Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369430.4413 | 319391.0145 | 50039.4268 | 320074.8007 | 240883.8847 | 79190.916 |
Total P&L (%) | 369.4304 | 319.391 | 50.0394 | 320.0748 | 240.8839 | 79.1909 |
Avg Daily Profit (%) | 0.1724 | 0.1491 | 0.0234 | 0.067 | 0.0573 | 0.0272 |
Buy And Hold Return (%) | 102.98 | 102.98 | 102.98 | 102.98 | 102.98 | 102.98 |
Max Trade Drawdown | -93736 | -104118 | -22496 | -248147 | -188929 | -72480 |
Profit Factor | 2.2786 | 2.6176 | 1.547 | 1.5343 | 1.5915 | 1.413 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 53.9683 | 54.8387 | 53.125 | 53.9683 | 54.8387 | 53.125 |
Ratio Avg Win / Avg Loss | 1.9435 | 2.1557 | 1.365 | 1.3087 | 1.3106 | 1.2468 |
Largest Winning Trade | 140274 | 140274 | 27763 | 177481 | 177481 | 86646 |
Largest Losing Trade | -59144 | -59144 | -18725 | -177763 | -177763 | -68320 |
Avg Bars in Trades | 128 | 235 | 23 | 128 | 235 | 23 |
Avg Bars in Winners | 144 | 256 | 33 | 144 | 256 | 33 |
Avg Bars in Losers | 108 | 211 | 13 | 108 | 211 | 13 |
Bars Traded | 8079 | 7312 | 767 | 8079 | 7312 | 767 |
Profit Streak | 78.2441 | 152.7441 | 78.2441 | 78.2441 | 152.7441 | 78.2441 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140387 | 355308 | -324641 | -254476 | -117287 | -320297 |
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{ "first_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 188, "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": [ [ 369430.4412582592, 319391.0144695526, 50039.4267887067, 320074.8006705721, 240883.8846613398, 79190.9160092323 ], [ 369.430441, 319.391014, 50.039427, 320.074801, 240.883885, 79.190916 ], [ 0.17243, 0.149074, 0.023356, 0.067013, 0.057257, 0.027228 ], [ 102.979979, 102.979979, 102.979979, 102.979979, 102.979979, 102.979979 ], [ -93736, -104118, -22496, -248147, -188929, -72480 ], [ 2.278595, 2.617603, 1.546953, 1.534335, 1.591452, 1.413013 ], [ 63, 31, 32, 63, 31, 32 ], [ 34, 17, 17, 34, 17, 17 ], [ 29, 14, 15, 29, 14, 15 ], [ 53.968254, 54.83871, 53.125, 53.968254, 54.83871, 53.125 ], [ 1.943508, 2.155673, 1.364959, 1.308698, 1.310608, 1.246776 ], [ 140274, 140274, 27763, 177481, 177481, 86646 ], [ -59144, -59144, -18725, -177763, -177763, -68320 ], [ 128, 235, 23, 128, 235, 23 ], [ 144, 256, 33, 144, 256, 33 ], [ 108, 211, 13, 108, 211, 13 ], [ 8079, 7312, 767, 8079, 7312, 767 ], [ 78.24408, 152.74408, 78.24408, 78.24408, 152.74408, 78.24408 ], [ 2, 3, 1, 2, 3, 1 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -140387, 355308, -324641, -254476, -117287, -320297 ] ] }
{ "trading_pair": "BCH_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8570, "evaluation_days": 2142.5, "actual_first_datapoint_time": 1574920800000, "first_datapoint_time": 1578960000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760032288556, "expiration_time": 1765564560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 188, "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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