Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096384.4645 | 765842.8731 | 330541.5914 | 85292528.2169 | -12987406.6372 | 98279934.8541 |
Total P&L (%) | 1096.3845 | 765.8429 | 330.5416 | 85292.5282 | -12987.4066 | 98279.9349 |
Avg Daily Profit (%) | 0.5763 | 0.4025 | 0.1737 | 0.3554 | 0 | 0.3629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98655 | -78557 | -44290 | -99755905 | -89274915 | -22774663 |
Profit Factor | 5.5904 | 6.2196 | 4.5883 | 1.5203 | 0.8991 | 3.792 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 64.9123 | 67.8571 | 62.069 | 64.9123 | 67.8571 | 62.069 |
Ratio Avg Win / Avg Loss | 3.0218 | 2.9461 | 2.8039 | 0.8218 | 0.4259 | 2.3173 |
Largest Winning Trade | 294328 | 294328 | 61400 | 31507240 | 31507240 | 26668369 |
Largest Losing Trade | -53577 | -53577 | -19394 | -73625778 | -73625778 | -10926567 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 62 | 44 | 82 | 62 | 44 | 82 |
Avg Bars in Losers | 48 | 60 | 37 | 48 | 60 | 37 |
Bars Traded | 3284 | 1390 | 1894 | 3284 | 1390 | 1894 |
Profit Streak | 589.5765 | 606.5765 | 589.5765 | 589.5765 | 606.5765 | 589.5765 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157126 | 5037 | 611369 | -167478 | -598935 | 663546 |
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{ "first_band": { "type": "kcb", "factors": { "length": 237, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "offset": 148 } } }
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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": 1564444800000, "last_datapoint_time": 1718582400000, "evaluation_time": 1759369806324, "expiration_time": 1723513680000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 237, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 11, "offset": 148 } } }
# | 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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