Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668420.4654 | 516958.0511 | 151462.4143 | 2948258.164 | 661399.5192 | 2286858.6448 |
Total P&L (%) | 668.4205 | 516.9581 | 151.4624 | 2948.2582 | 661.3995 | 2286.8586 |
Avg Daily Profit (%) | 0.3383 | 0.2616 | 0.0767 | 0.1731 | 0.1028 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141027 | -135979 | -92103 | -6623171 | -6090782 | -1619798 |
Profit Factor | 2.0924 | 2.5945 | 1.5266 | 1.1777 | 1.0641 | 1.3649 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.0924 | 2.7675 | 1.4311 | 1.1777 | 1.135 | 1.2796 |
Largest Winning Trade | 167496 | 167496 | 67536 | 3266111 | 2816489 | 3266111 |
Largest Losing Trade | -34041 | -34041 | -25548 | -2411434 | -2411434 | -793935 |
Avg Bars in Trades | 93 | 83 | 103 | 93 | 83 | 103 |
Avg Bars in Winners | 138 | 126 | 150 | 138 | 126 | 150 |
Avg Bars in Losers | 48 | 44 | 53 | 48 | 44 | 53 |
Bars Traded | 11612 | 5206 | 6406 | 11612 | 5206 | 6406 |
Profit Streak | 0 | 0 | 558.4395 | 0 | 0 | 558.4395 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 486974 | -141295 | -242524 | -16915 | -360207 | -145205 |
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{ "first_band": { "type": "kcb", "factors": { "length": 109, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 53, "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": [ [ 668420.465415972, 516958.0511202591, 151462.414295713, 2948258.1639834056, 661399.5191893226, 2286858.6447940823 ], [ 668.420465, 516.958051, 151.462414, 2948.258164, 661.399519, 2286.858645 ], [ 0.338269, 0.261618, 0.076651, 0.173083, 0.102785, 0.160684 ], [ 10, 10, 10, 10, 10, 10 ], [ -141027, -135979, -92103, -6623171, -6090782, -1619798 ], [ 2.092441, 2.594515, 1.526553, 1.177705, 1.064064, 1.364919 ], [ 124, 62, 62, 124, 62, 62 ], [ 62, 30, 32, 62, 30, 32 ], [ 62, 32, 30, 62, 32, 30 ], [ 50, 48.387097, 51.612903, 50, 48.387097, 51.612903 ], [ 2.092441, 2.767482, 1.431143, 1.177705, 1.135002, 1.279611 ], [ 167496, 167496, 67536, 3266111, 2816489, 3266111 ], [ -34041, -34041, -25548, -2411434, -2411434, -793935 ], [ 93, 83, 103, 93, 83, 103 ], [ 138, 126, 150, 138, 126, 150 ], [ 48, 44, 53, 48, 44, 53 ], [ 11612, 5206, 6406, 11612, 5206, 6406 ], [ 0, 0, 558.439523, 0, 0, 558.439523 ], [ 0, 0, 1, 0, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 486974, -141295, -242524, -16915, -360207, -145205 ] ] }
{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1549353600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759645974798, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 109, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 53, "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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