Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 181701.703 | 219917.2403 | -38215.5373 | -28621.2679 | -26814.8086 | -1806.4593 |
Total P&L (%) | 181.7017 | 219.9172 | -38.2155 | -28.6213 | -26.8148 | -1.8065 |
Avg Daily Profit (%) | 0.1493 | 0.1806 | -0.0314 | -0.0277 | -0.0256 | -0.0015 |
Buy And Hold Return (%) | 27.345 | 27.345 | 27.345 | 27.345 | 27.345 | 27.345 |
Max Trade Drawdown | -201542 | -164047 | -76336 | -746776 | -670340 | -157464 |
Profit Factor | 1.2101 | 1.3825 | 0.8682 | 0.9912 | 0.9888 | 0.9979 |
Total Trades | 383 | 191 | 192 | 383 | 191 | 192 |
Winning Trades | 224 | 105 | 119 | 224 | 105 | 119 |
Losing Trades | 159 | 86 | 73 | 159 | 86 | 73 |
Profitability (%) | 58.4856 | 54.9738 | 61.9792 | 58.4856 | 54.9738 | 61.9792 |
Ratio Avg Win / Avg Loss | 0.8589 | 1.1324 | 0.5326 | 0.7036 | 0.8099 | 0.6122 |
Largest Winning Trade | 119902 | 119902 | 9595 | 293190 | 293190 | 41379 |
Largest Losing Trade | -44786 | -44786 | -20910 | -296159 | -296159 | -72997 |
Avg Bars in Trades | 36 | 65 | 8 | 36 | 65 | 8 |
Avg Bars in Winners | 28 | 54 | 6 | 28 | 54 | 6 |
Avg Bars in Losers | 47 | 78 | 11 | 47 | 78 | 11 |
Bars Traded | 14100 | 12484 | 1617 | 14100 | 12484 | 1617 |
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 | 249411 | 328793 | -578497 | -577675 | -579688 | -578497 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 189, "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": [ [ 181701.7029673787, 219917.24026566, -38215.5372982815, -28621.2679247866, -26814.8086354659, -1806.4592893208 ], [ 181.701703, 219.91724, -38.215537, -28.621268, -26.814809, -1.806459 ], [ 0.149251, 0.180642, -0.031391, -0.027692, -0.025639, -0.001497 ], [ 27.344961, 27.344961, 27.344961, 27.344961, 27.344961, 27.344961 ], [ -201542, -164047, -76336, -746776, -670340, -157464 ], [ 1.210075, 1.382537, 0.868243, 0.991239, 0.988805, 0.997927 ], [ 383, 191, 192, 383, 191, 192 ], [ 224, 105, 119, 224, 105, 119 ], [ 159, 86, 73, 159, 86, 73 ], [ 58.48564, 54.973822, 61.979167, 58.48564, 54.973822, 61.979167 ], [ 0.858937, 1.132363, 0.532619, 0.703603, 0.809879, 0.612174 ], [ 119902, 119902, 9595, 293190, 293190, 41379 ], [ -44786, -44786, -20910, -296159, -296159, -72997 ], [ 36, 65, 8, 36, 65, 8 ], [ 28, 54, 6, 28, 54, 6 ], [ 47, 78, 11, 47, 78, 11 ], [ 14100, 12484, 1617, 14100, 12484, 1617 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 249411, 328793, -578497, -577675, -579688, -578497 ] ] }
{ "trading_pair": "OP_USDT", "interval": "2h", "packets": 25000, "actual_packets": 14609, "evaluation_days": 1217.42, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1655424000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759255144357, "expiration_time": 1763034652800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 3 } }, "second_band": { "type": "tema", "factors": { "length": 189, "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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