Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78369.497 | 6552.9274 | 71816.5695 | 86848.8287 | 2134.7217 | 84714.1071 |
Total P&L (%) | 78.3695 | 6.5529 | 71.8166 | 86.8488 | 2.1347 | 84.7141 |
Avg Daily Profit (%) | 0.3009 | 0.0252 | 0.2758 | 0.2403 | 0.0081 | 0.2359 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45836 | -26710 | -26031 | -58110 | -37134 | -29951 |
Profit Factor | 1.5183 | 1.0674 | 2.3297 | 1.423 | 1.0162 | 2.1547 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 67.4699 | 64.2857 | 70.7317 | 67.4699 | 64.2857 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.732 | 0.593 | 0.964 | 0.6861 | 0.5645 | 0.8916 |
Largest Winning Trade | 10245 | 10245 | 10138 | 14091 | 14091 | 12533 |
Largest Losing Trade | -25446 | -25446 | -10240 | -29875 | -29875 | -16222 |
Avg Bars in Trades | 292 | 341 | 242 | 292 | 341 | 242 |
Avg Bars in Winners | 212 | 256 | 170 | 212 | 256 | 170 |
Avg Bars in Losers | 460 | 494 | 417 | 460 | 494 | 417 |
Bars Traded | 24309 | 14347 | 9961 | 24309 | 14347 | 9961 |
Profit Streak | 4.0614 | 5.1031 | 0 | 4.0614 | 5.1031 | 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 | 285884 | -471861 | 405186 | 246272 | -550956 | 380762 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737092700000, "first_datapoint_time": 1737451800000, "last_datapoint_time": 1759591800000, "evaluation_time": 1759592607486, "expiration_time": 1766071800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 175, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 165, "offset": 235 } } }
{ "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": [ [ 78369.4969517184, 6552.9274064426, 71816.5695452759, 86848.8287190119, 2134.7216655178, 84714.1070534941 ], [ 78.369497, 6.552927, 71.81657, 86.848829, 2.134722, 84.714107 ], [ 0.300935, 0.025163, 0.275772, 0.240335, 0.008111, 0.235912 ], [ 10, 10, 10, 10, 10, 10 ], [ -45836, -26710, -26031, -58110, -37134, -29951 ], [ 1.518254, 1.06741, 2.329739, 1.42296, 1.016175, 2.154733 ], [ 83, 42, 41, 83, 42, 41 ], [ 56, 27, 29, 56, 27, 29 ], [ 27, 15, 12, 27, 15, 12 ], [ 67.46988, 64.285714, 70.731707, 67.46988, 64.285714, 70.731707 ], [ 0.732016, 0.593006, 0.96403, 0.68607, 0.564542, 0.891613 ], [ 10245, 10245, 10138, 14091, 14091, 12533 ], [ -25446, -25446, -10240, -29875, -29875, -16222 ], [ 292, 341, 242, 292, 341, 242 ], [ 212, 256, 170, 212, 256, 170 ], [ 460, 494, 417, 460, 494, 417 ], [ 24309, 14347, 9961, 24309, 14347, 9961 ], [ 4.061429, 5.103096, 0, 4.061429, 5.103096, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 285884, -471861, 405186, 246272, -550956, 380762 ] ] }
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{ "first_band": { "type": "kcl", "factors": { "length": 175, "offset": 0, "scalar": 2 } }, "second_band": { "type": "alma", "factors": { "length": 165, "offset": 235 } } }
# | 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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