
Avg Bars in Winners | 187 | 238 | 155 | 187 | 238 | 155 |
Avg Bars in Losers | 153 | 163 | 136 | 153 | 163 | 136 |
Bars Traded | 10811 | 6050 | 4761 | 10811 | 6050 | 4761 |
Profit Streak | 56.3645 | 56.3645 | 78.0311 | 56.3645 | 56.3645 | 78.0311 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140547 | 310682 | -577821 | -729862 | -581726 | -577821 |
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{ "first_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 135, "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": [ [ 281034.0539959087, 282848.5612697775, -1814.5072738688, -17094.6015794105, -4062.3542371893, -13032.2473422212 ], [ 281.034054, 282.848561, -1.814507, -17.094602, -4.062354, -13.032247 ], [ 0.149699, 0.150665, -0.000967, -0.009985, -0.002209, -0.007438 ], [ 10, 10, 10, 10, 10, 10 ], [ -193101, -123739, -76668, -1046969, -597835, -458329 ], [ 1.571835, 2.127004, 0.992455, 0.990498, 0.995698, 0.984753 ], [ 63, 31, 32, 63, 31, 32 ], [ 34, 13, 21, 34, 13, 21 ], [ 29, 18, 11, 29, 18, 11 ], [ 53.968254, 41.935484, 65.625, 53.968254, 41.935484, 65.625 ], [ 1.340683, 2.945082, 0.519857, 0.844837, 1.378659, 0.515823 ], [ 293924, 293924, 33130, 485259, 485259, 217490 ], [ -39816, -35302, -39816, -442047, -234482, -442047 ], [ 171, 195, 148, 171, 195, 148 ], [ 187, 238, 155, 187, 238, 155 ], [ 153, 163, 136, 153, 163, 136 ], [ 10811, 6050, 4761, 10811, 6050, 4761 ], [ 56.364456, 56.364457, 78.031123, 56.364457, 56.364457, 78.031123 ], [ 3, 1, 2, 3, 1, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140547, 310682, -577821, -729862, -581726, -577821 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11264, "evaluation_days": 1877.33, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601222400000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759970689052, "expiration_time": 1764834048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 135, "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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