Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2194912.1983 | 2240104.2112 | -45192.0129 | -28432.932 | 216228.8977 | -244661.8298 |
Total P&L (%) | 2194.9122 | 2240.1042 | -45.192 | -28.4329 | 216.2289 | -244.6618 |
Avg Daily Profit (%) | 0.911 | 0.9298 | -0.0188 | -0.0139 | 0.0478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249242 | -166842 | -99327 | -1883408 | -1408251 | -485492 |
Profit Factor | 5.2614 | 7.1666 | 0.7023 | 0.987 | 1.1318 | 0.5497 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 47.4576 | 44.8276 | 50 | 47.4576 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 5.8252 | 8.8204 | 0.7023 | 1.0927 | 1.3929 | 0.5497 |
Largest Winning Trade | 2395004 | 2395004 | 25105 | 1642805 | 1642805 | 220154 |
Largest Losing Trade | -56742 | -56742 | -27589 | -565554 | -565554 | -379765 |
Avg Bars in Trades | 141 | 262 | 24 | 141 | 262 | 24 |
Avg Bars in Winners | 157 | 302 | 30 | 157 | 302 | 30 |
Avg Bars in Losers | 127 | 229 | 18 | 127 | 229 | 18 |
Bars Traded | 8337 | 7601 | 735 | 8337 | 7601 | 735 |
Profit Streak | 0 | 171.3597 | 0 | 0 | 171.3597 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159239 | 745508 | -580547 | -759599 | -205758 | -580547 |
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{ "first_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "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": [ [ 2194912.198332604, 2240104.2112171524, -45192.0128845471, -28432.9320396947, 216228.897737311, -244661.8297770059 ], [ 2194.912198, 2240.104211, -45.192013, -28.432932, 216.228898, -244.66183 ], [ 0.911035, 0.929793, -0.018758, -0.013884, 0.047798, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -249242, -166842, -99327, -1883408, -1408251, -485492 ], [ 5.261433, 7.166553, 0.702288, 0.986983, 1.131766, 0.549727 ], [ 59, 29, 30, 59, 29, 30 ], [ 28, 13, 15, 28, 13, 15 ], [ 31, 16, 15, 31, 16, 15 ], [ 47.457627, 44.827586, 50, 47.457627, 44.827586, 50 ], [ 5.825158, 8.820373, 0.702288, 1.092732, 1.392942, 0.549727 ], [ 2395004, 2395004, 25105, 1642805, 1642805, 220154 ], [ -56742, -56742, -27589, -565554, -565554, -379765 ], [ 141, 262, 24, 141, 262, 24 ], [ 157, 302, 30, 157, 302, 30 ], [ 127, 229, 18, 127, 229, 18 ], [ 8337, 7601, 735, 8337, 7601, 735 ], [ 0, 171.35971, 0, 0, 171.35971, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -159239, 745508, -580547, -759599, -205758, -580547 ] ] }
{ "trading_pair": "ZIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9637, "evaluation_days": 2409.25, "actual_first_datapoint_time": 1550556000000, "first_datapoint_time": 1555027200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758811078936, "expiration_time": 1764959976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "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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