Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377365.4368 | 152434.0514 | 224931.3854 | -406365.4917 | 171114.9937 | -577480.4854 |
Total P&L (%) | 377.3654 | 152.4341 | 224.9314 | -406.3655 | 171.115 | -577.4805 |
Avg Daily Profit (%) | 0.2259 | 0.0913 | 0.1346 | 0 | 0.0597 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145730 | -62118 | -130937 | -1384298 | -190047 | -1344946 |
Profit Factor | 1.7735 | 1.8257 | 1.7417 | 0.8332 | 1.293 | 0.6883 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 51 | 25 | 26 | 36 | 20 | 16 |
Losing Trades | 32 | 17 | 15 | 47 | 22 | 25 |
Profitability (%) | 61.4458 | 59.5238 | 63.4146 | 43.3735 | 47.619 | 39.0244 |
Ratio Avg Win / Avg Loss | 1.1128 | 1.2415 | 1.0048 | 1.0878 | 1.4223 | 1.0754 |
Largest Winning Trade | 62632 | 62632 | 54911 | 731861 | 136471 | 731861 |
Largest Losing Trade | -122737 | -42959 | -122737 | -643867 | -103014 | -643867 |
Avg Bars in Trades | 78 | 40 | 116 | 78 | 40 | 116 |
Avg Bars in Winners | 69 | 41 | 95 | 83 | 39 | 137 |
Avg Bars in Losers | 92 | 39 | 153 | 75 | 42 | 103 |
Bars Traded | 6513 | 1719 | 4793 | 6513 | 1719 | 4793 |
Profit Streak | 67.0788 | 176.8288 | 67.0788 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430580 | -66124 | -8750 | -582965 | -114017 | -583343 |
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{ "first_band": { "type": "t3", "factors": { "length": 24, "offset": 0, "a": 0.69878 } }, "second_band": { "type": "kcl", "factors": { "length": 94, "offset": 106, "scalar": 2 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6682, "evaluation_days": 1670.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1617796800000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760104407619, "expiration_time": 1764427536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 24, "offset": 0, "a": 0.69878 } }, "second_band": { "type": "kcl", "factors": { "length": 94, "offset": 106, "scalar": 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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