Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1471441.8739 | 1441183.7216 | 30258.1523 | 387708.4394 | 771928.2732 | -384219.8338 |
Total P&L (%) | 1471.4419 | 1441.1837 | 30.2582 | 387.7084 | 771.9283 | -384.2198 |
Avg Daily Profit (%) | 0.6611 | 0.6475 | 0.0136 | 0.0712 | 0.0973 | 0 |
Buy And Hold Return (%) | 194.9424 | 194.9424 | 194.9424 | 194.9424 | 194.9424 | 194.9424 |
Max Trade Drawdown | -152869 | -76789 | -159491 | -2511519 | -1166820 | -2325481 |
Profit Factor | 3.6805 | 8.4979 | 1.0848 | 1.0656 | 1.373 | 0.9 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50 | 51.7241 | 48.2759 | 50 | 51.7241 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.6805 | 7.9313 | 1.1623 | 1.0656 | 1.2815 | 0.9643 |
Largest Winning Trade | 1262279 | 1262279 | 57054 | 766597 | 553371 | 766597 |
Largest Losing Trade | -71746 | -40919 | -71746 | -873969 | -506225 | -873969 |
Avg Bars in Trades | 143 | 92 | 195 | 143 | 92 | 195 |
Avg Bars in Winners | 196 | 110 | 287 | 196 | 110 | 287 |
Avg Bars in Losers | 91 | 72 | 109 | 91 | 72 | 109 |
Bars Traded | 8347 | 2685 | 5662 | 8347 | 2685 | 5662 |
Profit Streak | 81.8384 | 130.0884 | 0 | 81.8384 | 130.0884 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160135 | 760570 | -468407 | -432139 | -63591 | -581503 |
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{ "first_band": { "type": "alma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 2 } } }
{ "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": [ [ 1471441.873864812, 1441183.7215680024, 30258.1522968103, 387708.439358383, 771928.2732012196, -384219.8338428368 ], [ 1471.441874, 1441.183722, 30.258152, 387.708439, 771.928273, -384.219834 ], [ 0.661099, 0.647505, 0.013595, 0.071217, 0.097342, 0 ], [ 194.942414, 194.942414, 194.942414, 194.942414, 194.942414, 194.942414 ], [ -152869, -76789, -159491, -2511519, -1166820, -2325481 ], [ 3.680506, 8.497861, 1.084821, 1.065585, 1.373036, 0.9 ], [ 58, 29, 29, 58, 29, 29 ], [ 29, 15, 14, 29, 15, 14 ], [ 29, 14, 15, 29, 14, 15 ], [ 50, 51.724138, 48.275862, 50, 51.724138, 48.275862 ], [ 3.680506, 7.931337, 1.162308, 1.065585, 1.2815, 0.964285 ], [ 1262279, 1262279, 57054, 766597, 553371, 766597 ], [ -71746, -40919, -71746, -873969, -506225, -873969 ], [ 143, 92, 195, 143, 92, 195 ], [ 196, 110, 287, 196, 110, 287 ], [ 91, 72, 109, 91, 72, 109 ], [ 8347, 2685, 5662, 8347, 2685, 5662 ], [ 81.838371, 130.088371, 0, 81.838371, 130.088371, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -160135, 760570, -468407, -432139, -63591, -581503 ] ] }
{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8903, "evaluation_days": 2225.75, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572717600000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760018835294, "expiration_time": 1765780344000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 2 } } }
# | 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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