Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5434623.6127 | 5518128.4963 | -83504.8836 | 634817.08 | 580987.4978 | 53829.5822 |
Total P&L (%) | 5434.6236 | 5518.1285 | -83.5049 | 634.8171 | 580.9875 | 53.8296 |
Avg Daily Profit (%) | 2.7678 | 2.8104 | -0.0425 | 0.1016 | 0.0977 | 0.0219 |
Buy And Hold Return (%) | 1622.9791 | 1622.9791 | 1622.9791 | 1622.9791 | 1622.9791 | 1622.9791 |
Max Trade Drawdown | -164936 | -52193 | -140298 | -315316 | -410256 | -368669 |
Profit Factor | 12.2491 | 26.9236 | 0.691 | 1.3428 | 1.6633 | 1.0551 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 39.7727 | 43.1818 | 36.3636 | 39.7727 | 43.1818 | 36.3636 |
Ratio Avg Win / Avg Loss | 18.5486 | 35.4258 | 1.2093 | 2.0333 | 2.1886 | 1.8465 |
Largest Winning Trade | 5547101 | 5547101 | 59645 | 672746 | 672746 | 247419 |
Largest Losing Trade | -39217 | -39217 | -33566 | -211403 | -211403 | -156803 |
Avg Bars in Trades | 85 | 113 | 56 | 85 | 113 | 56 |
Avg Bars in Winners | 145 | 196 | 85 | 145 | 196 | 85 |
Avg Bars in Losers | 44 | 51 | 39 | 44 | 51 | 39 |
Bars Traded | 7485 | 5006 | 2479 | 7485 | 5006 | 2479 |
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 | 606918 | 651265 | -584355 | -224949 | -227278 | -493337 |
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{ "first_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 2 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "MATIC_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7854, "evaluation_days": 1963.5, "actual_first_datapoint_time": 1556280000000, "first_datapoint_time": 1560600000000, "last_datapoint_time": 1725926400000, "evaluation_time": 1759954030328, "expiration_time": 1731015792000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 2 } }, "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) |
---|