Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139565.2997 | 1176665.6302 | -37100.3305 | -27212.6966 | 645511.8762 | -672724.5728 |
Total P&L (%) | 1139.5653 | 1176.6656 | -37.1003 | -27.2127 | 645.5119 | -672.7246 |
Avg Daily Profit (%) | 0.6142 | 0.6342 | -0.02 | -0.0171 | 0.1083 | 0 |
Buy And Hold Return (%) | 65.0463 | 65.0463 | 65.0463 | 65.0463 | 65.0463 | 65.0463 |
Max Trade Drawdown | -254086 | -210580 | -76135 | -2146938 | -1428415 | -959414 |
Profit Factor | 2.7471 | 3.5152 | 0.7988 | 0.9929 | 1.263 | 0.5106 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 40.9639 | 29.2683 | 52.381 | 40.9639 | 29.2683 | 52.381 |
Ratio Avg Win / Avg Loss | 3.9591 | 8.4952 | 0.7262 | 1.4309 | 3.0522 | 0.4642 |
Largest Winning Trade | 1143596 | 1143596 | 17665 | 1359744 | 1359744 | 208911 |
Largest Losing Trade | -42965 | -42965 | -38090 | -711097 | -698192 | -711097 |
Avg Bars in Trades | 256 | 460 | 57 | 256 | 460 | 57 |
Avg Bars in Winners | 361 | 907 | 63 | 361 | 907 | 63 |
Avg Bars in Losers | 184 | 276 | 51 | 184 | 276 | 51 |
Bars Traded | 21324 | 18898 | 2426 | 21324 | 18898 | 2426 |
Profit Streak | 0 | 106.7611 | 0 | 0 | 106.7611 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433006 | 289769 | -580426 | -583902 | -57391 | -580426 |
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{ "first_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 180, "offset": 0, "std": 1.04024 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22266, "evaluation_days": 1855.5, "actual_first_datapoint_time": 1599098400000, "first_datapoint_time": 1600776000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759450560299, "expiration_time": 1765220947200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 180, "offset": 0, "std": 1.04024 } } }
# | 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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