Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2432355.7814 | -147844.2721 | -2284511.5094 | -90266.5781 | 1616812.5392 | -1707079.1173 |
Total P&L (%) | -2432.3558 | -147.8443 | -2284.5115 | -90.2666 | 1616.8125 | -1707.0791 |
Avg Daily Profit (%) | -1.3173 | -0.0801 | -1.2372 | -0.1261 | 0.1541 | 0 |
Buy And Hold Return (%) | 171.6357 | 171.6357 | 171.6357 | 171.6357 | 171.6357 | 171.6357 |
Max Trade Drawdown | -2485510 | -173700 | -2322776 | -3095864 | -263630 | -2832233 |
Profit Factor | 0.1722 | 0.5954 | 0.1121 | 0.9806 | 2.7067 | 0.5383 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 57 | 26 | 31 | 39 | 18 | 21 |
Losing Trades | 26 | 15 | 11 | 44 | 23 | 21 |
Profitability (%) | 68.6747 | 63.4146 | 73.8095 | 46.988 | 43.9024 | 50 |
Ratio Avg Win / Avg Loss | 0.0785 | 0.3435 | 0.0398 | 1.1063 | 3.4586 | 0.5383 |
Largest Winning Trade | 19439 | 18672 | 19439 | 1461046 | 1461046 | 643494 |
Largest Losing Trade | -2030079 | -71784 | -2030079 | -2528625 | -263630 | -2528625 |
Avg Bars in Trades | 87 | 75 | 99 | 87 | 75 | 99 |
Avg Bars in Winners | 35 | 24 | 44 | 88 | 85 | 90 |
Avg Bars in Losers | 200 | 163 | 252 | 86 | 66 | 107 |
Bars Traded | 7233 | 3075 | 4158 | 7233 | 3075 | 4158 |
Profit Streak | 17.174 | 0 | 113.674 | 17.174 | 0 | 113.674 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578787 | -579003 | -576259 | -580990 | 377058 | -579345 |
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{ "first_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 121, "offset": 75, "scalar": 1 } } }
{ "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": [ [ -2432355.781423674, -147844.2720540104, -2284511.509369664, -90266.5780962211, 1616812.5392216458, -1707079.1173178663 ], [ -2432.355781, -147.844272, -2284.511509, -90.266578, 1616.812539, -1707.079117 ], [ -1.317279, -0.080067, -1.237212, -0.126084, 0.154089, 0 ], [ 171.635705, 171.635705, 171.635705, 171.635705, 171.635705, 171.635705 ], [ -2485510, -173700, -2322776, -3095864, -263630, -2832233 ], [ 0.172179, 0.595361, 0.112084, 0.980566, 2.7067, 0.538294 ], [ 83, 41, 42, 83, 41, 42 ], [ 57, 26, 31, 39, 18, 21 ], [ 26, 15, 11, 44, 23, 21 ], [ 68.674699, 63.414634, 73.809524, 46.987952, 43.902439, 50 ], [ 0.078538, 0.343478, 0.039772, 1.106279, 3.458561, 0.538294 ], [ 19439, 18672, 19439, 1461046, 1461046, 643494 ], [ -2030079, -71784, -2030079, -2528625, -263630, -2528625 ], [ 87, 75, 99, 87, 75, 99 ], [ 35, 24, 44, 88, 85, 90 ], [ 200, 163, 252, 86, 66, 107 ], [ 7233, 3075, 4158, 7233, 3075, 4158 ], [ 17.174011, 0, 113.674011, 17.174011, 0, 113.674011 ], [ 1, 0, 4, 1, 0, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578787, -579003, -576259, -580990, 377058, -579345 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601791200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758967834574, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 13, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 121, "offset": 75, "scalar": 1 } } }
# | 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) |
---|