Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 19459.4418 | -5363.1581 | 24822.5999 | 19729.0083 | -6261.1136 | 25990.1218 |
Total P&L (%) | 19.4594 | -5.3632 | 24.8226 | 19.729 | -6.2611 | 25.9901 |
Avg Daily Profit (%) | 0.3736 | -0.103 | 0.4766 | 0.3463 | -0.1241 | 0.4446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -10195 | -9467 | -8325 | -10579 | -10731 | -8761 |
Profit Factor | 1.4859 | 0.6722 | 2.0477 | 1.4516 | 0.6491 | 2.0054 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 59.4937 | 50 | 69.2308 | 59.4937 | 50 | 69.2308 |
Ratio Avg Win / Avg Loss | 1.0116 | 0.6722 | 0.9101 | 0.9883 | 0.6491 | 0.8913 |
Largest Winning Trade | 5033 | 1872 | 5033 | 5278 | 1806 | 5278 |
Largest Losing Trade | -8325 | -2770 | -8325 | -8761 | -3197 | -8761 |
Avg Bars in Trades | 282 | 19 | 552 | 282 | 19 | 552 |
Avg Bars in Winners | 230 | 19 | 387 | 230 | 19 | 387 |
Avg Bars in Losers | 358 | 20 | 923 | 358 | 20 | 923 |
Bars Traded | 22320 | 789 | 21531 | 22320 | 789 | 21531 |
Profit Streak | 6.9224 | 6.9224 | 14.8787 | 6.9224 | 6.9224 | 14.8787 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27594 | -581288 | 343290 | -29524 | -581288 | 337928 |
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{ "first_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 2.67096 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 5 } } }
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{ "trading_pair": "UNI_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547660000, "first_datapoint_time": 1754583480000, "last_datapoint_time": 1759047480000, "evaluation_time": 1759142657982, "expiration_time": 1765527480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 2.67096 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 5 } } }
# | 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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