Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2246137.4378 | 2268562.1346 | -22424.6967 | 329.0557 | 1269183.8403 | -1268854.7846 |
Total P&L (%) | 2246.1374 | 2268.5621 | -22.4247 | 0.3291 | 1269.1838 | -1268.8548 |
Avg Daily Profit (%) | 0.9733 | 0.983 | -0.0097 | 0.0001 | 0.1135 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171907 | -128222 | -140302 | -2714828 | -1194395 | -1668062 |
Profit Factor | 2.6823 | 4.0731 | 0.9624 | 1 | 1.2692 | 0.6558 |
Total Trades | 271 | 136 | 135 | 271 | 136 | 135 |
Winning Trades | 111 | 49 | 62 | 111 | 49 | 62 |
Losing Trades | 160 | 87 | 73 | 160 | 87 | 73 |
Profitability (%) | 40.9594 | 36.0294 | 45.9259 | 40.9594 | 36.0294 | 45.9259 |
Ratio Avg Win / Avg Loss | 3.8664 | 7.2318 | 1.1332 | 1.4415 | 2.2536 | 0.7721 |
Largest Winning Trade | 2196810 | 2196810 | 80489 | 2479471 | 2479471 | 336816 |
Largest Losing Trade | -45980 | -45980 | -35844 | -948761 | -717077 | -948761 |
Avg Bars in Trades | 33 | 33 | 32 | 33 | 33 | 32 |
Avg Bars in Winners | 50 | 56 | 45 | 50 | 56 | 45 |
Avg Bars in Losers | 21 | 20 | 22 | 21 | 20 | 22 |
Bars Traded | 8948 | 4544 | 4404 | 8948 | 4544 | 4404 |
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 | 588069 | 533281 | -580891 | -580977 | -45734 | -582558 |
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{ "first_band": { "type": "kcl", "factors": { "length": 161, "offset": 0, "scalar": 1 } }, "second_band": { "type": "psar", "factors": { "length": 0, "offset": 0, "af": 0, "af0": 0, "max_af": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9231, "evaluation_days": 2307.75, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1562803200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758894629316, "expiration_time": 1764696888000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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