Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1925560.9788 | 1962248.8702 | -36687.8915 | 28267.8956 | 465817.1011 | -437549.2055 |
Total P&L (%) | 1925.561 | 1962.2489 | -36.6879 | 28.2679 | 465.8171 | -437.5492 |
Avg Daily Profit (%) | 0.832 | 0.8479 | -0.0159 | 0.0108 | 0.0749 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153179 | -116168 | -180553 | -1006492 | -615800 | -615610 |
Profit Factor | 3.3485 | 5.7925 | 0.9106 | 1.0131 | 1.3977 | 0.5559 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 39.8058 | 34.6154 | 45.098 | 39.8058 | 34.6154 | 45.098 |
Ratio Avg Win / Avg Loss | 5.0635 | 10.9414 | 1.1086 | 1.532 | 2.6401 | 0.6768 |
Largest Winning Trade | 1916823 | 1916823 | 77129 | 1069288 | 1069288 | 126090 |
Largest Losing Trade | -52178 | -52178 | -40054 | -498441 | -498441 | -169805 |
Avg Bars in Trades | 82 | 73 | 91 | 82 | 73 | 91 |
Avg Bars in Winners | 142 | 142 | 142 | 142 | 142 | 142 |
Avg Bars in Losers | 42 | 37 | 49 | 42 | 37 | 49 |
Bars Traded | 8491 | 3825 | 4666 | 8491 | 3825 | 4666 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572616 | -164454 | -761072 | -390415 | -277164 | -762739 |
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{ "first_band": { "type": "kcl", "factors": { "length": 230, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9257, "evaluation_days": 2314.25, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564293600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759299765910, "expiration_time": 1765275336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 230, "offset": 0, "scalar": 1 } }, "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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