Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249704.4226 | 204526.1 | 45178.3226 | 257009.4151 | 188875.5709 | 68133.8442 |
Total P&L (%) | 249.7044 | 204.5261 | 45.1783 | 257.0094 | 188.8756 | 68.1338 |
Avg Daily Profit (%) | 0.4794 | 0.3927 | 0.0867 | 0.2446 | 0.2039 | 0.0998 |
Buy And Hold Return (%) | 41.9178 | 41.9178 | 41.9178 | 41.9178 | 41.9178 | 41.9178 |
Max Trade Drawdown | -130538 | -116494 | -19985 | -519185 | -451358 | -95474 |
Profit Factor | 1.8726 | 1.9052 | 1.7504 | 1.2449 | 1.2277 | 1.3097 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 43.4343 | 36.7347 | 50 | 43.4343 | 36.7347 | 50 |
Ratio Avg Win / Avg Loss | 2.4388 | 3.2812 | 1.7504 | 1.6213 | 2.1145 | 1.3097 |
Largest Winning Trade | 132791 | 132791 | 20450 | 392525 | 392525 | 46625 |
Largest Losing Trade | -21416 | -21416 | -7633 | -142468 | -142468 | -39905 |
Avg Bars in Trades | 244 | 456 | 36 | 244 | 456 | 36 |
Avg Bars in Winners | 338 | 742 | 47 | 338 | 742 | 47 |
Avg Bars in Losers | 172 | 289 | 25 | 172 | 289 | 25 |
Bars Traded | 24198 | 22351 | 1847 | 24198 | 22351 | 1847 |
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 | 360361 | 209280 | -396033 | 195241 | 36139 | -249590 |
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{ "first_band": { "type": "bbm", "factors": { "length": 112, "offset": 0, "std": 4.3175 } }, "second_band": { "type": "kcu", "factors": { "length": 79, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "ENS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714867200000, "first_datapoint_time": 1715067000000, "last_datapoint_time": 1759865400000, "evaluation_time": 1759867267190, "expiration_time": 1766345400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 112, "offset": 0, "std": 4.3175 } }, "second_band": { "type": "kcu", "factors": { "length": 79, "offset": 0, "scalar": 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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