Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926710.3507 | 660076.7224 | 266633.6283 | 12133457.8165 | -2766805.6944 | 14900263.5109 |
Total P&L (%) | 926.7104 | 660.0767 | 266.6336 | 12133.4578 | -2766.8057 | 14900.2635 |
Avg Daily Profit (%) | 0.4871 | 0.347 | 0.1401 | 0.253 | 0 | 0.2637 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142240 | -187143 | -63231 | -29349773 | -33109421 | -10518019 |
Profit Factor | 1.9863 | 2.5635 | 1.5153 | 1.1117 | 0.9493 | 1.2761 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 118 | 61 | 57 | 118 | 61 | 57 |
Profitability (%) | 49.3562 | 47.8632 | 50.8621 | 49.3562 | 47.8632 | 50.8621 |
Ratio Avg Win / Avg Loss | 2.0381 | 2.7924 | 1.4639 | 1.1407 | 1.0341 | 1.2328 |
Largest Winning Trade | 267400 | 267400 | 57638 | 10847071 | 10847071 | 10634211 |
Largest Losing Trade | -32391 | -26501 | -32391 | -8002040 | -5304515 | -8002040 |
Avg Bars in Trades | 15 | 12 | 19 | 15 | 12 | 19 |
Avg Bars in Winners | 21 | 15 | 27 | 21 | 15 | 27 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 3706 | 1412 | 2294 | 3706 | 1412 | 2294 |
Profit Streak | 0 | 0 | 506.365 | 0 | 0 | 506.365 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558432 | 481862 | -3813 | -87869 | -579907 | 332919 |
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{ "first_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 3.88233 } }, "second_band": { "type": "kcu", "factors": { "length": 10, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "OMG_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3805, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1554249600000, "first_datapoint_time": 1555761600000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759524333681, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 3.88233 } }, "second_band": { "type": "kcu", "factors": { "length": 10, "offset": 0, "scalar": 4 } } }
# | 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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