Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -132838.7939 | 65644.1667 | -198482.9606 | 4434964.0459 | 1011735.4034 | 3423228.6425 |
Total P&L (%) | -132.8388 | 65.6442 | -198.483 | 4434.964 | 1011.7354 | 3423.2286 |
Avg Daily Profit (%) | -0.0698 | 0.0345 | -0.1044 | 0.2007 | 0.1267 | 0.1875 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -599885 | -78236 | -560513 | -2656696 | -443255 | -2550889 |
Profit Factor | 0.8344 | 1.3718 | 0.6828 | 1.8378 | 1.5663 | 1.976 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 56 | 25 | 31 | 60 | 26 | 34 |
Losing Trades | 40 | 23 | 17 | 36 | 22 | 14 |
Profitability (%) | 58.3333 | 52.0833 | 64.5833 | 62.5 | 54.1667 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.596 | 1.262 | 0.3744 | 1.1027 | 1.3253 | 0.8137 |
Largest Winning Trade | 47675 | 27880 | 47675 | 1037231 | 818185 | 1037231 |
Largest Losing Trade | -340022 | -38749 | -340022 | -2396186 | -333678 | -2396186 |
Avg Bars in Trades | 74 | 22 | 126 | 74 | 22 | 126 |
Avg Bars in Winners | 50 | 24 | 71 | 66 | 23 | 99 |
Avg Bars in Losers | 108 | 20 | 227 | 87 | 21 | 192 |
Bars Traded | 7143 | 1069 | 6074 | 7143 | 1069 | 6074 |
Profit Streak | 509.2753 | 0 | 509.5253 | 509.2753 | 0 | 509.5253 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578857 | -145920 | -578214 | 463698 | -20825 | 442085 |
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{ "first_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.73518 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "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": [ [ -132838.7938928863, 65644.1667234128, -198482.9606162991, 4434964.045928505, 1011735.4034398997, 3423228.6424886053 ], [ -132.838794, 65.644167, -198.482961, 4434.964046, 1011.735403, 3423.228642 ], [ -0.069842, 0.034513, -0.104355, 0.200748, 0.12671, 0.18745 ], [ 10, 10, 10, 10, 10, 10 ], [ -599885, -78236, -560513, -2656696, -443255, -2550889 ], [ 0.834429, 1.371776, 0.682803, 1.837762, 1.566303, 1.976041 ], [ 96, 48, 48, 96, 48, 48 ], [ 56, 25, 31, 60, 26, 34 ], [ 40, 23, 17, 36, 22, 14 ], [ 58.333333, 52.083333, 64.583333, 62.5, 54.166667, 70.833333 ], [ 0.596021, 1.262034, 0.37444, 1.102657, 1.325333, 0.813664 ], [ 47675, 27880, 47675, 1037231, 818185, 1037231 ], [ -340022, -38749, -340022, -2396186, -333678, -2396186 ], [ 74, 22, 126, 74, 22, 126 ], [ 50, 24, 71, 66, 23, 99 ], [ 108, 20, 227, 87, 21, 192 ], [ 7143, 1069, 6074, 7143, 1069, 6074 ], [ 509.27533, 0, 509.52533, 509.27533, 0, 509.52533 ], [ 1, 0, 1, 1, 0, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -578857, -145920, -578214, 463698, -20825, 442085 ] ] }
{ "trading_pair": "OMG_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7608, "evaluation_days": 1902, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1558051200000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759494988528, "expiration_time": 1723512384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.73518 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "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) |
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