Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77834.5001 | -24340.1527 | 102174.6527 | 66351.3201 | -28031.4626 | 94382.7827 |
Total P&L (%) | 77.8345 | -24.3402 | 102.1747 | 66.3513 | -28.0315 | 94.3828 |
Avg Daily Profit (%) | 0.2989 | -0.0935 | 0.3923 | 0.1956 | -0.1262 | 0.2556 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28330 | -35019 | -22037 | -27550 | -35394 | -20975 |
Profit Factor | 1.588 | 0.6131 | 2.4712 | 1.5339 | 0.5422 | 2.497 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 72.2892 | 65.8537 | 78.5714 | 72.2892 | 65.8537 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.6087 | 0.3179 | 0.674 | 0.588 | 0.2811 | 0.681 |
Largest Winning Trade | 65028 | 3812 | 65028 | 65549 | 3383 | 65549 |
Largest Losing Trade | -23962 | -23962 | -17376 | -24730 | -24730 | -15997 |
Avg Bars in Trades | 294 | 87 | 495 | 294 | 87 | 495 |
Avg Bars in Winners | 206 | 48 | 335 | 206 | 48 | 335 |
Avg Bars in Losers | 522 | 164 | 1080 | 522 | 164 | 1080 |
Bars Traded | 24420 | 3606 | 20813 | 24420 | 3606 | 20813 |
Profit Streak | 18.6605 | 18.6605 | 27.3689 | 18.6605 | 18.6605 | 27.3689 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385531 | -578739 | 541810 | 333094 | -578739 | 501512 |
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737803700000, "first_datapoint_time": 1737975600000, "last_datapoint_time": 1760302800000, "evaluation_time": 1760303169696, "expiration_time": 1766782800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 4 } } }
{ "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": [ [ 77834.5000810816, -24340.1526680992, 102174.6527491809, 66351.3200693542, -28031.4626300345, 94382.7826993887 ], [ 77.8345, -24.340153, 102.174653, 66.35132, -28.031463, 94.382783 ], [ 0.298881, -0.093465, 0.392346, 0.195618, -0.126232, 0.255552 ], [ 10, 10, 10, 10, 10, 10 ], [ -28330, -35019, -22037, -27550, -35394, -20975 ], [ 1.588041, 0.613121, 2.471235, 1.533921, 0.542156, 2.497025 ], [ 83, 41, 42, 83, 41, 42 ], [ 60, 27, 33, 60, 27, 33 ], [ 23, 14, 9, 23, 14, 9 ], [ 72.289157, 65.853659, 78.571429, 72.289157, 65.853659, 78.571429 ], [ 0.608749, 0.317914, 0.673973, 0.588003, 0.281118, 0.681007 ], [ 65028, 3812, 65028, 65549, 3383, 65549 ], [ -23962, -23962, -17376, -24730, -24730, -15997 ], [ 294, 87, 495, 294, 87, 495 ], [ 206, 48, 335, 206, 48, 335 ], [ 522, 164, 1080, 522, 164, 1080 ], [ 24420, 3606, 20813, 24420, 3606, 20813 ], [ 18.660529, 18.660529, 27.368862, 18.660529, 18.660529, 27.368862 ], [ 5, 2, 4, 5, 2, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 385531, -578739, 541810, 333094, -578739, 501512 ] ] }
{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737803700000, "first_datapoint_time": 1737975600000, "last_datapoint_time": 1760302800000, "evaluation_time": 1760303169696, "expiration_time": 1766782800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 4 } } }
# | 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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