Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1230611.5747 | 560757.5781 | -1791369.1528 | 104780926.8625 | -139864425.2366 | 244645352.0991 |
Total P&L (%) | -1230.6116 | 560.7576 | -1791.3692 | 104780.9269 | -139864.4252 | 244645.3521 |
Avg Daily Profit (%) | -0.5448 | 0.2482 | -0.793 | 0.3084 | 0 | 0.346 |
Buy And Hold Return (%) | 9799.5245 | 9799.5245 | 9799.5245 | 9799.5245 | 9799.5245 | 9799.5245 |
Max Trade Drawdown | -1843810 | -76520 | -1884669 | -263558821 | -191665494 | -83482659 |
Profit Factor | 0.4841 | 3.4066 | 0.1676 | 1.216 | 0.5784 | 2.5962 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 91 | 47 | 44 | 89 | 42 | 47 |
Losing Trades | 77 | 37 | 40 | 79 | 42 | 37 |
Profitability (%) | 54.1667 | 55.9524 | 52.381 | 52.9762 | 50 | 55.9524 |
Ratio Avg Win / Avg Loss | 0.4096 | 2.6818 | 0.1524 | 1.0794 | 0.5784 | 2.0438 |
Largest Winning Trade | 199518 | 199518 | 53203 | 272300594 | 90963227 | 272300594 |
Largest Losing Trade | -1766867 | -44586 | -1766867 | -124538138 | -124538138 | -29521736 |
Avg Bars in Trades | 37 | 41 | 33 | 37 | 41 | 33 |
Avg Bars in Winners | 37 | 36 | 38 | 38 | 49 | 28 |
Avg Bars in Losers | 37 | 48 | 27 | 36 | 34 | 39 |
Bars Traded | 6316 | 3513 | 2803 | 6316 | 3513 | 2803 |
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 | -579357 | -150370 | -580798 | 352822 | -581107 | 528432 |
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{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 202 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6777, "evaluation_days": 2259, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1568131200000, "last_datapoint_time": 1757462400000, "evaluation_time": 1757468453559, "expiration_time": 1763317728000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 202 } } }
# | 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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