Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 278952.3728 | 283220.8895 | -4268.5167 | -68303.2163 | 266317.0212 | -334620.2375 |
Total P&L (%) | 278.9524 | 283.2209 | -4.2685 | -68.3032 | 266.317 | -334.6202 |
Avg Daily Profit (%) | 0.151 | 0.1533 | -0.0023 | -0.0622 | 0.0703 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -238294 | -204987 | -117791 | -443418 | -234083 | -413044 |
Profit Factor | 1.259 | 1.5209 | 0.992 | 0.936 | 1.6442 | 0.4888 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 83 | 32 | 51 | 83 | 32 | 51 |
Losing Trades | 84 | 51 | 33 | 84 | 51 | 33 |
Profitability (%) | 49.7006 | 38.5542 | 60.7143 | 49.7006 | 38.5542 | 60.7143 |
Ratio Avg Win / Avg Loss | 1.2742 | 2.424 | 0.6419 | 0.9473 | 2.6204 | 0.3163 |
Largest Winning Trade | 138231 | 138231 | 32767 | 127495 | 127495 | 44356 |
Largest Losing Trade | -62714 | -49076 | -62714 | -282613 | -134296 | -282613 |
Avg Bars in Trades | 21 | 20 | 23 | 21 | 20 | 23 |
Avg Bars in Winners | 19 | 16 | 20 | 19 | 16 | 20 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 3624 | 1686 | 1938 | 3624 | 1686 | 1938 |
Profit Streak | 63.5606 | 90.0606 | 63.5606 | 63.5606 | 90.0606 | 63.5606 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346552 | 238435 | -577775 | -578187 | -99078 | -577775 |
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{ "first_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 2.31927 } }, "second_band": { "type": "linreg", "factors": { "length": 27, "offset": 21 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758850038912, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 2.31927 } }, "second_band": { "type": "linreg", "factors": { "length": 27, "offset": 21 } } }
# | 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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