Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431651.1642 | 419385.6263 | 12265.5379 | 117091.693 | 115995.7105 | 1095.9825 |
Total P&L (%) | 431.6512 | 419.3856 | 12.2655 | 117.0917 | 115.9957 | 1.096 |
Avg Daily Profit (%) | 0.3058 | 0.2972 | 0.0087 | 0.0549 | 0.0546 | 0.0008 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153154 | -145249 | -50438 | -241323 | -251581 | -80828 |
Profit Factor | 1.5493 | 1.7772 | 1.0498 | 1.0955 | 1.1375 | 1.0029 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 110 | 48 | 62 | 110 | 48 | 62 |
Losing Trades | 119 | 66 | 53 | 119 | 66 | 53 |
Profitability (%) | 48.0349 | 42.1053 | 53.913 | 48.0349 | 42.1053 | 53.913 |
Ratio Avg Win / Avg Loss | 1.6761 | 2.4436 | 0.8974 | 1.1851 | 1.5641 | 0.8573 |
Largest Winning Trade | 187465 | 187465 | 16616 | 217746 | 217746 | 38167 |
Largest Losing Trade | -32243 | -32243 | -25942 | -78765 | -78765 | -76046 |
Avg Bars in Trades | 72 | 131 | 13 | 72 | 131 | 13 |
Avg Bars in Winners | 92 | 195 | 12 | 92 | 195 | 12 |
Avg Bars in Losers | 53 | 84 | 15 | 53 | 84 | 15 |
Bars Traded | 16606 | 15013 | 1592 | 16606 | 15013 | 1592 |
Profit Streak | 0 | 468.5569 | 0 | 0 | 468.5569 | 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 | 420422 | 327064 | -443371 | -234590 | -190891 | -576061 |
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{ "first_band": { "type": "kcl", "factors": { "length": 60, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "OCEAN_USDT", "interval": "2h", "packets": 25000, "actual_packets": 16936, "evaluation_days": 1411.33, "actual_first_datapoint_time": 1597824000000, "first_datapoint_time": 1598248800000, "last_datapoint_time": 1719799200000, "evaluation_time": 1758907315867, "expiration_time": 1724189011200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 60, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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