Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -176799.4878 | 175870.877 | -352670.3648 | 43783124.6821 | 6041501.2752 | 37741623.4068 |
Total P&L (%) | -176.7995 | 175.8709 | -352.6704 | 43783.1247 | 6041.5013 | 37741.6234 |
Avg Daily Profit (%) | -0.1109 | 0.1103 | -0.2212 | 0.3823 | 0.2586 | 0.373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -528555 | -69284 | -559405 | -13175700 | -18186023 | -5343604 |
Profit Factor | 0.8157 | 2.0265 | 0.5525 | 2.2592 | 1.2467 | 4.6713 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 19 | 25 | 38 | 20 | 18 |
Losing Trades | 26 | 16 | 10 | 32 | 15 | 17 |
Profitability (%) | 62.8571 | 54.2857 | 71.4286 | 54.2857 | 57.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.482 | 1.7066 | 0.221 | 1.9024 | 0.935 | 4.4118 |
Largest Winning Trade | 50962 | 50962 | 45726 | 8922155 | 8384261 | 8922155 |
Largest Losing Trade | -492287 | -52073 | -492287 | -11912537 | -11912537 | -5343604 |
Avg Bars in Trades | 41 | 25 | 57 | 41 | 25 | 57 |
Avg Bars in Winners | 38 | 24 | 48 | 40 | 28 | 53 |
Avg Bars in Losers | 47 | 27 | 80 | 43 | 22 | 62 |
Bars Traded | 2919 | 893 | 2026 | 2919 | 893 | 2026 |
Profit Streak | 182.6852 | 182.6852 | 240.1852 | 182.6852 | 182.6852 | 240.1852 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -676226 | -40095 | -576655 | -82663 | 316627 | 669588 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3189, "evaluation_days": 1594.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1625140800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758990404637, "expiration_time": 1762848144000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "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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