Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201686.43 | 46939.5988 | 154746.8312 | 89857.1181 | -217685.8595 | 307542.9776 |
Total P&L (%) | 201.6864 | 46.9396 | 154.7468 | 89.8571 | -217.6859 | 307.543 |
Avg Daily Profit (%) | 0.1946 | 0.0453 | 0.1493 | 0.0619 | 0 | 0.1357 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97774 | -117673 | -46107 | -280292 | -390075 | -104901 |
Profit Factor | 1.5312 | 1.1987 | 2.0793 | 1.097 | 0.6407 | 1.9609 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 34 | 21 | 13 | 34 | 21 | 13 |
Profitability (%) | 46.875 | 34.375 | 59.375 | 46.875 | 34.375 | 59.375 |
Ratio Avg Win / Avg Loss | 1.7354 | 2.2884 | 1.4227 | 1.2433 | 1.2231 | 1.3417 |
Largest Winning Trade | 142196 | 142196 | 39805 | 142196 | 142196 | 96406 |
Largest Losing Trade | -24042 | -24042 | -23499 | -76280 | -76280 | -59973 |
Avg Bars in Trades | 58 | 41 | 76 | 58 | 41 | 76 |
Avg Bars in Winners | 82 | 55 | 98 | 82 | 55 | 98 |
Avg Bars in Losers | 37 | 34 | 43 | 37 | 34 | 43 |
Bars Traded | 3771 | 1329 | 2442 | 3771 | 1329 | 2442 |
Profit Streak | 93.4546 | 103.2046 | 93.4546 | 93.4546 | 103.2046 | 93.4546 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133572 | -140446 | 391984 | -367819 | -584659 | -7550 |
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{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 168, "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": [ [ 201686.4300003463, 46939.5988204769, 154746.8311798692, 89857.1181035328, -217685.8595189015, 307542.9776224344 ], [ 201.68643, 46.939599, 154.746831, 89.857118, -217.68586, 307.542978 ], [ 0.194631, 0.045298, 0.149333, 0.061887, 0, 0.135675 ], [ 10, 10, 10, 10, 10, 10 ], [ -97774, -117673, -46107, -280292, -390075, -104901 ], [ 1.531233, 1.198665, 2.079261, 1.097049, 0.640684, 1.960896 ], [ 64, 32, 32, 64, 32, 32 ], [ 30, 11, 19, 30, 11, 19 ], [ 34, 21, 13, 34, 21, 13 ], [ 46.875, 34.375, 59.375, 46.875, 34.375, 59.375 ], [ 1.735397, 2.288361, 1.422652, 1.243322, 1.223124, 1.341666 ], [ 142196, 142196, 39805, 142196, 142196, 96406 ], [ -24042, -24042, -23499, -76280, -76280, -59973 ], [ 58, 41, 76, 58, 41, 76 ], [ 82, 55, 98, 82, 55, 98 ], [ 37, 34, 43, 37, 34, 43 ], [ 3771, 1329, 2442, 3771, 1329, 2442 ], [ 93.454647, 103.204647, 93.454647, 93.454648, 103.204648, 93.454648 ], [ 2, 1, 1, 2, 1, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -133572, -140446, 391984, -367819, -584659, -7550 ] ] }
{ "trading_pair": "HOOK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4145, "evaluation_days": 1036.25, "actual_first_datapoint_time": 1669896000000, "first_datapoint_time": 1673503200000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759424081547, "expiration_time": 1762092360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 168, "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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