Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -873736.4645 | -11.1513 | -873725.3132 | -272697.9023 | 3732173.9565 | -4004871.8588 |
Total P&L (%) | -873.7365 | -0.0112 | -873.7253 | -272.6979 | 3732.174 | -4004.8719 |
Avg Daily Profit (%) | -0.4632 | 0 | -0.4632 | 0 | 0.1935 | 0 |
Buy And Hold Return (%) | 247.5464 | 247.5464 | 247.5464 | 247.5464 | 247.5464 | 247.5464 |
Max Trade Drawdown | -1057934 | -151224 | -999915 | -11912127 | -2197409 | -13717931 |
Profit Factor | 0.6154 | 1 | 0.4932 | 0.992 | 1.326 | 0.8218 |
Total Trades | 893 | 447 | 446 | 893 | 447 | 446 |
Winning Trades | 651 | 300 | 351 | 428 | 219 | 209 |
Losing Trades | 242 | 147 | 95 | 465 | 228 | 237 |
Profitability (%) | 72.9003 | 67.1141 | 78.6996 | 47.9283 | 48.9933 | 46.861 |
Ratio Avg Win / Avg Loss | 0.2288 | 0.49 | 0.1335 | 1.0777 | 1.3805 | 0.9319 |
Largest Winning Trade | 23824 | 23824 | 15593 | 9534747 | 3169639 | 9534747 |
Largest Losing Trade | -428537 | -29896 | -428537 | -3257949 | -989886 | -3257949 |
Avg Bars in Trades | 25 | 14 | 35 | 25 | 14 | 35 |
Avg Bars in Winners | 9 | 5 | 13 | 21 | 14 | 28 |
Avg Bars in Losers | 66 | 32 | 117 | 28 | 14 | 41 |
Bars Traded | 22418 | 6515 | 15903 | 22418 | 6515 | 15903 |
Profit Streak | 7.346 | 7.346 | 15.1794 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -570836 | -575355 | -573794 | -574558 | 356092 | -580223 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 123, "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": [ [ -873736.4644654845, -11.1512954806, -873725.313170004, -272697.9023283027, 3732173.9564721966, -4004871.8588005076 ], [ -873.736464, -0.011151, -873.725313, -272.697902, 3732.173956, -4004.871859 ], [ -0.463194, -6.0e-6, -0.463188, 0, 0.193473, 0 ], [ 247.546426, 247.546426, 247.546426, 247.546426, 247.546426, 247.546426 ], [ -1057934, -151224, -999915, -11912127, -2197409, -13717931 ], [ 0.615438, 0.99998, 0.493228, 0.991961, 1.325974, 0.821789 ], [ 893, 447, 446, 893, 447, 446 ], [ 651, 300, 351, 428, 219, 209 ], [ 242, 147, 95, 465, 228, 237 ], [ 72.900336, 67.114094, 78.699552, 47.928331, 48.993289, 46.860987 ], [ 0.22878, 0.48999, 0.133495, 1.077715, 1.380466, 0.931885 ], [ 23824, 23824, 15593, 9534747, 3169639, 9534747 ], [ -428537, -29896, -428537, -3257949, -989886, -3257949 ], [ 25, 14, 35, 25, 14, 35 ], [ 9, 5, 13, 21, 14, 28 ], [ 66, 32, 117, 28, 14, 41 ], [ 22418, 6515, 15903, 22418, 6515, 15903 ], [ 7.346017, 7.346018, 15.179351, 0, 0, 0 ], [ 4, 2, 3, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -570836, -575355, -573794, -574558, 356092, -580223 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22636, "evaluation_days": 1886.33, "actual_first_datapoint_time": 1596708000000, "first_datapoint_time": 1597586400000, "last_datapoint_time": 1759723200000, "evaluation_time": 1759731495932, "expiration_time": 1765590451200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 123, "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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