Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276683.5269 | 209879.4781 | 66804.0488 | 39148.5297 | -11417.8461 | 50566.3758 |
Total P&L (%) | 276.6835 | 209.8795 | 66.804 | 39.1485 | -11.4178 | 50.5664 |
Avg Daily Profit (%) | 0.2702 | 0.205 | 0.0652 | 0.0323 | -0.0118 | 0.04 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95867 | -138123 | -44086 | -236962 | -296645 | -86514 |
Profit Factor | 1.5374 | 1.5902 | 1.4196 | 1.0367 | 0.9848 | 1.1606 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 41.9048 | 36.5385 | 47.1698 | 41.9048 | 36.5385 | 47.1698 |
Ratio Avg Win / Avg Loss | 2.1315 | 2.7619 | 1.5899 | 1.4372 | 1.7105 | 1.2998 |
Largest Winning Trade | 198137 | 198137 | 36557 | 186905 | 186905 | 37108 |
Largest Losing Trade | -31840 | -31840 | -30576 | -67930 | -67930 | -52187 |
Avg Bars in Trades | 114 | 189 | 41 | 114 | 189 | 41 |
Avg Bars in Winners | 162 | 308 | 51 | 162 | 308 | 51 |
Avg Bars in Losers | 80 | 120 | 33 | 80 | 120 | 33 |
Bars Traded | 12057 | 9845 | 2212 | 12057 | 9845 | 2212 |
Profit Streak | 8.3206 | 0 | 66.404 | 8.3206 | 0 | 66.404 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312143 | -174658 | -284294 | -334438 | -763290 | -364895 |
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{ "first_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 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": [ [ 276683.5269083701, 209879.4780929273, 66804.0488154431, 39148.5296804178, -11417.8461440803, 50566.3758244981 ], [ 276.683527, 209.879478, 66.804049, 39.14853, -11.417846, 50.566376 ], [ 0.270199, 0.20496, 0.065238, 0.032268, -0.011839, 0.039972 ], [ 10, 10, 10, 10, 10, 10 ], [ -95867, -138123, -44086, -236962, -296645, -86514 ], [ 1.537442, 1.590211, 1.419584, 1.036696, 0.984815, 1.160566 ], [ 105, 52, 53, 105, 52, 53 ], [ 44, 19, 25, 44, 19, 25 ], [ 61, 33, 28, 61, 33, 28 ], [ 41.904762, 36.538462, 47.169811, 41.904762, 36.538462, 47.169811 ], [ 2.131454, 2.761946, 1.589934, 1.437237, 1.710468, 1.299833 ], [ 198137, 198137, 36557, 186905, 186905, 37108 ], [ -31840, -31840, -30576, -67930, -67930, -52187 ], [ 114, 189, 41, 114, 189, 41 ], [ 162, 308, 51, 162, 308, 51 ], [ 80, 120, 33, 80, 120, 33 ], [ 12057, 9845, 2212, 12057, 9845, 2212 ], [ 8.320639, 0, 66.403972, 8.320639, 0, 66.403972 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 312143, -174658, -284294, -334438, -763290, -364895 ] ] }
{ "trading_pair": "MAGIC_USDT", "interval": "2h", "packets": 25000, "actual_packets": 12288, "evaluation_days": 1024, "actual_first_datapoint_time": 1670832000000, "first_datapoint_time": 1671393600000, "last_datapoint_time": 1759298400000, "evaluation_time": 1759304503226, "expiration_time": 1762483449600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 79, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 61, "offset": 0, "poles": 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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