Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2210355.5166 | -173036.0994 | -2037319.4172 | -121467.1062 | 6506299.1715 | -6627766.2777 |
Total P&L (%) | -2210.3555 | -173.0361 | -2037.3194 | -121.4671 | 6506.2992 | -6627.7663 |
Avg Daily Profit (%) | -0.9527 | -0.0746 | -0.8782 | 0 | 0.1808 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -2350831 | -207670 | -2176360 | -12376439 | -1335503 | -12377341 |
Profit Factor | 0.2351 | 0.6097 | 0.1672 | 0.9923 | 3.7343 | 0.5039 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 159 | 70 | 89 | 96 | 55 | 41 |
Losing Trades | 57 | 38 | 19 | 120 | 53 | 67 |
Profitability (%) | 73.6111 | 64.8148 | 82.4074 | 44.4444 | 50.9259 | 37.963 |
Ratio Avg Win / Avg Loss | 0.0843 | 0.331 | 0.0357 | 1.2404 | 3.5985 | 0.8234 |
Largest Winning Trade | 21549 | 21549 | 19279 | 4130072 | 4130072 | 2452093 |
Largest Losing Trade | -1804015 | -80720 | -1804015 | -10776497 | -843492 | -10776497 |
Avg Bars in Trades | 31 | 27 | 34 | 31 | 27 | 34 |
Avg Bars in Winners | 12 | 7 | 16 | 43 | 39 | 48 |
Avg Bars in Losers | 82 | 64 | 120 | 21 | 15 | 26 |
Bars Traded | 6743 | 2994 | 3749 | 6743 | 2994 | 3749 |
Profit Streak | 95.9446 | 95.9446 | 129.278 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 8 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574923 | -577365 | -575125 | -580141 | 535371 | -585725 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6960, "evaluation_days": 2320, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564099200000, "last_datapoint_time": 1759766400000, "evaluation_time": 1759790417481, "expiration_time": 1765779840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 166, "offset": 0, "scalar": 2 } } }
# | 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) |
---|