Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291684.5422 | 254997.7417 | 36686.8005 | 144658.9871 | 95521.1218 | 49137.8653 |
Total P&L (%) | 291.6845 | 254.9977 | 36.6868 | 144.659 | 95.5211 | 49.1379 |
Avg Daily Profit (%) | 0.56 | 0.4896 | 0.0704 | 0.1719 | 0.1288 | 0.0768 |
Buy And Hold Return (%) | 15.9009 | 15.9009 | 15.9009 | 15.9009 | 15.9009 | 15.9009 |
Max Trade Drawdown | -57728 | -49248 | -24221 | -118753 | -106708 | -63369 |
Profit Factor | 1.8123 | 2.2917 | 1.2269 | 1.2404 | 1.2861 | 1.1834 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 48 | 18 | 30 | 48 | 18 | 30 |
Losing Trades | 89 | 50 | 39 | 89 | 50 | 39 |
Profitability (%) | 35.0365 | 26.4706 | 43.4783 | 35.0365 | 26.4706 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.3603 | 6.3658 | 1.595 | 2.2999 | 3.5726 | 1.5384 |
Largest Winning Trade | 301556 | 301556 | 22041 | 176243 | 176243 | 38425 |
Largest Losing Trade | -16831 | -9777 | -16831 | -36379 | -21758 | -36379 |
Avg Bars in Trades | 179 | 155 | 202 | 179 | 155 | 202 |
Avg Bars in Winners | 349 | 362 | 342 | 349 | 362 | 342 |
Avg Bars in Losers | 87 | 80 | 95 | 87 | 80 | 95 |
Bars Traded | 24531 | 10555 | 13976 | 24531 | 10555 | 13976 |
Profit Streak | 12.2772 | 0 | 14.0064 | 12.2772 | 0 | 14.0064 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314290 | -118900 | -207446 | 101005 | -153959 | -215641 |
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{ "first_band": { "type": "kcb", "factors": { "length": 248, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714384800000, "first_datapoint_time": 1714829400000, "last_datapoint_time": 1759383000000, "evaluation_time": 1759383550052, "expiration_time": 1765863000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 248, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 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) |
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