Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1811003.9547 | 1714627.4817 | 96376.4729 | 189884.2458 | 557143.2863 | -367259.0405 |
Total P&L (%) | 1811.004 | 1714.6275 | 96.3765 | 189.8842 | 557.1433 | -367.259 |
Avg Daily Profit (%) | 0.7814 | 0.7399 | 0.0416 | 0.0459 | 0.0813 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204124 | -174480 | -104649 | -5918917 | -5111064 | -2109636 |
Profit Factor | 4.9248 | 6.4734 | 1.6505 | 1.0232 | 1.1024 | 0.8666 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 56.5217 | 50 | 62.8571 | 56.5217 | 50 | 62.8571 |
Ratio Avg Win / Avg Loss | 3.7883 | 6.4734 | 0.9753 | 0.7871 | 1.1024 | 0.5121 |
Largest Winning Trade | 1653206 | 1653206 | 52220 | 2812125 | 2812125 | 977640 |
Largest Losing Trade | -90414 | -67024 | -90414 | -3805224 | -3805224 | -2081923 |
Avg Bars in Trades | 124 | 205 | 46 | 124 | 205 | 46 |
Avg Bars in Winners | 117 | 218 | 40 | 117 | 218 | 40 |
Avg Bars in Losers | 134 | 192 | 57 | 134 | 192 | 57 |
Bars Traded | 8616 | 6984 | 1632 | 8616 | 6984 | 1632 |
Profit Streak | 82.17 | 0 | 144.92 | 82.17 | 0 | 144.92 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83849 | 761868 | -134781 | -432860 | -191947 | -578548 |
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{ "first_band": { "type": "kcl", "factors": { "length": 41, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9270, "evaluation_days": 2317.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562911200000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759572284597, "expiration_time": 1765564560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 41, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dema", "factors": { "length": 166, "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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