Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514400.5325 | 525915.5757 | -11515.0432 | -27739.2382 | 494089.1893 | -521828.4275 |
Total P&L (%) | 514.4005 | 525.9156 | -11.515 | -27.7392 | 494.0892 | -521.8284 |
Avg Daily Profit (%) | 0.2689 | 0.2749 | -0.006 | -0.017 | 0.0932 | 0 |
Buy And Hold Return (%) | 30.6308 | 30.6308 | 30.6308 | 30.6308 | 30.6308 | 30.6308 |
Max Trade Drawdown | -175887 | -149846 | -105361 | -2535562 | -2456650 | -959526 |
Profit Factor | 1.8109 | 2.2468 | 0.9458 | 0.9948 | 1.1307 | 0.6626 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 56.1644 | 61.1111 | 51.3514 | 56.1644 | 61.1111 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.4134 | 1.4298 | 0.896 | 0.7764 | 0.7196 | 0.6278 |
Largest Winning Trade | 254834 | 254834 | 26647 | 1755218 | 1755218 | 231611 |
Largest Losing Trade | -76913 | -62968 | -76913 | -991467 | -991467 | -805986 |
Avg Bars in Trades | 72 | 121 | 25 | 72 | 121 | 25 |
Avg Bars in Winners | 56 | 84 | 24 | 56 | 84 | 24 |
Avg Bars in Losers | 92 | 178 | 25 | 92 | 178 | 25 |
Bars Traded | 5291 | 4365 | 926 | 5291 | 4365 | 926 |
Profit Streak | 138.6837 | 176.6837 | 138.6837 | 138.6837 | 176.6837 | 138.6837 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63289 | 513035 | -579749 | -655017 | -144548 | -579749 |
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{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 15, "offset": 78, "a": 0.67584 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5740, "evaluation_days": 1913.33, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1599897600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759307070907, "expiration_time": 1764236160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 3 } }, "second_band": { "type": "t3", "factors": { "length": 15, "offset": 78, "a": 0.67584 } } }
# | 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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