Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1346971.817 | 1337242.3981 | 9729.4189 | 99976.3448 | -21011.1561 | 120987.5009 |
Total P&L (%) | 1346.9718 | 1337.2424 | 9.7294 | 99.9763 | -21.0112 | 120.9875 |
Avg Daily Profit (%) | 0.729 | 0.7237 | 0.0053 | 0.0375 | -0.0128 | 0.0429 |
Buy And Hold Return (%) | 67.422 | 67.422 | 67.422 | 67.422 | 67.422 | 67.422 |
Max Trade Drawdown | -151837 | -159927 | -62407 | -1878435 | -2003295 | -798746 |
Profit Factor | 2.7268 | 3.9087 | 1.0304 | 1.0154 | 0.9943 | 1.043 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 70 | 26 | 44 | 70 | 26 | 44 |
Losing Trades | 120 | 69 | 51 | 120 | 69 | 51 |
Profitability (%) | 36.8421 | 27.3684 | 46.3158 | 36.8421 | 27.3684 | 46.3158 |
Ratio Avg Win / Avg Loss | 4.6746 | 10.373 | 1.1943 | 1.7406 | 2.6387 | 1.2089 |
Largest Winning Trade | 1306252 | 1306252 | 35842 | 1445245 | 1445245 | 420607 |
Largest Losing Trade | -21612 | -19788 | -21612 | -331341 | -232329 | -331341 |
Avg Bars in Trades | 37 | 49 | 25 | 37 | 49 | 25 |
Avg Bars in Winners | 65 | 107 | 40 | 65 | 107 | 40 |
Avg Bars in Losers | 21 | 28 | 12 | 21 | 28 | 12 |
Bars Traded | 7125 | 4718 | 2407 | 7125 | 4718 | 2407 |
Profit Streak | 0 | 23.1814 | 0 | 0 | 23.1814 | 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 | 491029 | 13609 | -540130 | -364979 | -597130 | -318514 |
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{ "first_band": { "type": "kcl", "factors": { "length": 164, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 2.608 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7391, "evaluation_days": 1847.75, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1602612000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860475492, "expiration_time": 1763504568000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 164, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 11, "offset": 0, "std": 2.608 } } }
# | 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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