Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516461.0867 | 334084.7114 | 182376.3753 | 351506.7218 | -1097824.3921 | 1449331.1139 |
Total P&L (%) | 516.4611 | 334.0847 | 182.3764 | 351.5067 | -1097.8244 | 1449.3311 |
Avg Daily Profit (%) | 0.284 | 0.1837 | 0.1003 | 0.0829 | 0 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118344 | -118740 | -38688 | -1336154 | -1649020 | -324780 |
Profit Factor | 2.1247 | 2.1268 | 2.1209 | 1.0692 | 0.6733 | 1.8421 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 49.5146 | 47.0588 | 51.9231 | 49.5146 | 47.0588 | 51.9231 |
Ratio Avg Win / Avg Loss | 2.1664 | 2.3927 | 1.9638 | 1.0901 | 0.7575 | 1.7057 |
Largest Winning Trade | 433211 | 433211 | 44907 | 645623 | 645623 | 327160 |
Largest Losing Trade | -35665 | -35665 | -22005 | -543946 | -543946 | -222009 |
Avg Bars in Trades | 97 | 122 | 72 | 97 | 122 | 72 |
Avg Bars in Winners | 121 | 160 | 86 | 121 | 160 | 86 |
Avg Bars in Losers | 73 | 88 | 58 | 73 | 88 | 58 |
Bars Traded | 10011 | 6235 | 3776 | 10011 | 6235 | 3776 |
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 | 463758 | -169672 | -234846 | -226573 | -761977 | -168693 |
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{ "first_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10910, "evaluation_days": 1818.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605873600000, "last_datapoint_time": 1759867200000, "evaluation_time": 1759877675626, "expiration_time": 1764580320000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 143, "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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