Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189075.6583 | -49296.5505 | 238372.2088 | -91815.911 | -313234.5075 | 221418.5965 |
Total P&L (%) | 189.0757 | -49.2966 | 238.3722 | -91.8159 | -313.2345 | 221.4186 |
Avg Daily Profit (%) | 0.1236 | -0.0322 | 0.1559 | -0.1635 | 0 | 0.0764 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100163 | -98640 | -99180 | -473003 | -383709 | -360324 |
Profit Factor | 1.7178 | 0.6703 | 3.0926 | 0.8955 | 0.3384 | 1.5462 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 66.6667 | 54.2857 | 79.4118 | 66.6667 | 54.2857 | 79.4118 |
Ratio Avg Win / Avg Loss | 0.8589 | 0.5645 | 0.8018 | 0.4478 | 0.285 | 0.4009 |
Largest Winning Trade | 34778 | 13721 | 34778 | 118982 | 32895 | 118982 |
Largest Losing Trade | -99180 | -42450 | -99180 | -360324 | -202058 | -360324 |
Avg Bars in Trades | 79 | 34 | 125 | 79 | 34 | 125 |
Avg Bars in Winners | 80 | 16 | 124 | 80 | 16 | 124 |
Avg Bars in Losers | 77 | 55 | 127 | 77 | 55 | 127 |
Bars Traded | 5463 | 1195 | 4268 | 5463 | 1195 | 4268 |
Profit Streak | 0 | 0 | 535.6159 | 0 | 0 | 535.6159 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131342 | -580232 | 561260 | -684617 | -580232 | -85847 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6118, "evaluation_days": 1529.5, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1631944800000, "last_datapoint_time": 1759773600000, "evaluation_time": 1759783613146, "expiration_time": 1763738064000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 5 } } }
# | 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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