Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52935.4277 | -3275.8308 | 56211.2585 | 44102.5753 | -3966.662 | 48069.2372 |
Total P&L (%) | 52.9354 | -3.2758 | 56.2113 | 44.1026 | -3.9667 | 48.0692 |
Avg Daily Profit (%) | 0.2033 | -0.0126 | 0.2158 | 0.1404 | -0.0155 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50730 | -20885 | -35004 | -62196 | -24774 | -40876 |
Profit Factor | 1.41 | 0.9172 | 1.6275 | 1.2891 | 0.9122 | 1.4477 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 58.4615 | 48.4848 | 68.75 | 58.4615 | 48.4848 | 68.75 |
Ratio Avg Win / Avg Loss | 1.0018 | 0.9745 | 0.7398 | 0.916 | 0.9692 | 0.6581 |
Largest Winning Trade | 27276 | 8799 | 27276 | 25393 | 9898 | 25393 |
Largest Losing Trade | -22464 | -6901 | -22464 | -28760 | -9549 | -28760 |
Avg Bars in Trades | 357 | 84 | 639 | 357 | 84 | 639 |
Avg Bars in Winners | 348 | 104 | 525 | 348 | 104 | 525 |
Avg Bars in Losers | 371 | 65 | 891 | 371 | 65 | 891 |
Bars Traded | 23258 | 2786 | 20472 | 23258 | 2786 | 20472 |
Profit Streak | 0 | 0 | 15.1064 | 0 | 0 | 15.1064 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129031 | -582787 | 346752 | -145420 | -582787 | 270256 |
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{ "first_band": { "type": "sma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 52935.427716247, -3275.8307848074, 56211.2585010544, 44102.5752707091, -3966.6619604866, 48069.2372311957 ], [ 52.935428, -3.275831, 56.211259, 44.102575, -3.966662, 48.069237 ], [ 0.203269, -0.012579, 0.215848, 0.140393, -0.015541, 0.150835 ], [ 10, 10, 10, 10, 10, 10 ], [ -50730, -20885, -35004, -62196, -24774, -40876 ], [ 1.409951, 0.91715, 1.627451, 1.289117, 0.912203, 1.447728 ], [ 65, 33, 32, 65, 33, 32 ], [ 38, 16, 22, 38, 16, 22 ], [ 27, 17, 10, 27, 17, 10 ], [ 58.461538, 48.484848, 68.75, 58.461538, 48.484848, 68.75 ], [ 1.001808, 0.974472, 0.739751, 0.915952, 0.969215, 0.658058 ], [ 27276, 8799, 27276, 25393, 9898, 25393 ], [ -22464, -6901, -22464, -28760, -9549, -28760 ], [ 357, 84, 639, 357, 84, 639 ], [ 348, 104, 525, 348, 104, 525 ], [ 371, 65, 891, 371, 65, 891 ], [ 23258, 2786, 20472, 23258, 2786, 20472 ], [ 0, 0, 15.106385, 0, 0, 15.106385 ], [ 0, 0, 3, 0, 0, 3 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -129031, -582787, 346752, -145420, -582787, 270256 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736825400000, "first_datapoint_time": 1737027000000, "last_datapoint_time": 1759324500000, "evaluation_time": 1759325591672, "expiration_time": 1765804500000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "sma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 2 } } }
# | 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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