Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434966.0678 | 408840.6622 | 26125.4056 | 12029.7396 | 303168.0041 | -291138.2645 |
Total P&L (%) | 434.9661 | 408.8407 | 26.1254 | 12.0297 | 303.168 | -291.1383 |
Avg Daily Profit (%) | 0.2698 | 0.2536 | 0.0162 | 0.007 | 0.0865 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188902 | -88858 | -83426 | -325818 | -180908 | -166806 |
Profit Factor | 1.8662 | 2.7237 | 1.0986 | 1.0147 | 1.9577 | 0.4197 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 38.5965 | 37.931 | 39.2857 | 38.5965 | 37.931 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.9689 | 4.457 | 1.6978 | 1.6143 | 3.2036 | 0.6486 |
Largest Winning Trade | 247581 | 247581 | 65392 | 247581 | 247581 | 68030 |
Largest Losing Trade | -74205 | -37611 | -74205 | -161616 | -52768 | -161616 |
Avg Bars in Trades | 159 | 125 | 194 | 159 | 125 | 194 |
Avg Bars in Winners | 291 | 226 | 356 | 291 | 226 | 356 |
Avg Bars in Losers | 76 | 64 | 89 | 76 | 64 | 89 |
Bars Traded | 9086 | 3650 | 5436 | 9086 | 3650 | 5436 |
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 | -172452 | 306980 | -310846 | -673498 | -78493 | -606000 |
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{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 3.647 } } }
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{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9674, "evaluation_days": 1612.33, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623110400000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760287261377, "expiration_time": 1764463968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 148, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 235, "offset": 0, "std": 3.647 } } }
# | 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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