Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2108487.6223 | 2185662.5438 | -77174.9215 | 72251.7558 | 403278.1364 | -331026.3805 |
Total P&L (%) | 2108.4876 | 2185.6625 | -77.1749 | 72.2518 | 403.2781 | -331.0264 |
Avg Daily Profit (%) | 1.1196 | 1.1605 | -0.041 | 0.0289 | 0.0858 | 0 |
Buy And Hold Return (%) | 467.8149 | 467.8149 | 467.8149 | 467.8149 | 467.8149 | 467.8149 |
Max Trade Drawdown | -245635 | -225723 | -97165 | -2588299 | -2244374 | -614394 |
Profit Factor | 3.9131 | 5.6623 | 0.6974 | 1.0149 | 1.1196 | 0.7755 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 40.7767 | 43.1373 | 38.4615 | 40.7767 | 43.1373 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.6833 | 7.464 | 1.1158 | 1.474 | 1.4758 | 1.2409 |
Largest Winning Trade | 1540100 | 1540100 | 39806 | 2305604 | 2305604 | 345952 |
Largest Losing Trade | -46305 | -43866 | -46305 | -753784 | -753784 | -365652 |
Avg Bars in Trades | 104 | 147 | 62 | 104 | 147 | 62 |
Avg Bars in Winners | 168 | 230 | 99 | 168 | 230 | 99 |
Avg Bars in Losers | 61 | 84 | 39 | 61 | 84 | 39 |
Bars Traded | 10801 | 7538 | 3262 | 10801 | 7538 | 3262 |
Profit Streak | 8.7616 | 110.9283 | 8.7616 | 8.7616 | 110.9283 | 8.7616 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 593144 | -161631 | -762984 | -526403 | -514869 | -762984 |
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{ "first_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 59, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11300, "evaluation_days": 1883.33, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599984000000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760120202315, "expiration_time": 1764993600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 59, "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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