Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591565.2746 | 541172.8582 | 50392.4164 | 197213.7654 | 255417.5601 | -58203.7947 |
Total P&L (%) | 591.5653 | 541.1729 | 50.3924 | 197.2138 | 255.4176 | -58.2038 |
Avg Daily Profit (%) | 0.3168 | 0.2898 | 0.027 | 0.0583 | 0.0679 | -0.0467 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140795 | -83873 | -58089 | -669756 | -479355 | -316857 |
Profit Factor | 2.28 | 3.2222 | 1.2305 | 1.0885 | 1.2272 | 0.9473 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 49.3506 | 48.7179 | 50 | 49.3506 | 48.7179 | 50 |
Ratio Avg Win / Avg Loss | 2.34 | 3.3918 | 1.2305 | 1.1171 | 1.2918 | 0.9473 |
Largest Winning Trade | 531309 | 531309 | 51310 | 676072 | 676072 | 225719 |
Largest Losing Trade | -52004 | -52004 | -36311 | -246028 | -246028 | -241898 |
Avg Bars in Trades | 46 | 33 | 60 | 46 | 33 | 60 |
Avg Bars in Winners | 70 | 49 | 90 | 70 | 49 | 90 |
Avg Bars in Losers | 23 | 17 | 29 | 23 | 17 | 29 |
Bars Traded | 3589 | 1298 | 2291 | 3589 | 1298 | 2291 |
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 | -33153 | 521496 | -158462 | -284726 | -103074 | -580764 |
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{ "first_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3735, "evaluation_days": 1867.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601726400000, "last_datapoint_time": 1759060800000, "evaluation_time": 1759086217299, "expiration_time": 1763901360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 93, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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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