Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6223682.9795 | 6181536.8522 | 42146.1273 | 8115262.7816 | 6221205.3488 | 1894057.4329 |
Total P&L (%) | 6223.683 | 6181.5369 | 42.1461 | 8115.2628 | 6221.2053 | 1894.0574 |
Avg Daily Profit (%) | 3.1689 | 3.1474 | 0.0215 | 0.2247 | 0.2113 | 0.1525 |
Buy And Hold Return (%) | 1787.5622 | 1787.5622 | 1787.5622 | 1787.5622 | 1787.5622 | 1787.5622 |
Max Trade Drawdown | -69225 | -64503 | -36767 | -9436444 | -8236115 | -3808407 |
Profit Factor | 14.8009 | 23.8481 | 1.2336 | 1.2619 | 1.3349 | 1.1526 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 38.8889 | 36.5079 | 41.2698 | 38.8889 | 36.5079 | 41.2698 |
Ratio Avg Win / Avg Loss | 23.2586 | 41.475 | 1.7555 | 1.9829 | 2.3215 | 1.6402 |
Largest Winning Trade | 6087678 | 6087678 | 56897 | 4446586 | 4446586 | 3590153 |
Largest Losing Trade | -28202 | -28202 | -17430 | -2529878 | -2140241 | -2529878 |
Avg Bars in Trades | 44 | 73 | 15 | 44 | 73 | 15 |
Avg Bars in Winners | 75 | 144 | 14 | 75 | 144 | 14 |
Avg Bars in Losers | 24 | 32 | 16 | 24 | 32 | 16 |
Bars Traded | 5620 | 4627 | 993 | 5620 | 4627 | 993 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614906 | -131177 | -479258 | 125340 | -145346 | -341259 |
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{ "first_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 2.0637 } } }
{ "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": [ [ 6223682.9795204215, 6181536.852191069, 42146.1273293533, 8115262.781619236, 6221205.3487543715, 1894057.4328648595 ], [ 6223.68298, 6181.536852, 42.146127, 8115.262782, 6221.205349, 1894.057433 ], [ 3.168881, 3.147422, 0.021459, 0.224722, 0.211348, 0.152497 ], [ 1787.562189, 1787.562189, 1787.562189, 1787.562189, 1787.562189, 1787.562189 ], [ -69225, -64503, -36767, -9436444, -8236115, -3808407 ], [ 14.800919, 23.8481, 1.23361, 1.261857, 1.334868, 1.152585 ], [ 126, 63, 63, 126, 63, 63 ], [ 49, 23, 26, 49, 23, 26 ], [ 77, 40, 37, 77, 40, 37 ], [ 38.888889, 36.507937, 41.269841, 38.888889, 36.507937, 41.269841 ], [ 23.258587, 41.474957, 1.755522, 1.982918, 2.32151, 1.640217 ], [ 6087678, 6087678, 56897, 4446586, 4446586, 3590153 ], [ -28202, -28202, -17430, -2529878, -2140241, -2529878 ], [ 44, 73, 15, 44, 73, 15 ], [ 75, 144, 14, 75, 144, 14 ], [ 24, 32, 16, 24, 32, 16 ], [ 5620, 4627, 993, 5620, 4627, 993 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 614906, -131177, -479258, 125340, -145346, -341259 ] ] }
{ "trading_pair": "MATIC_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5892, "evaluation_days": 1964, "actual_first_datapoint_time": 1556265600000, "first_datapoint_time": 1559635200000, "last_datapoint_time": 1725926400000, "evaluation_time": 1760096719691, "expiration_time": 1731017088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 2.0637 } } }
# | 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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