Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388794.523 | 373503.7533 | 15290.7697 | 26935.9111 | 425120.6273 | -398184.7162 |
Total P&L (%) | 388.7945 | 373.5038 | 15.2908 | 26.9359 | 425.1206 | -398.1847 |
Avg Daily Profit (%) | 0.2044 | 0.1963 | 0.008 | 0.0125 | 0.0872 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185134 | -155711 | -58619 | -1989991 | -1482249 | -884022 |
Profit Factor | 2.2232 | 2.9626 | 1.1199 | 1.0089 | 1.2237 | 0.643 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 55.9322 | 58.6207 | 53.3333 | 55.9322 | 58.6207 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.7516 | 2.0912 | 0.9799 | 0.7949 | 0.8638 | 0.5626 |
Largest Winning Trade | 219971 | 219971 | 17059 | 855101 | 855101 | 261927 |
Largest Losing Trade | -90335 | -90335 | -27837 | -1283905 | -1283905 | -438642 |
Avg Bars in Trades | 77 | 142 | 13 | 77 | 142 | 13 |
Avg Bars in Winners | 49 | 81 | 15 | 49 | 81 | 15 |
Avg Bars in Losers | 112 | 229 | 12 | 112 | 229 | 12 |
Bars Traded | 4552 | 4138 | 414 | 4552 | 4138 | 414 |
Profit Streak | 550.0384 | 0 | 569.0384 | 550.0384 | 0 | 569.0384 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166257 | 515159 | -280795 | -569987 | -77502 | -579156 |
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{ "first_band": { "type": "kcl", "factors": { "length": 27, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 199, "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": [ [ 388794.5230166258, 373503.7533343731, 15290.7696822527, 26935.9110784791, 425120.6272667134, -398184.7161882342 ], [ 388.794523, 373.503753, 15.29077, 26.935911, 425.120627, -398.184716 ], [ 0.204378, 0.19634, 0.008038, 0.012539, 0.087218, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -185134, -155711, -58619, -1989991, -1482249, -884022 ], [ 2.223239, 2.962553, 1.119904, 1.008931, 1.223669, 0.642984 ], [ 59, 29, 30, 59, 29, 30 ], [ 33, 17, 16, 33, 17, 16 ], [ 26, 12, 14, 26, 12, 14 ], [ 55.932203, 58.62069, 53.333333, 55.932203, 58.62069, 53.333333 ], [ 1.751643, 2.091214, 0.979916, 0.794915, 0.863766, 0.562611 ], [ 219971, 219971, 17059, 855101, 855101, 261927 ], [ -90335, -90335, -27837, -1283905, -1283905, -438642 ], [ 77, 142, 13, 77, 142, 13 ], [ 49, 81, 15, 49, 81, 15 ], [ 112, 229, 12, 112, 229, 12 ], [ 4552, 4138, 414, 4552, 4138, 414 ], [ 550.038367, 0, 569.038367, 550.038367, 0, 569.038367 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -166257, 515159, -280795, -569987, -77502, -579156 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5707, "evaluation_days": 1902.33, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1559952000000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759337714895, "expiration_time": 1723513248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 27, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 199, "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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