Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101013.3788 | 30239.1907 | 70774.1881 | 107746.7092 | 49285.5799 | 58461.1293 |
Total P&L (%) | 101.0134 | 30.2392 | 70.7742 | 107.7467 | 49.2856 | 58.4611 |
Avg Daily Profit (%) | 1.1636 | 0.3483 | 0.8153 | 0.8458 | 0.4626 | 0.5317 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23568 | -17719 | -9283 | -22314 | -16663 | -8762 |
Profit Factor | 2.2049 | 1.6236 | 3.0023 | 2.3793 | 2.0929 | 2.7705 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 37.0968 | 32.2581 | 41.9355 | 37.0968 | 32.2581 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.7387 | 3.4096 | 4.1571 | 4.0345 | 4.3951 | 3.8361 |
Largest Winning Trade | 69293 | 45590 | 69293 | 65054 | 65054 | 58405 |
Largest Losing Trade | -4802 | -4670 | -4802 | -4367 | -4301 | -4367 |
Avg Bars in Trades | 387 | 520 | 254 | 387 | 520 | 254 |
Avg Bars in Winners | 647 | 958 | 408 | 647 | 958 | 408 |
Avg Bars in Losers | 233 | 311 | 142 | 233 | 311 | 142 |
Bars Traded | 24005 | 16128 | 7876 | 24005 | 16128 | 7876 |
Profit Streak | 0.5475 | 0.5475 | 1.4016 | 0.5475 | 0.5475 | 1.4016 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151236 | -3138 | 397998 | -151175 | 15737 | 271167 |
{ "trading_pair": "FIL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752675000000, "first_datapoint_time": 1752744000000, "last_datapoint_time": 1760174700000, "evaluation_time": 1760174900529, "expiration_time": 1766654700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 231, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 191, "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": [ [ 101013.378832519, 30239.1906873301, 70774.1881451889, 107746.709218145, 49285.5799423592, 58461.1292757858 ], [ 101.013379, 30.239191, 70.774188, 107.746709, 49.28558, 58.461129 ], [ 1.163615, 0.348338, 0.815277, 0.845798, 0.462639, 0.531692 ], [ 10, 10, 10, 10, 10, 10 ], [ -23568, -17719, -9283, -22314, -16663, -8762 ], [ 2.20489, 1.623617, 3.002315, 2.37932, 2.092901, 2.770494 ], [ 62, 31, 31, 62, 31, 31 ], [ 23, 10, 13, 23, 10, 13 ], [ 39, 21, 18, 39, 21, 18 ], [ 37.096774, 32.258065, 41.935484, 37.096774, 32.258065, 41.935484 ], [ 3.738727, 3.409596, 4.157052, 4.0345, 4.395091, 3.836068 ], [ 69293, 45590, 69293, 65054, 65054, 58405 ], [ -4802, -4670, -4802, -4367, -4301, -4367 ], [ 387, 520, 254, 387, 520, 254 ], [ 647, 958, 408, 647, 958, 408 ], [ 233, 311, 142, 233, 311, 142 ], [ 24005, 16128, 7876, 24005, 16128, 7876 ], [ 0.54746, 0.54746, 1.401626, 0.54746, 0.54746, 1.401626 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -151236, -3138, 397998, -151175, 15737, 271167 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752675000000, "first_datapoint_time": 1752744000000, "last_datapoint_time": 1760174700000, "evaluation_time": 1760174900529, "expiration_time": 1766654700000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 231, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 191, "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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