Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615542.3903 | 1639301.4109 | -23759.0206 | 7685.502 | 54313.1178 | -46627.6158 |
Total P&L (%) | 1615.5424 | 1639.3014 | -23.759 | 7.6855 | 54.3131 | -46.6276 |
Avg Daily Profit (%) | 0.6958 | 0.706 | -0.0102 | 0.0032 | 0.0187 | -0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135017 | -92804 | -161602 | -447809 | -294549 | -328292 |
Profit Factor | 3.744 | 6.3097 | 0.9152 | 1.0081 | 1.0987 | 0.8829 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 47.6923 | 50 | 45.4545 | 47.6923 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.1063 | 6.3097 | 1.0982 | 1.1057 | 1.0987 | 1.0595 |
Largest Winning Trade | 1455284 | 1455284 | 43407 | 306090 | 306090 | 141997 |
Largest Losing Trade | -92804 | -92804 | -49661 | -294549 | -294549 | -101564 |
Avg Bars in Trades | 123 | 214 | 34 | 123 | 214 | 34 |
Avg Bars in Winners | 146 | 240 | 46 | 146 | 240 | 46 |
Avg Bars in Losers | 101 | 188 | 24 | 101 | 188 | 24 |
Bars Traded | 8012 | 6876 | 1136 | 8012 | 6876 | 1136 |
Profit Streak | 74.9675 | 0 | 151.4675 | 74.9675 | 0 | 151.4675 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117190 | 750900 | -579940 | -702282 | -280880 | -579940 |
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{ "first_band": { "type": "kcl", "factors": { "length": 122, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "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": [ [ 1615542.3902676934, 1639301.4108873308, -23759.0206196371, 7685.5020253013, 54313.1178471062, -46627.615821805 ], [ 1615.54239, 1639.301411, -23.759021, 7.685502, 54.313118, -46.627616 ], [ 0.695755, 0.705987, -0.010232, 0.003189, 0.018685, -0.027037 ], [ 10, 10, 10, 10, 10, 10 ], [ -135017, -92804, -161602, -447809, -294549, -328292 ], [ 3.743967, 6.309664, 0.915153, 1.008106, 1.098744, 0.882883 ], [ 65, 32, 33, 65, 32, 33 ], [ 31, 16, 15, 31, 16, 15 ], [ 34, 16, 18, 34, 16, 18 ], [ 47.692308, 50, 45.454545, 47.692308, 50, 45.454545 ], [ 4.106286, 6.309664, 1.098184, 1.105664, 1.098744, 1.05946 ], [ 1455284, 1455284, 43407, 306090, 306090, 141997 ], [ -92804, -92804, -49661, -294549, -294549, -101564 ], [ 123, 214, 34, 123, 214, 34 ], [ 146, 240, 46, 146, 240, 46 ], [ 101, 188, 24, 101, 188, 24 ], [ 8012, 6876, 1136, 8012, 6876, 1136 ], [ 74.967502, 0, 151.467502, 74.967502, 0, 151.467502 ], [ 1, 0, 2, 1, 0, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -117190, 750900, -579940, -702282, -280880, -579940 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9288, "evaluation_days": 2322, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564293600000, "last_datapoint_time": 1759946400000, "evaluation_time": 1759965192214, "expiration_time": 1765965024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 122, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 230, "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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