Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821589.2578 | 819019.0088 | 2570.2491 | 382639.5327 | 540408.6371 | -157769.1044 |
Total P&L (%) | 821.5893 | 819.019 | 2.5702 | 382.6395 | 540.4086 | -157.7691 |
Avg Daily Profit (%) | 0.4501 | 0.4487 | 0.0014 | 0.0863 | 0.1018 | 0 |
Buy And Hold Return (%) | 245.2614 | 245.2614 | 245.2614 | 245.2614 | 245.2614 | 245.2614 |
Max Trade Drawdown | -139410 | -157838 | -40698 | -975005 | -927619 | -237075 |
Profit Factor | 2.5525 | 3.0414 | 1.0201 | 1.1142 | 1.2181 | 0.8193 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 50.6173 | 45 | 56.0976 | 50.6173 | 45 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.4902 | 3.7172 | 0.7983 | 1.087 | 1.4888 | 0.6412 |
Largest Winning Trade | 478408 | 478408 | 18045 | 811368 | 811368 | 168484 |
Largest Losing Trade | -44975 | -44975 | -23317 | -381424 | -381424 | -154549 |
Avg Bars in Trades | 85 | 165 | 7 | 85 | 165 | 7 |
Avg Bars in Winners | 126 | 275 | 9 | 126 | 275 | 9 |
Avg Bars in Losers | 44 | 75 | 5 | 44 | 75 | 5 |
Bars Traded | 6934 | 6616 | 319 | 6934 | 6616 | 319 |
Profit Streak | 0 | 112.1163 | 0 | 0 | 112.1163 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3955 | 425176 | -555706 | -198703 | -63975 | -579674 |
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{ "first_band": { "type": "kcl", "factors": { "length": 29, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 17, "offset": 0, "poles": 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": [ [ 821589.2578285822, 819019.0087709435, 2570.2490576387, 382639.5326561842, 540408.6370878852, -157769.1044317014 ], [ 821.589258, 819.019009, 2.570249, 382.639533, 540.408637, -157.769104 ], [ 0.450124, 0.448716, 0.001408, 0.086277, 0.101788, 0 ], [ 245.261392, 245.261392, 245.261392, 245.261392, 245.261392, 245.261392 ], [ -139410, -157838, -40698, -975005, -927619, -237075 ], [ 2.552503, 3.041361, 1.020082, 1.114194, 1.218125, 0.819332 ], [ 81, 40, 41, 81, 40, 41 ], [ 41, 18, 23, 41, 18, 23 ], [ 40, 22, 18, 40, 22, 18 ], [ 50.617284, 45, 56.097561, 50.617284, 45, 56.097561 ], [ 2.490247, 3.717218, 0.798325, 1.087019, 1.488819, 0.641217 ], [ 478408, 478408, 18045, 811368, 811368, 168484 ], [ -44975, -44975, -23317, -381424, -381424, -154549 ], [ 85, 165, 7, 85, 165, 7 ], [ 126, 275, 9, 126, 275, 9 ], [ 44, 75, 5, 44, 75, 5 ], [ 6934, 6616, 319, 6934, 6616, 319 ], [ 0, 112.11633, 0, 0, 112.11633, 0 ], [ 0, 1, 0, 0, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -3955, 425176, -555706, -198703, -63975, -579674 ] ] }
{ "trading_pair": "NEAR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7301, "evaluation_days": 1825.25, "actual_first_datapoint_time": 1602633600000, "first_datapoint_time": 1603238400000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760323650947, "expiration_time": 1765044648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 29, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 17, "offset": 0, "poles": 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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