Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72227.4283 | -27895.7998 | 100123.2281 | 4584.3807 | -76187.4443 | 80771.825 |
Total P&L (%) | 72.2274 | -27.8958 | 100.1232 | 4.5844 | -76.1874 | 80.7718 |
Avg Daily Profit (%) | 0.1387 | -0.0536 | 0.1922 | 0.0086 | -0.2751 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81606 | -78184 | -56328 | -145775 | -126818 | -94949 |
Profit Factor | 1.0963 | 0.9329 | 1.2991 | 1.0043 | 0.8708 | 1.1661 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 200 | 91 | 109 | 200 | 91 | 109 |
Losing Trades | 177 | 97 | 80 | 177 | 97 | 80 |
Profitability (%) | 53.0504 | 48.4043 | 57.672 | 53.0504 | 48.4043 | 57.672 |
Ratio Avg Win / Avg Loss | 0.9702 | 0.9944 | 0.9535 | 0.8888 | 0.9282 | 0.8559 |
Largest Winning Trade | 26418 | 26418 | 14263 | 29684 | 29684 | 29122 |
Largest Losing Trade | -24172 | -23524 | -24172 | -37066 | -30011 | -37066 |
Avg Bars in Trades | 65 | 66 | 63 | 65 | 66 | 63 |
Avg Bars in Winners | 55 | 55 | 56 | 55 | 55 | 56 |
Avg Bars in Losers | 76 | 78 | 74 | 76 | 78 | 74 |
Bars Traded | 24673 | 12585 | 12088 | 24673 | 12585 | 12088 |
Profit Streak | 7.9422 | 7.9422 | 13.2963 | 7.9422 | 7.9422 | 13.2963 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120830 | -580863 | 302106 | -561257 | -580863 | -78157 |
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{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714356000000, "first_datapoint_time": 1714714200000, "last_datapoint_time": 1759354200000, "evaluation_time": 1759354601898, "expiration_time": 1765834200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "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) |
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