Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1960772.4353 | 1835995.5079 | 124776.9274 | 2424444.764 | -857117.5343 | 3281562.2983 |
Total P&L (%) | 1960.7724 | 1835.9955 | 124.7769 | 2424.4448 | -857.1175 | 3281.5623 |
Avg Daily Profit (%) | 1.057 | 0.9898 | 0.0673 | 0.1742 | 0 | 0.19 |
Buy And Hold Return (%) | 35.8197 | 35.8197 | 35.8197 | 35.8197 | 35.8197 | 35.8197 |
Max Trade Drawdown | -115174 | -87308 | -50834 | -4007140 | -3909363 | -1545600 |
Profit Factor | 4.4469 | 5.7456 | 1.6857 | 1.1573 | 0.9228 | 1.7612 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 65 | 39 | 26 | 65 | 39 | 26 |
Profitability (%) | 51.1278 | 41.791 | 60.6061 | 51.1278 | 41.791 | 60.6061 |
Ratio Avg Win / Avg Loss | 4.2508 | 8.0028 | 1.0957 | 1.1062 | 1.2854 | 1.1448 |
Largest Winning Trade | 1687990 | 1687990 | 58314 | 2289794 | 2289794 | 1202601 |
Largest Losing Trade | -50425 | -50425 | -36747 | -1158345 | -1158345 | -916212 |
Avg Bars in Trades | 27 | 35 | 18 | 27 | 35 | 18 |
Avg Bars in Winners | 28 | 46 | 15 | 28 | 46 | 15 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 3596 | 2378 | 1218 | 3596 | 2378 | 1218 |
Profit Streak | 3.3772 | 3.3772 | 50.3772 | 3.3772 | 3.3772 | 50.3772 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 763763 | -99271 | -225255 | -39293 | -700055 | -111357 |
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{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3710, "evaluation_days": 1855, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1601208000000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759352591186, "expiration_time": 1764128160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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