Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86258.5133 | 54259.3382 | 31999.1751 | 84988.9565 | 63013.0094 | 21975.9471 |
Total P&L (%) | 86.2585 | 54.2593 | 31.9992 | 84.989 | 63.013 | 21.9759 |
Avg Daily Profit (%) | 0.621 | 0.3906 | 0.2304 | 0.4438 | 0.3524 | 0.1431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43716 | -47707 | -27308 | -78280 | -50783 | -60694 |
Profit Factor | 1.4483 | 1.4193 | 1.508 | 1.3178 | 1.3839 | 1.2127 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 54.5455 | 55.7377 | 53.3333 | 54.5455 | 55.7377 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.2069 | 1.1271 | 1.3195 | 1.0982 | 1.099 | 1.0611 |
Largest Winning Trade | 32829 | 32829 | 12421 | 28381 | 28381 | 14263 |
Largest Losing Trade | -21391 | -21391 | -19083 | -44461 | -27011 | -44461 |
Avg Bars in Trades | 107 | 167 | 47 | 107 | 167 | 47 |
Avg Bars in Winners | 92 | 142 | 39 | 92 | 142 | 39 |
Avg Bars in Losers | 126 | 199 | 56 | 126 | 199 | 56 |
Bars Traded | 13065 | 10220 | 2845 | 13065 | 10220 | 2845 |
Profit Streak | 132.5568 | 133.713 | 132.5568 | 132.5568 | 133.713 | 132.5568 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461552 | -152320 | -162876 | 378323 | -152279 | -177191 |
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{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 105, "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": [ [ 86258.5133113133, 54259.3382031317, 31999.1751081815, 84988.9565461925, 63013.0094369987, 21975.9471091938 ], [ 86.258513, 54.259338, 31.999175, 84.988957, 63.013009, 21.975947 ], [ 0.620967, 0.390608, 0.230359, 0.443805, 0.352401, 0.143111 ], [ 10, 10, 10, 10, 10, 10 ], [ -43716, -47707, -27308, -78280, -50783, -60694 ], [ 1.448319, 1.419259, 1.508028, 1.317781, 1.383914, 1.212716 ], [ 121, 61, 60, 121, 61, 60 ], [ 66, 34, 32, 66, 34, 32 ], [ 55, 27, 28, 55, 27, 28 ], [ 54.545455, 55.737705, 53.333333, 54.545455, 55.737705, 53.333333 ], [ 1.206933, 1.127059, 1.319525, 1.098151, 1.09899, 1.061126 ], [ 32829, 32829, 12421, 28381, 28381, 14263 ], [ -21391, -21391, -19083, -44461, -27011, -44461 ], [ 107, 167, 47, 107, 167, 47 ], [ 92, 142, 39, 92, 142, 39 ], [ 126, 199, 56, 126, 199, 56 ], [ 13065, 10220, 2845, 13065, 10220, 2845 ], [ 132.556794, 133.713044, 132.556794, 132.556794, 133.713044, 132.556794 ], [ 7, 4, 3, 7, 4, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 461552, -152320, -162876, 378323, -152279, -177191 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736385300000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758895606970, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 177, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 105, "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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