Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878619.7899 | 793366.4898 | 85253.3001 | 481825.2296 | -257727.1558 | 739552.3854 |
Total P&L (%) | 878.6198 | 793.3665 | 85.2533 | 481.8252 | -257.7272 | 739.5524 |
Avg Daily Profit (%) | 0.4687 | 0.4232 | 0.0455 | 0.094 | 0 | 0.1136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104109 | -83764 | -49330 | -1385863 | -1259121 | -542573 |
Profit Factor | 3.4851 | 4.552 | 1.6548 | 1.1194 | 0.9033 | 1.5398 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 42.3729 | 34.4828 | 50 | 42.3729 | 34.4828 | 50 |
Ratio Avg Win / Avg Loss | 4.7397 | 8.6488 | 1.6548 | 1.5224 | 1.7162 | 1.5398 |
Largest Winning Trade | 819060 | 819060 | 54572 | 883585 | 883585 | 621577 |
Largest Losing Trade | -42539 | -42539 | -23477 | -414058 | -414058 | -191011 |
Avg Bars in Trades | 59 | 71 | 48 | 59 | 71 | 48 |
Avg Bars in Winners | 86 | 132 | 56 | 86 | 132 | 56 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 3528 | 2079 | 1449 | 3528 | 2079 | 1449 |
Profit Streak | 56.3708 | 0 | 81.8708 | 56.3708 | 0 | 81.8708 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164903 | 407615 | -128520 | -337436 | -584089 | -37789 |
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{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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": [ [ 878619.7898829507, 793366.4898280527, 85253.300054898, 481825.2295854124, -257727.1558351614, 739552.3854205739 ], [ 878.61979, 793.36649, 85.2533, 481.82523, -257.727156, 739.552385 ], [ 0.468722, 0.423242, 0.045481, 0.093989, 0, 0.113572 ], [ 10, 10, 10, 10, 10, 10 ], [ -104109, -83764, -49330, -1385863, -1259121, -542573 ], [ 3.485106, 4.552009, 1.654802, 1.119429, 0.903269, 1.539812 ], [ 59, 29, 30, 59, 29, 30 ], [ 25, 10, 15, 25, 10, 15 ], [ 34, 19, 15, 34, 19, 15 ], [ 42.372881, 34.482759, 50, 42.372881, 34.482759, 50 ], [ 4.739744, 8.648817, 1.654802, 1.522424, 1.716211, 1.539812 ], [ 819060, 819060, 54572, 883585, 883585, 621577 ], [ -42539, -42539, -23477, -414058, -414058, -191011 ], [ 59, 71, 48, 59, 71, 48 ], [ 86, 132, 56, 86, 132, 56 ], [ 39, 39, 40, 39, 39, 40 ], [ 3528, 2079, 1449, 3528, 2079, 1449 ], [ 56.370824, 0, 81.870824, 56.370824, 0, 81.870824 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -164903, 407615, -128520, -337436, -584089, -37789 ] ] }
{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3749, "evaluation_days": 1874.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601294400000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759697639204, "expiration_time": 1764524304000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 1 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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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