Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105677.4973 | 58355.1199 | 47322.3773 | 62067.104 | 5510.8222 | 56556.2818 |
Total P&L (%) | 105.6775 | 58.3551 | 47.3224 | 62.0671 | 5.5108 | 56.5563 |
Avg Daily Profit (%) | 0.2067 | 0.1141 | 0.0926 | 0.0945 | 0.0105 | 0.0877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97355 | -67315 | -42465 | -150057 | -106373 | -50363 |
Profit Factor | 1.3185 | 1.2613 | 1.4364 | 1.1416 | 1.0181 | 1.4213 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 66.6667 | 69.6429 | 63.6364 | 66.6667 | 69.6429 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.6593 | 0.5498 | 0.8208 | 0.5708 | 0.4438 | 0.8122 |
Largest Winning Trade | 21404 | 21404 | 10047 | 24234 | 24234 | 13235 |
Largest Losing Trade | -30175 | -28166 | -30175 | -46492 | -46492 | -45061 |
Avg Bars in Trades | 218 | 317 | 117 | 218 | 317 | 117 |
Avg Bars in Winners | 141 | 193 | 84 | 141 | 193 | 84 |
Avg Bars in Losers | 372 | 603 | 176 | 372 | 603 | 176 |
Bars Traded | 24275 | 17794 | 6481 | 24275 | 17794 | 6481 |
Profit Streak | 21.982 | 30.4195 | 0 | 21.982 | 30.4195 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310106 | -220336 | -250612 | -131375 | -723957 | -256490 |
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{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 213, "offset": 0 } } }
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{ "trading_pair": "MKR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 24543, "evaluation_days": 511.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714109400000, "last_datapoint_time": 1757903400000, "evaluation_time": 1759044844807, "expiration_time": 1764264945600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 3 } }, "second_band": { "type": "alma", "factors": { "length": 213, "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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