Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308343.4378 | 341588.2012 | -33244.7634 | -76683.7656 | -98095.1157 | 21411.35 |
Total P&L (%) | 308.3434 | 341.5882 | -33.2448 | -76.6838 | -98.0951 | 21.4114 |
Avg Daily Profit (%) | 0.1646 | 0.1823 | -0.0177 | -0.0777 | -0.2112 | 0.0104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210186 | -207992 | -86917 | -285421 | -317852 | -48628 |
Profit Factor | 1.386 | 1.5417 | 0.8023 | 0.8993 | 0.8488 | 1.1903 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 47.5248 | 38 | 56.8627 | 47.5248 | 38 | 56.8627 |
Ratio Avg Win / Avg Loss | 1.5304 | 2.5154 | 0.6087 | 0.9929 | 1.3848 | 0.903 |
Largest Winning Trade | 284131 | 284131 | 12389 | 188696 | 188696 | 32990 |
Largest Losing Trade | -45903 | -45903 | -22757 | -91002 | -91002 | -25168 |
Avg Bars in Trades | 212 | 405 | 23 | 212 | 405 | 23 |
Avg Bars in Winners | 231 | 560 | 15 | 231 | 560 | 15 |
Avg Bars in Losers | 195 | 310 | 33 | 195 | 310 | 33 |
Bars Traded | 21491 | 20297 | 1194 | 21491 | 20297 | 1194 |
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 | 300427 | -174580 | -759665 | -581471 | -763833 | -376650 |
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{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } } }
{ "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": [ [ 308343.4378128936, 341588.2011977874, -33244.7633848939, -76683.7656304057, -98095.115677208, 21411.3500468024 ], [ 308.343438, 341.588201, -33.244763, -76.683766, -98.095116, 21.41135 ], [ 0.164581, 0.182326, -0.017745, -0.077686, -0.211186, 0.010356 ], [ 10, 10, 10, 10, 10, 10 ], [ -210186, -207992, -86917, -285421, -317852, -48628 ], [ 1.38601, 1.541675, 0.802329, 0.899253, 0.848773, 1.190343 ], [ 101, 50, 51, 101, 50, 51 ], [ 48, 19, 29, 48, 19, 29 ], [ 53, 31, 22, 53, 31, 22 ], [ 47.524752, 38, 56.862745, 47.524752, 38, 56.862745 ], [ 1.530386, 2.515365, 0.608663, 0.992925, 1.38484, 0.903019 ], [ 284131, 284131, 12389, 188696, 188696, 32990 ], [ -45903, -45903, -22757, -91002, -91002, -25168 ], [ 212, 405, 23, 212, 405, 23 ], [ 231, 560, 15, 231, 560, 15 ], [ 195, 310, 33, 195, 310, 33 ], [ 21491, 20297, 1194, 21491, 20297, 1194 ], [ 0, 0, 0, 0, 0, 0 ], [ 0, 0, 0, 0, 0, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ 300427, -174580, -759665, -581471, -763833, -376650 ] ] }
{ "trading_pair": "RSR_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22482, "evaluation_days": 1873.5, "actual_first_datapoint_time": 1598508000000, "first_datapoint_time": 1599062400000, "last_datapoint_time": 1760414400000, "evaluation_time": 1760418793099, "expiration_time": 1766241734400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } } }
# | 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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