Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64295.3859 | 50755.4188 | 13539.9671 | 54009.2676 | 47151.3217 | 6857.9459 |
Total P&L (%) | 64.2954 | 50.7554 | 13.54 | 54.0093 | 47.1513 | 6.8579 |
Avg Daily Profit (%) | 0.4629 | 0.3654 | 0.0975 | 0.3114 | 0.2785 | 0.0478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47037 | -54243 | -12498 | -51688 | -57176 | -19161 |
Profit Factor | 1.4883 | 1.4942 | 1.4673 | 1.3668 | 1.4264 | 1.1871 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 55.4217 | 53.6585 | 57.1429 | 55.4217 | 53.6585 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1971 | 1.2904 | 1.1005 | 1.0994 | 1.2319 | 0.8903 |
Largest Winning Trade | 29516 | 29516 | 10089 | 23371 | 23371 | 10054 |
Largest Losing Trade | -20763 | -20763 | -6314 | -28743 | -28743 | -8888 |
Avg Bars in Trades | 134 | 255 | 16 | 134 | 255 | 16 |
Avg Bars in Winners | 125 | 243 | 16 | 125 | 243 | 16 |
Avg Bars in Losers | 145 | 268 | 15 | 145 | 268 | 15 |
Bars Traded | 11134 | 10461 | 674 | 11134 | 10461 | 674 |
Profit Streak | 154.2545 | 154.7961 | 154.2545 | 154.2545 | 154.7961 | 154.2545 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335870 | 299761 | -117340 | 237852 | 247175 | -311236 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 126, "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": [ [ 64295.3859108725, 50755.4187787714, 13539.9671321012, 54009.2675530101, 47151.321667745, 6857.9458852651 ], [ 64.295386, 50.755419, 13.539967, 54.009268, 47.151322, 6.857946 ], [ 0.462856, 0.365383, 0.097473, 0.311363, 0.278474, 0.047762 ], [ 10, 10, 10, 10, 10, 10 ], [ -47037, -54243, -12498, -51688, -57176, -19161 ], [ 1.488272, 1.494196, 1.467275, 1.366829, 1.426399, 1.187107 ], [ 83, 41, 42, 83, 41, 42 ], [ 46, 22, 24, 46, 22, 24 ], [ 37, 19, 18, 37, 19, 18 ], [ 55.421687, 53.658537, 57.142857, 55.421687, 53.658537, 57.142857 ], [ 1.197088, 1.290442, 1.100456, 1.099406, 1.23189, 0.89033 ], [ 29516, 29516, 10089, 23371, 23371, 10054 ], [ -20763, -20763, -6314, -28743, -28743, -8888 ], [ 134, 255, 16, 134, 255, 16 ], [ 125, 243, 16, 125, 243, 16 ], [ 145, 268, 15, 145, 268, 15 ], [ 11134, 10461, 674, 11134, 10461, 674 ], [ 154.254472, 154.796139, 154.254472, 154.254473, 154.796139, 154.254473 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 335870, 299761, -117340, 237852, 247175, -311236 ] ] }
{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736339400000, "last_datapoint_time": 1748227500000, "evaluation_time": 1760044886432, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 126, "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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