Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476709.9108 | 321040.4178 | 155669.493 | 242390.1441 | -561764.3329 | 804154.477 |
Total P&L (%) | 476.7099 | 321.0404 | 155.6695 | 242.3901 | -561.7643 | 804.1545 |
Avg Daily Profit (%) | 0.3 | 0.202 | 0.098 | 0.0775 | 0 | 0.1387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150274 | -128656 | -87171 | -3122329 | -2380007 | -971551 |
Profit Factor | 1.6788 | 1.8717 | 1.4661 | 1.0307 | 0.892 | 1.2986 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 66.0819 | 67.0588 | 65.1163 | 66.0819 | 67.0588 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.8617 | 0.9194 | 0.7854 | 0.529 | 0.4382 | 0.6957 |
Largest Winning Trade | 81311 | 81311 | 44233 | 874926 | 874926 | 228375 |
Largest Losing Trade | -68669 | -67648 | -68669 | -2296834 | -2296834 | -711012 |
Avg Bars in Trades | 105 | 169 | 42 | 105 | 169 | 42 |
Avg Bars in Winners | 65 | 86 | 45 | 65 | 86 | 45 |
Avg Bars in Losers | 183 | 339 | 37 | 183 | 339 | 37 |
Bars Traded | 18068 | 14423 | 3645 | 18068 | 14423 | 3645 |
Profit Streak | 17.5613 | 17.5613 | 73.0613 | 17.5613 | 17.5613 | 73.0613 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 480088 | 401151 | -59407 | -273451 | -578048 | -5750 |
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19067, "evaluation_days": 1588.92, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623405600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759217299467, "expiration_time": 1764154166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "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": [ [ 476709.9107895079, 321040.417837585, 155669.4929519231, 242390.1441339896, -561764.3328974874, 804154.4770314766 ], [ 476.709911, 321.040418, 155.669493, 242.390144, -561.764333, 804.154477 ], [ 0.300021, 0.202049, 0.097972, 0.07749, 0, 0.13867 ], [ 10, 10, 10, 10, 10, 10 ], [ -150274, -128656, -87171, -3122329, -2380007, -971551 ], [ 1.678786, 1.871689, 1.466074, 1.030701, 0.892006, 1.298553 ], [ 171, 85, 86, 171, 85, 86 ], [ 113, 57, 56, 113, 57, 56 ], [ 58, 28, 30, 58, 28, 30 ], [ 66.081871, 67.058824, 65.116279, 66.081871, 67.058824, 65.116279 ], [ 0.861678, 0.919426, 0.785397, 0.529032, 0.438178, 0.695653 ], [ 81311, 81311, 44233, 874926, 874926, 228375 ], [ -68669, -67648, -68669, -2296834, -2296834, -711012 ], [ 105, 169, 42, 105, 169, 42 ], [ 65, 86, 45, 65, 86, 45 ], [ 183, 339, 37, 183, 339, 37 ], [ 18068, 14423, 3645, 18068, 14423, 3645 ], [ 17.561336, 17.561336, 73.061336, 17.561336, 17.561336, 73.061336 ], [ 3, 1, 4, 3, 1, 4 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 480088, 401151, -59407, -273451, -578048, -5750 ] ] }
{ "trading_pair": "MASK_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19067, "evaluation_days": 1588.92, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623405600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759217299467, "expiration_time": 1764154166400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 83, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 207, "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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