Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 458241.4886 | 130466.5443 | 327774.9443 | 1381908.9722 | 130423.4193 | 1251485.5529 |
Total P&L (%) | 458.2415 | 130.4665 | 327.7749 | 1381.909 | 130.4234 | 1251.4856 |
Avg Daily Profit (%) | 0.2758 | 0.0785 | 0.1973 | 0.1624 | 0.0503 | 0.1568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86224 | -48406 | -79175 | -721869 | -721869 | -713493 |
Profit Factor | 2.5428 | 1.9468 | 3.0587 | 1.6692 | 1.1257 | 2.2185 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 118 | 53 | 65 | 118 | 53 | 65 |
Losing Trades | 19 | 15 | 4 | 19 | 15 | 4 |
Profitability (%) | 86.1314 | 77.9412 | 94.2029 | 86.1314 | 77.9412 | 94.2029 |
Ratio Avg Win / Avg Loss | 0.4094 | 0.551 | 0.1882 | 0.2688 | 0.3186 | 0.1365 |
Largest Winning Trade | 24094 | 19406 | 24094 | 145772 | 102062 | 145772 |
Largest Losing Trade | -79175 | -48406 | -79175 | -721869 | -721869 | -713493 |
Avg Bars in Trades | 23 | 14 | 31 | 23 | 14 | 31 |
Avg Bars in Winners | 13 | 6 | 19 | 13 | 6 | 19 |
Avg Bars in Losers | 80 | 42 | 220 | 80 | 42 | 220 |
Bars Traded | 3161 | 1001 | 2160 | 3161 | 1001 | 2160 |
Profit Streak | 94.3661 | 94.3661 | 535.8661 | 94.3661 | 94.3661 | 535.8661 |
Trades During Streak | 3 | 1 | 20 | 3 | 1 | 20 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 615640 | -191910 | -84176 | 535055 | -314478 | -85726 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3323, "evaluation_days": 1661.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621814400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759308428378, "expiration_time": 1763583408000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 141, "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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