Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1766871.7248 | 1691075.732 | 75795.9928 | 1107632.8816 | 781940.3794 | 325692.5022 |
Total P&L (%) | 1766.8717 | 1691.0757 | 75.796 | 1107.6329 | 781.9404 | 325.6925 |
Avg Daily Profit (%) | 0.7603 | 0.7277 | 0.0326 | 0.1073 | 0.0937 | 0.0623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138641 | -155373 | -155447 | -856855 | -586397 | -684554 |
Profit Factor | 3.7163 | 5.5772 | 1.2697 | 1.3965 | 1.448 | 1.3107 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 40.2985 | 35.2941 | 45.4545 | 40.2985 | 35.2941 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.5056 | 10.2249 | 1.5237 | 2.0688 | 2.6546 | 1.5728 |
Largest Winning Trade | 1352956 | 1352956 | 74165 | 893179 | 893179 | 442748 |
Largest Losing Trade | -45043 | -35469 | -45043 | -408164 | -250859 | -408164 |
Avg Bars in Trades | 63 | 52 | 75 | 63 | 52 | 75 |
Avg Bars in Winners | 113 | 99 | 124 | 113 | 99 | 124 |
Avg Bars in Losers | 30 | 27 | 34 | 30 | 27 | 34 |
Bars Traded | 4285 | 1796 | 2489 | 4285 | 1796 | 2489 |
Profit Streak | 0 | 0 | 55.9193 | 0 | 0 | 55.9193 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105370 | 541069 | -149541 | -172650 | -71070 | -109644 |
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{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } } }
{ "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": [ [ 1766871.724789736, 1691075.7319506356, 75795.9928391007, 1107632.8815960586, 781940.3793626608, 325692.502233398 ], [ 1766.871725, 1691.075732, 75.795993, 1107.632882, 781.940379, 325.692502 ], [ 0.760272, 0.727657, 0.032614, 0.107254, 0.093717, 0.062349 ], [ 10, 10, 10, 10, 10, 10 ], [ -138641, -155373, -155447, -856855, -586397, -684554 ], [ 3.716294, 5.577191, 1.269723, 1.396456, 1.447958, 1.310695 ], [ 67, 34, 33, 67, 34, 33 ], [ 27, 12, 15, 27, 12, 15 ], [ 40, 22, 18, 40, 22, 18 ], [ 40.298507, 35.294118, 45.454545, 40.298507, 35.294118, 45.454545 ], [ 5.505621, 10.22485, 1.523667, 2.068824, 2.65459, 1.572834 ], [ 1352956, 1352956, 74165, 893179, 893179, 442748 ], [ -45043, -35469, -45043, -408164, -250859, -408164 ], [ 63, 52, 75, 63, 52, 75 ], [ 113, 99, 124, 113, 99, 124 ], [ 30, 27, 34, 30, 27, 34 ], [ 4285, 1796, 2489, 4285, 1796, 2489 ], [ 0, 0, 55.919282, 0, 0, 55.919282 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -105370, 541069, -149541, -172650, -71070, -109644 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4648, "evaluation_days": 2324, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562760000000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760133825945, "expiration_time": 1766121408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 34, "offset": 0, "poles": 3 } } }
# | 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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