Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1792727.5363 | 1733325.4581 | 59402.0782 | 1354681.4437 | 1873467.0262 | -518785.5825 |
Total P&L (%) | 1792.7275 | 1733.3255 | 59.4021 | 1354.6814 | 1873.467 | -518.7856 |
Avg Daily Profit (%) | 0.964 | 0.932 | 0.0319 | 0.1441 | 0.1605 | 0 |
Buy And Hold Return (%) | 94.2446 | 94.2446 | 94.2446 | 94.2446 | 94.2446 | 94.2446 |
Max Trade Drawdown | -132207 | -74355 | -83876 | -1919065 | -1132270 | -1489093 |
Profit Factor | 4.4371 | 7.8046 | 1.2226 | 1.1678 | 1.4752 | 0.8745 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 33.75 | 32.5 | 35 | 33.75 | 32.5 | 35 |
Ratio Avg Win / Avg Loss | 8.7099 | 16.2096 | 2.2705 | 2.2923 | 3.0639 | 1.624 |
Largest Winning Trade | 1600039 | 1600039 | 74629 | 1956452 | 1956452 | 839999 |
Largest Losing Trade | -32885 | -29959 | -32885 | -734665 | -505174 | -734665 |
Avg Bars in Trades | 89 | 84 | 95 | 89 | 84 | 95 |
Avg Bars in Winners | 199 | 190 | 207 | 199 | 190 | 207 |
Avg Bars in Losers | 34 | 33 | 34 | 34 | 33 | 34 |
Bars Traded | 7195 | 3386 | 3809 | 7195 | 3386 | 3809 |
Profit Streak | 0 | 0 | 51.9187 | 0 | 0 | 51.9187 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9406 | 541132 | -320515 | -65271 | 114779 | -583241 |
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{ "first_band": { "type": "kcb", "factors": { "length": 160, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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": [ [ 1792727.5362928205, 1733325.458107638, 59402.0781851826, 1354681.4437294079, 1873467.0262257785, -518785.5824963693 ], [ 1792.727536, 1733.325458, 59.402078, 1354.681444, 1873.467026, -518.785582 ], [ 0.963962, 0.932021, 0.031941, 0.144068, 0.160493, 0 ], [ 94.244604, 94.244604, 94.244604, 94.244604, 94.244604, 94.244604 ], [ -132207, -74355, -83876, -1919065, -1132270, -1489093 ], [ 4.437111, 7.804637, 1.222603, 1.167764, 1.4752, 0.874461 ], [ 80, 40, 40, 80, 40, 40 ], [ 27, 13, 14, 27, 13, 14 ], [ 53, 27, 26, 53, 27, 26 ], [ 33.75, 32.5, 35, 33.75, 32.5, 35 ], [ 8.709884, 16.20963, 2.270548, 2.292277, 3.063878, 1.623999 ], [ 1600039, 1600039, 74629, 1956452, 1956452, 839999 ], [ -32885, -29959, -32885, -734665, -505174, -734665 ], [ 89, 84, 95, 89, 84, 95 ], [ 199, 190, 207, 199, 190, 207 ], [ 34, 33, 34, 34, 33, 34 ], [ 7195, 3386, 3809, 7195, 3386, 3809 ], [ 0, 0, 51.918707, 0, 0, 51.918707 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -9406, 541132, -320515, -65271, 114779, -583241 ] ] }
{ "trading_pair": "RUNE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7439, "evaluation_days": 1859.75, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1602633600000, "last_datapoint_time": 1759860000000, "evaluation_time": 1759874576278, "expiration_time": 1764680472000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 160, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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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