Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1125509.3456 | 1165024.2781 | -39514.9326 | -42815.2178 | 42050.0316 | -84865.2494 |
Total P&L (%) | 1125.5093 | 1165.0243 | -39.5149 | -42.8152 | 42.05 | -84.8652 |
Avg Daily Profit (%) | 0.4877 | 0.5048 | -0.0171 | -0.0242 | 0.0152 | -0.0818 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172455 | -203051 | -85961 | -998581 | -936523 | -153382 |
Profit Factor | 2.8022 | 3.6966 | 0.7947 | 0.9711 | 1.0356 | 0.7172 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 40.5797 | 38.2353 | 42.8571 | 40.5797 | 38.2353 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.1032 | 5.9715 | 1.0596 | 1.422 | 1.6728 | 0.9562 |
Largest Winning Trade | 1055854 | 1055854 | 58301 | 789948 | 789948 | 117090 |
Largest Losing Trade | -63462 | -63462 | -32153 | -446654 | -446654 | -93875 |
Avg Bars in Trades | 126 | 177 | 76 | 126 | 177 | 76 |
Avg Bars in Winners | 202 | 293 | 123 | 202 | 293 | 123 |
Avg Bars in Losers | 74 | 104 | 42 | 74 | 104 | 42 |
Bars Traded | 8717 | 6024 | 2692 | 8717 | 6024 | 2692 |
Profit Streak | 0 | 76.5876 | 0 | 0 | 76.5876 | 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 | -94095 | 484118 | -581898 | -689052 | -358893 | -583565 |
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{ "first_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564142400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758830765086, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "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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