Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189722.5092 | 1179735.7952 | 9986.7139 | 409872.8761 | -203741.5095 | 613614.3855 |
Total P&L (%) | 1189.7225 | 1179.7358 | 9.9867 | 409.8729 | -203.7415 | 613.6144 |
Avg Daily Profit (%) | 0.6293 | 0.624 | 0.0053 | 0.0862 | 0 | 0.104 |
Buy And Hold Return (%) | 222.5938 | 222.5938 | 222.5938 | 222.5938 | 222.5938 | 222.5938 |
Max Trade Drawdown | -153589 | -162905 | -31489 | -5901064 | -6081394 | -413710 |
Profit Factor | 2.9552 | 3.4814 | 1.0751 | 1.0358 | 0.9795 | 1.4015 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 60.6299 | 57.1429 | 64.0625 | 60.6299 | 57.1429 | 64.0625 |
Ratio Avg Win / Avg Loss | 1.9189 | 2.611 | 0.6031 | 0.6726 | 0.7346 | 0.7862 |
Largest Winning Trade | 946574 | 946574 | 8662 | 3361568 | 3361568 | 351210 |
Largest Losing Trade | -51159 | -51159 | -19447 | -2316863 | -2316863 | -355540 |
Avg Bars in Trades | 43 | 81 | 5 | 43 | 81 | 5 |
Avg Bars in Winners | 36 | 72 | 4 | 36 | 72 | 4 |
Avg Bars in Losers | 54 | 94 | 7 | 54 | 94 | 7 |
Bars Traded | 5503 | 5163 | 340 | 5503 | 5163 | 340 |
Profit Streak | 0 | 121.2056 | 0 | 0 | 121.2056 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 646611 | -127608 | -628259 | -266916 | -725573 | -195099 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 20, "offset": 0, "a": 0.78096 } } }
{ "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": [ [ 1189722.5091738475, 1179735.7952312941, 9986.7139425529, 409872.8760618725, -203741.5094503347, 613614.3855122076 ], [ 1189.722509, 1179.735795, 9.986714, 409.872876, -203.741509, 613.614386 ], [ 0.62926, 0.623978, 0.005282, 0.086197, 0, 0.103995 ], [ 222.59376, 222.59376, 222.59376, 222.59376, 222.59376, 222.59376 ], [ -153589, -162905, -31489, -5901064, -6081394, -413710 ], [ 2.955175, 3.481397, 1.07505, 1.035806, 0.979459, 1.401527 ], [ 127, 63, 64, 127, 63, 64 ], [ 77, 36, 41, 77, 36, 41 ], [ 50, 27, 23, 50, 27, 23 ], [ 60.629921, 57.142857, 64.0625, 60.629921, 57.142857, 64.0625 ], [ 1.918945, 2.611048, 0.603077, 0.672601, 0.734594, 0.786222 ], [ 946574, 946574, 8662, 3361568, 3361568, 351210 ], [ -51159, -51159, -19447, -2316863, -2316863, -355540 ], [ 43, 81, 5, 43, 81, 5 ], [ 36, 72, 4, 36, 72, 4 ], [ 54, 94, 7, 54, 94, 7 ], [ 5503, 5163, 340, 5503, 5163, 340 ], [ 0, 121.205631, 0, 0, 121.205631, 0 ], [ 0, 2, 0, 0, 2, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 646611, -127608, -628259, -266916, -725573, -195099 ] ] }
{ "trading_pair": "MANA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5672, "evaluation_days": 1890.67, "actual_first_datapoint_time": 1596700800000, "first_datapoint_time": 1597248000000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760043366488, "expiration_time": 1764926208000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 2 } }, "second_band": { "type": "t3", "factors": { "length": 20, "offset": 0, "a": 0.78096 } } }
# | 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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