Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330270.4987 | 491863.1693 | -161592.6706 | -100995.1847 | 348504.5825 | -449499.7672 |
Total P&L (%) | 330.2705 | 491.8632 | -161.5927 | -100.9952 | 348.5046 | -449.4998 |
Avg Daily Profit (%) | 0.1319 | 0.1964 | -0.0645 | 0 | 0.0599 | 0 |
Buy And Hold Return (%) | 181.6418 | 181.6418 | 181.6418 | 181.6418 | 181.6418 | 181.6418 |
Max Trade Drawdown | -304458 | -165068 | -231299 | -735166 | -384128 | -504035 |
Profit Factor | 1.3197 | 1.8298 | 0.6331 | 0.9319 | 1.4479 | 0.3631 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 134 | 66 | 68 | 112 | 57 | 55 |
Losing Trades | 90 | 46 | 44 | 112 | 55 | 57 |
Profitability (%) | 59.8214 | 58.9286 | 60.7143 | 50 | 50.8929 | 49.1071 |
Ratio Avg Win / Avg Loss | 0.8863 | 1.2753 | 0.4096 | 0.9319 | 1.3971 | 0.3763 |
Largest Winning Trade | 347712 | 347712 | 12867 | 569588 | 569588 | 48348 |
Largest Losing Trade | -101660 | -55283 | -101660 | -309426 | -224340 | -309426 |
Avg Bars in Trades | 63 | 112 | 15 | 63 | 112 | 15 |
Avg Bars in Winners | 41 | 72 | 11 | 72 | 129 | 13 |
Avg Bars in Losers | 97 | 168 | 22 | 55 | 93 | 17 |
Bars Traded | 14327 | 12544 | 1783 | 14327 | 12544 | 1783 |
Profit Streak | 85.266 | 92.766 | 85.266 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23158 | 319768 | -578809 | -579605 | -119481 | -581103 |
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 239, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 220, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15029, "evaluation_days": 2504.83, "actual_first_datapoint_time": 1543680000000, "first_datapoint_time": 1546833600000, "last_datapoint_time": 1760155200000, "evaluation_time": 1760163780270, "expiration_time": 1766647728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 239, "scalar": 3 } }, "second_band": { "type": "dema", "factors": { "length": 220, "offset": 0 } } }
# | 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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