Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124366.1853 | 309988.7402 | -185622.5548 | -214953.0247 | 257181.1922 | -472134.2169 |
Total P&L (%) | 124.3662 | 309.9887 | -185.6226 | -214.953 | 257.1812 | -472.1342 |
Avg Daily Profit (%) | 0.0667 | 0.1663 | -0.0996 | 0 | 0.0683 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -345844 | -133613 | -253881 | -672284 | -160642 | -663133 |
Profit Factor | 1.1705 | 2.3447 | 0.6281 | 0.8294 | 1.8178 | 0.5008 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 20 | 20 | 39 | 21 | 18 |
Losing Trades | 40 | 20 | 20 | 41 | 19 | 22 |
Profitability (%) | 50 | 50 | 50 | 48.75 | 52.5 | 45 |
Ratio Avg Win / Avg Loss | 1.1705 | 2.3447 | 0.6281 | 0.872 | 1.6447 | 0.6121 |
Largest Winning Trade | 408493 | 408493 | 46896 | 178457 | 178457 | 125041 |
Largest Losing Trade | -238172 | -45334 | -238172 | -405321 | -141133 | -405321 |
Avg Bars in Trades | 42 | 30 | 55 | 42 | 30 | 55 |
Avg Bars in Winners | 51 | 31 | 71 | 30 | 32 | 27 |
Avg Bars in Losers | 33 | 28 | 39 | 54 | 27 | 78 |
Bars Traded | 3429 | 1206 | 2223 | 3429 | 1206 | 2223 |
Profit Streak | 88.6849 | 97.6849 | 0 | 0 | 0 | 99.6849 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160069 | 445923 | -580749 | -605041 | -97885 | -582134 |
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{ "first_band": { "type": "kcu", "factors": { "length": 143, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1603886400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860773042, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 143, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "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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