Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997387.8688 | 1106357.4026 | -108969.5338 | -65446.8524 | -13225.7744 | -52221.078 |
Total P&L (%) | 997.3879 | 1106.3574 | -108.9695 | -65.4469 | -13.2258 | -52.2211 |
Avg Daily Profit (%) | 0.3988 | 0.4424 | -0.0436 | -0.0425 | -0.0057 | -0.0295 |
Buy And Hold Return (%) | 436.0118 | 436.0118 | 436.0118 | 436.0118 | 436.0118 | 436.0118 |
Max Trade Drawdown | -235845 | -195040 | -143552 | -521996 | -417763 | -108941 |
Profit Factor | 2.3916 | 3.3193 | 0.5454 | 0.9195 | 0.978 | 0.7518 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 45.7143 | 42.3077 | 49.0566 | 45.7143 | 42.3077 | 49.0566 |
Ratio Avg Win / Avg Loss | 2.8401 | 4.5264 | 0.5663 | 1.0919 | 1.3337 | 0.7807 |
Largest Winning Trade | 1084949 | 1084949 | 21659 | 339946 | 339946 | 80418 |
Largest Losing Trade | -47109 | -41073 | -47109 | -224342 | -224342 | -49193 |
Avg Bars in Trades | 41 | 66 | 16 | 41 | 66 | 16 |
Avg Bars in Winners | 54 | 101 | 15 | 54 | 101 | 15 |
Avg Bars in Losers | 30 | 40 | 18 | 30 | 40 | 18 |
Bars Traded | 4356 | 3456 | 900 | 4356 | 3456 | 900 |
Profit Streak | 101.9832 | 101.9832 | 110.9832 | 101.9832 | 101.9832 | 110.9832 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334413 | -169552 | -759964 | -579142 | -761597 | -759964 |
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{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "VET_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5002, "evaluation_days": 2501, "actual_first_datapoint_time": 1543017600000, "first_datapoint_time": 1546344000000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759102547206, "expiration_time": 1765543392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 78, "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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