Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2112777.5439 | 2155843.2623 | -43065.7184 | 183637.6928 | 1202155.6106 | -1018517.9177 |
Total P&L (%) | 2112.7775 | 2155.8433 | -43.0657 | 183.6377 | 1202.1556 | -1018.5179 |
Avg Daily Profit (%) | 0.9511 | 0.9704 | -0.0194 | 0.0469 | 0.1156 | 0 |
Buy And Hold Return (%) | 530.5651 | 530.5651 | 530.5651 | 530.5651 | 530.5651 | 530.5651 |
Max Trade Drawdown | -148231 | -117973 | -76063 | -2759840 | -2062934 | -1114014 |
Profit Factor | 4.8261 | 7.462 | 0.803 | 1.0285 | 1.3177 | 0.6155 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.1264 | 39.5349 | 54.5455 | 47.1264 | 39.5349 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.4146 | 11.4124 | 0.6692 | 1.154 | 2.0153 | 0.5129 |
Largest Winning Trade | 2182242 | 2182242 | 27212 | 2758790 | 2758790 | 303281 |
Largest Losing Trade | -47973 | -47973 | -28232 | -761760 | -761760 | -688922 |
Avg Bars in Trades | 45 | 63 | 27 | 45 | 63 | 27 |
Avg Bars in Winners | 68 | 108 | 39 | 68 | 108 | 39 |
Avg Bars in Losers | 24 | 33 | 13 | 24 | 33 | 13 |
Bars Traded | 3936 | 2709 | 1227 | 3936 | 2709 | 1227 |
Profit Streak | 61.1828 | 0 | 84.1828 | 61.1828 | 0 | 84.1828 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 662437 | 563663 | -579294 | -485446 | -46086 | -579294 |
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{ "first_band": { "type": "kcl", "factors": { "length": 233, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "CHZ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4443, "evaluation_days": 2221.5, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1577750400000, "last_datapoint_time": 1759622400000, "evaluation_time": 1759638190150, "expiration_time": 1765380528000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 233, "offset": 0, "scalar": 3 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 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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