Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1967491.3224 | 1874183.523 | 93307.7994 | 287745.5998 | -789148.043 | 1076893.6428 |
Total P&L (%) | 1967.4913 | 1874.1835 | 93.3078 | 287.7456 | -789.148 | 1076.8936 |
Avg Daily Profit (%) | 0.8505 | 0.8102 | 0.0403 | 0.0586 | 0 | 0.1066 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187789 | -204855 | -20725 | -2713472 | -2880212 | -222633 |
Profit Factor | 3.0497 | 3.3603 | 1.5626 | 1.0413 | 0.8649 | 1.9575 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 101 | 37 | 64 | 101 | 37 | 64 |
Losing Trades | 128 | 77 | 51 | 128 | 77 | 51 |
Profitability (%) | 44.1048 | 32.4561 | 55.6522 | 44.1048 | 32.4561 | 55.6522 |
Ratio Avg Win / Avg Loss | 3.8649 | 6.993 | 1.2452 | 1.3197 | 1.7999 | 1.5599 |
Largest Winning Trade | 1578330 | 1578330 | 17021 | 1229537 | 1229537 | 271151 |
Largest Losing Trade | -49420 | -49420 | -20725 | -888704 | -888704 | -222633 |
Avg Bars in Trades | 59 | 115 | 4 | 59 | 115 | 4 |
Avg Bars in Winners | 83 | 218 | 4 | 83 | 218 | 4 |
Avg Bars in Losers | 41 | 65 | 4 | 41 | 65 | 4 |
Bars Traded | 13642 | 13133 | 509 | 13642 | 13133 | 509 |
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 | 645894 | 450952 | -136575 | -290850 | -585073 | -45732 |
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{ "first_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.36179 } } }
{ "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": [ [ 1967491.322378329, 1874183.5229672708, 93307.7994110571, 287745.5997991698, -789148.0430128587, 1076893.6428120271 ], [ 1967.491322, 1874.183523, 93.307799, 287.7456, -789.148043, 1076.893643 ], [ 0.850502, 0.810167, 0.040335, 0.058598, 0, 0.106633 ], [ 10, 10, 10, 10, 10, 10 ], [ -187789, -204855, -20725, -2713472, -2880212, -222633 ], [ 3.049663, 3.360281, 1.562574, 1.041315, 0.864869, 1.957481 ], [ 229, 114, 115, 229, 114, 115 ], [ 101, 37, 64, 101, 37, 64 ], [ 128, 77, 51, 128, 77, 51 ], [ 44.104803, 32.45614, 55.652174, 44.104803, 32.45614, 55.652174 ], [ 3.864919, 6.993018, 1.245176, 1.319687, 1.799863, 1.559868 ], [ 1578330, 1578330, 17021, 1229537, 1229537, 271151 ], [ -49420, -49420, -20725, -888704, -888704, -222633 ], [ 59, 115, 4, 59, 115, 4 ], [ 83, 218, 4, 83, 218, 4 ], [ 41, 65, 4, 41, 65, 4 ], [ 13642, 13133, 509, 13642, 13133, 509 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 645894, 450952, -136575, -290850, -585073, -45732 ] ] }
{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13880, "evaluation_days": 2313.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559995200000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759258770964, "expiration_time": 1765244160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.36179 } } }
# | 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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