Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -359559.7578 | 100688.033 | -460247.7909 | 28885309.4859 | -8337353.4783 | 37222662.9642 |
Total P&L (%) | -359.5598 | 100.688 | -460.2478 | 28885.3095 | -8337.3535 | 37222.663 |
Avg Daily Profit (%) | -0.189 | 0.0529 | -0.2419 | 0.2984 | 0 | 0.3118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -795637 | -35108 | -843209 | -53153776 | -17685055 | -48863837 |
Profit Factor | 0.7057 | 1.5371 | 0.5551 | 1.2417 | 0.8264 | 1.5206 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 118 | 58 | 60 | 114 | 55 | 59 |
Losing Trades | 62 | 32 | 30 | 66 | 35 | 31 |
Profitability (%) | 65.5556 | 64.4444 | 66.6667 | 63.3333 | 61.1111 | 65.5556 |
Ratio Avg Win / Avg Loss | 0.3708 | 0.8481 | 0.2775 | 0.7189 | 0.5259 | 0.799 |
Largest Winning Trade | 38678 | 26624 | 38678 | 14736072 | 3468247 | 14736072 |
Largest Losing Trade | -723336 | -19467 | -723336 | -48021214 | -10329502 | -48021214 |
Avg Bars in Trades | 19 | 2 | 36 | 19 | 2 | 36 |
Avg Bars in Winners | 15 | 3 | 26 | 16 | 3 | 29 |
Avg Bars in Losers | 29 | 2 | 57 | 25 | 2 | 51 |
Bars Traded | 3581 | 269 | 3313 | 3581 | 269 | 3313 |
Profit Streak | 474.9789 | 0 | 478.4789 | 474.9789 | 0 | 478.4789 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576956 | -120260 | -578068 | 377043 | -579373 | 407653 |
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{ "first_band": { "type": "bbu", "factors": { "length": 221, "offset": 0, "std": 4.85645 } }, "second_band": { "type": "kcl", "factors": { "length": 71, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1557273600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1758842974730, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 221, "offset": 0, "std": 4.85645 } }, "second_band": { "type": "kcl", "factors": { "length": 71, "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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