Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451336.0144 | 296243.6282 | 155092.3862 | 195030.2073 | -15192.5085 | 210222.7159 |
Total P&L (%) | 451.336 | 296.2436 | 155.0924 | 195.0302 | -15.1925 | 210.2227 |
Avg Daily Profit (%) | 0.2372 | 0.1557 | 0.0815 | 0.0569 | -0.0087 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80730 | -112820 | -56571 | -264024 | -334680 | -254579 |
Profit Factor | 2.0144 | 2.0542 | 1.9462 | 1.1574 | 0.98 | 1.4398 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 45.5556 | 40 | 51.1111 | 45.5556 | 40 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.4075 | 3.0814 | 1.8616 | 1.3832 | 1.4701 | 1.3772 |
Largest Winning Trade | 399000 | 399000 | 63846 | 307446 | 307446 | 136726 |
Largest Losing Trade | -41020 | -41020 | -30065 | -155712 | -155712 | -122981 |
Avg Bars in Trades | 81 | 68 | 94 | 81 | 68 | 94 |
Avg Bars in Winners | 135 | 108 | 156 | 135 | 108 | 156 |
Avg Bars in Losers | 36 | 42 | 29 | 36 | 42 | 29 |
Bars Traded | 7338 | 3089 | 4249 | 7338 | 3089 | 4249 |
Profit Streak | 129.1659 | 129.1659 | 148.1659 | 129.1659 | 129.1659 | 148.1659 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419877 | 298205 | -79271 | -164525 | -581974 | -111350 |
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{ "first_band": { "type": "kcb", "factors": { "length": 140, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "offset": 0 } } }
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{ "trading_pair": "SXP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7612, "evaluation_days": 1903, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1598248800000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759658334206, "expiration_time": 1764576576000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 140, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 57, "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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