Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474958.2792 | 396617.4587 | 78340.8205 | 26449.8267 | 602768.3852 | -576318.5585 |
Total P&L (%) | 474.9583 | 396.6175 | 78.3408 | 26.4498 | 602.7684 | -576.3186 |
Avg Daily Profit (%) | 0.2987 | 0.2495 | 0.0493 | 0.0148 | 0.1227 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271761 | -128036 | -154232 | -3809143 | -1747744 | -2280152 |
Profit Factor | 1.4225 | 1.6279 | 1.159 | 1.002 | 1.0859 | 0.9052 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 126 | 64 | 62 | 126 | 64 | 62 |
Losing Trades | 134 | 66 | 68 | 134 | 66 | 68 |
Profitability (%) | 48.4615 | 49.2308 | 47.6923 | 48.4615 | 49.2308 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.5128 | 1.6788 | 1.2712 | 1.0656 | 1.1198 | 0.9928 |
Largest Winning Trade | 315683 | 315683 | 54006 | 815271 | 815271 | 613076 |
Largest Losing Trade | -64778 | -64778 | -29618 | -760087 | -711385 | -760087 |
Avg Bars in Trades | 70 | 95 | 44 | 70 | 95 | 44 |
Avg Bars in Winners | 79 | 102 | 55 | 79 | 102 | 55 |
Avg Bars in Losers | 61 | 89 | 34 | 61 | 89 | 34 |
Bars Traded | 18220 | 12456 | 5764 | 18220 | 12456 | 5764 |
Profit Streak | 19.8926 | 31.5593 | 19.8926 | 19.8926 | 31.5593 | 19.8926 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458433 | 436286 | -172732 | -392530 | -153847 | -580819 |
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } } }
{ "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": [ [ 474958.2792248962, 396617.4586984732, 78340.820526424, 26449.8267180402, 602768.3851835531, -576318.5584655122 ], [ 474.958279, 396.617459, 78.340821, 26.449827, 602.768385, -576.318558 ], [ 0.298748, 0.249472, 0.049276, 0.014762, 0.122721, 0 ], [ 10, 10, 10, 10, 10, 10 ], [ -271761, -128036, -154232, -3809143, -1747744, -2280152 ], [ 1.422484, 1.627943, 1.159038, 1.002019, 1.085862, 0.905213 ], [ 260, 130, 130, 260, 130, 130 ], [ 126, 64, 62, 126, 64, 62 ], [ 134, 66, 68, 134, 66, 68 ], [ 48.461538, 49.230769, 47.692308, 48.461538, 49.230769, 47.692308 ], [ 1.5128, 1.678816, 1.271203, 1.065639, 1.119795, 0.992814 ], [ 315683, 315683, 54006, 815271, 815271, 613076 ], [ -64778, -64778, -29618, -760087, -711385, -760087 ], [ 70, 95, 44, 70, 95, 44 ], [ 79, 102, 55, 79, 102, 55 ], [ 61, 89, 34, 61, 89, 34 ], [ 18220, 12456, 5764, 18220, 12456, 5764 ], [ 19.89261, 31.559276, 19.89261, 19.89261, 31.559277, 19.89261 ], [ 5, 4, 2, 5, 4, 2 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 458433, 436286, -172732, -392530, -153847, -580819 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19078, "evaluation_days": 1589.83, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623312000000, "last_datapoint_time": 1759291200000, "evaluation_time": 1759296321494, "expiration_time": 1764236217600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcm", "factors": { "length": 194, "offset": 0 } } }
# | 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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