Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591556.3383 | 472976.5515 | 118579.7868 | 2425218.6315 | 1781875.9618 | 643342.6697 |
Total P&L (%) | 591.5563 | 472.9766 | 118.5798 | 2425.2186 | 1781.876 | 643.3427 |
Avg Daily Profit (%) | 0.2994 | 0.2394 | 0.06 | 0.1635 | 0.1486 | 0.1016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73973 | -47389 | -104144 | -830677 | -839433 | -910066 |
Profit Factor | 3.0611 | 4.0652 | 1.8936 | 1.9729 | 2.2611 | 1.5958 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.003 | 5.316 | 2.4762 | 2.58 | 2.9568 | 2.0869 |
Largest Winning Trade | 187878 | 187878 | 73339 | 724096 | 724096 | 695202 |
Largest Losing Trade | -30128 | -23878 | -30128 | -425588 | -351384 | -425588 |
Avg Bars in Trades | 185 | 179 | 192 | 185 | 179 | 192 |
Avg Bars in Winners | 337 | 326 | 348 | 337 | 326 | 348 |
Avg Bars in Losers | 69 | 67 | 72 | 69 | 67 | 72 |
Bars Traded | 11150 | 5388 | 5762 | 11150 | 5388 | 5762 |
Profit Streak | 713.623 | 785.123 | 713.623 | 713.623 | 785.123 | 713.623 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160026 | 481788 | -111255 | -163287 | 302779 | -56019 |
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{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 154, "scalar": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 81, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "WAVES_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11856, "evaluation_days": 1976, "actual_first_datapoint_time": 1547798400000, "first_datapoint_time": 1550793600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1760050630126, "expiration_time": 1723704192000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 154, "scalar": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 81, "offset": 0, "scalar": 3 } } }
# | 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) |
---|