Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2947699.695 | 2945041.7719 | 2657.9232 | 40294.7136 | -7330.3517 | 47625.0653 |
Total P&L (%) | 2947.6997 | 2945.0418 | 2.6579 | 40.2947 | -7.3304 | 47.6251 |
Avg Daily Profit (%) | 1.2733 | 1.2722 | 0.0011 | 0.0146 | -0.0033 | 0.0168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146541 | -154071 | -74007 | -715149 | -693231 | -203619 |
Profit Factor | 5.1178 | 7.4117 | 1.0104 | 1.0228 | 0.9934 | 1.0735 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 31.0345 | 29.3103 | 32.7586 | 31.0345 | 29.3103 | 32.7586 |
Ratio Avg Win / Avg Loss | 11.3729 | 17.8752 | 2.0739 | 2.273 | 2.3959 | 2.2035 |
Largest Winning Trade | 3080691 | 3080691 | 74548 | 633133 | 633133 | 287942 |
Largest Losing Trade | -47260 | -47260 | -28433 | -113965 | -113965 | -111650 |
Avg Bars in Trades | 37 | 62 | 11 | 37 | 62 | 11 |
Avg Bars in Winners | 74 | 139 | 15 | 74 | 139 | 15 |
Avg Bars in Losers | 20 | 30 | 9 | 20 | 30 | 9 |
Bars Traded | 4298 | 3628 | 670 | 4298 | 3628 | 670 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518065 | -169046 | -751832 | -376853 | -769150 | -497237 |
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{ "first_band": { "type": "kcl", "factors": { "length": 124, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 245, "offset": 0, "std": 2.71791 } } }
{ "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": [ [ 2947699.6950333263, 2945041.771867087, 2657.923166239, 40294.71356935, -7330.3517194006, 47625.0652887508 ], [ 2947.699695, 2945.041772, 2.657923, 40.294714, -7.330352, 47.625065 ], [ 1.273304, 1.272156, 0.001148, 0.014626, -0.003288, 0.016827 ], [ 10, 10, 10, 10, 10, 10 ], [ -146541, -154071, -74007, -715149, -693231, -203619 ], [ 5.117788, 7.411664, 1.010361, 1.022846, 0.99343, 1.073503 ], [ 116, 58, 58, 116, 58, 58 ], [ 36, 17, 19, 36, 17, 19 ], [ 80, 41, 39, 80, 41, 39 ], [ 31.034483, 29.310345, 32.758621, 31.034483, 29.310345, 32.758621 ], [ 11.372862, 17.875189, 2.0739, 2.272992, 2.39592, 2.203505 ], [ 3080691, 3080691, 74548, 633133, 633133, 287942 ], [ -47260, -47260, -28433, -113965, -113965, -111650 ], [ 37, 62, 11, 37, 62, 11 ], [ 74, 139, 15, 74, 139, 15 ], [ 20, 30, 9, 20, 30, 9 ], [ 4298, 3628, 670, 4298, 3628, 670 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 518065, -169046, -751832, -376853, -769150, -497237 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4630, "evaluation_days": 2315, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564660800000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759327552719, "expiration_time": 1765320480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 124, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 245, "offset": 0, "std": 2.71791 } } }
# | 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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