Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -460955.1471 | 108972.8106 | -569927.9577 | 173316890.916 | 11925844.0188 | 161391046.8973 |
Total P&L (%) | -460.9551 | 108.9728 | -569.928 | 173316.8909 | 11925.844 | 161391.0469 |
Avg Daily Profit (%) | -0.2866 | 0.0677 | -0.3543 | 0.4648 | 0.2982 | 0.4603 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -699663 | -22511 | -658165 | -26343150 | -36855789 | -11763510 |
Profit Factor | 0.5918 | 2.0312 | 0.4433 | 3.5359 | 1.2346 | 10.2162 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 85 | 37 | 48 | 49 | 26 | 23 |
Losing Trades | 28 | 20 | 8 | 64 | 31 | 33 |
Profitability (%) | 75.2212 | 64.9123 | 85.7143 | 43.3628 | 45.614 | 41.0714 |
Ratio Avg Win / Avg Loss | 0.195 | 1.0979 | 0.0739 | 4.6184 | 1.472 | 14.6581 |
Largest Winning Trade | 27210 | 21881 | 27210 | 29161025 | 11807428 | 29161025 |
Largest Losing Trade | -658165 | -14456 | -658165 | -13145579 | -13145579 | -11763510 |
Avg Bars in Trades | 27 | 8 | 46 | 27 | 8 | 46 |
Avg Bars in Winners | 16 | 4 | 25 | 30 | 9 | 53 |
Avg Bars in Losers | 60 | 15 | 172 | 24 | 7 | 41 |
Bars Traded | 3067 | 468 | 2598 | 3067 | 468 | 2598 |
Profit Streak | 9.3079 | 9.8079 | 0 | 9.3079 | 9.8079 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575986 | -276906 | -756388 | 564675 | -172257 | -164736 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 83, "offset": 188, "scalar": 3 } } }
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{ "trading_pair": "AR_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3217, "evaluation_days": 1608.5, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1624536000000, "last_datapoint_time": 1759924800000, "evaluation_time": 1759951398488, "expiration_time": 1764094032000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 83, "offset": 188, "scalar": 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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