Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2483948.1966 | -73328.5863 | -2410619.6104 | 105723.4073 | 56869046.3869 | -56763322.9796 |
Total P&L (%) | -2483.9482 | -73.3286 | -2410.6196 | 105.7234 | 56869.0464 | -56763.323 |
Avg Daily Profit (%) | -1.0738 | -0.0317 | -1.0421 | 0.0312 | 0.2747 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2774091 | -190299 | -2660004 | -88797353 | -4801130 | -97196449 |
Profit Factor | 0.2815 | 0.8049 | 0.2176 | 1.0009 | 5.863 | 0.4734 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 136 | 58 | 78 | 124 | 63 | 61 |
Losing Trades | 65 | 43 | 22 | 77 | 38 | 39 |
Profitability (%) | 67.6617 | 57.4257 | 78 | 61.6915 | 62.3762 | 61 |
Ratio Avg Win / Avg Loss | 0.1345 | 0.5967 | 0.0614 | 0.6215 | 3.5364 | 0.3027 |
Largest Winning Trade | 60015 | 60015 | 36826 | 26614143 | 26614143 | 13015014 |
Largest Losing Trade | -2271434 | -54848 | -2271434 | -75767727 | -4801130 | -75767727 |
Avg Bars in Trades | 68 | 27 | 109 | 68 | 27 | 109 |
Avg Bars in Winners | 44 | 12 | 68 | 56 | 22 | 92 |
Avg Bars in Losers | 117 | 46 | 254 | 85 | 34 | 135 |
Bars Traded | 13669 | 2733 | 10936 | 13669 | 2733 | 10936 |
Profit Streak | 0 | 0 | 104.8544 | 0 | 0 | 104.8544 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577436 | -579822 | -576200 | -369874 | 673229 | -578681 |
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{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13880, "evaluation_days": 2313.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561017600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759264216590, "expiration_time": 1765244160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 116, "offset": 0, "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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