Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 587233.5615 | 492697.6894 | 94535.8721 | 197993.1255 | 924974.008 | -726980.8826 |
Total P&L (%) | 587.2336 | 492.6977 | 94.5359 | 197.9931 | 924.974 | -726.9809 |
Avg Daily Profit (%) | 0.365 | 0.3062 | 0.0588 | 0.0679 | 0.1447 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131565 | -93400 | -123666 | -1070432 | -604960 | -1103243 |
Profit Factor | 1.7605 | 2.2164 | 1.2575 | 1.0458 | 1.4478 | 0.6781 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Profitability (%) | 54.955 | 48.2143 | 61.8182 | 54.955 | 48.2143 | 61.8182 |
Ratio Avg Win / Avg Loss | 1.443 | 2.3806 | 0.7767 | 0.8572 | 1.5551 | 0.4188 |
Largest Winning Trade | 272733 | 272733 | 72811 | 868150 | 868150 | 270538 |
Largest Losing Trade | -62181 | -43125 | -62181 | -401372 | -245761 | -401372 |
Avg Bars in Trades | 84 | 69 | 100 | 84 | 69 | 100 |
Avg Bars in Winners | 98 | 78 | 114 | 98 | 78 | 114 |
Avg Bars in Losers | 67 | 61 | 76 | 67 | 61 | 76 |
Bars Traded | 9401 | 3898 | 5503 | 9401 | 3898 | 5503 |
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 | 454030 | -168003 | -294833 | -273181 | -178049 | -759301 |
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{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "AR_USDT", "interval": "4h", "packets": 25000, "actual_packets": 9654, "evaluation_days": 1609, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622131200000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760001942247, "expiration_time": 1764167328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "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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