Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 316080.8954 | 354243.4747 | -38162.5793 | -113560.5071 | -11128.3677 | -102432.1394 |
Total P&L (%) | 316.0809 | 354.2435 | -38.1626 | -113.5605 | -11.1284 | -102.4321 |
Avg Daily Profit (%) | 0.1653 | 0.1852 | -0.02 | 0 | -0.0062 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -224524 | -80169 | -198396 | -172698 | -17893 | -141732 |
Profit Factor | 1.4744 | 2.2375 | 0.8996 | 0.5884 | 0.8843 | 0.4301 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 13 | 18 | 26 | 15 | 11 |
Losing Trades | 27 | 16 | 11 | 32 | 14 | 18 |
Profitability (%) | 53.4483 | 44.8276 | 62.069 | 44.8276 | 51.7241 | 37.931 |
Ratio Avg Win / Avg Loss | 1.2841 | 2.7539 | 0.5497 | 0.7242 | 0.8253 | 0.7038 |
Largest Winning Trade | 152469 | 152469 | 52679 | 28818 | 12545 | 28818 |
Largest Losing Trade | -117413 | -44671 | -117413 | -100047 | -20083 | -100047 |
Avg Bars in Trades | 93 | 76 | 110 | 93 | 76 | 110 |
Avg Bars in Winners | 100 | 77 | 117 | 79 | 78 | 79 |
Avg Bars in Losers | 85 | 75 | 100 | 105 | 74 | 129 |
Bars Traded | 5431 | 2215 | 3216 | 5431 | 2215 | 3216 |
Profit Streak | 0 | 0 | 0 | 113.7969 | 118.4635 | 113.7969 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170579 | 348721 | -579268 | -760936 | -579651 | -584963 |
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{ "first_band": { "type": "kcb", "factors": { "length": 132, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "ZEN_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5738, "evaluation_days": 1912.67, "actual_first_datapoint_time": 1593993600000, "first_datapoint_time": 1597766400000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759230448664, "expiration_time": 1764176832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 132, "offset": 0, "scalar": 5 } }, "second_band": { "type": "ssf", "factors": { "length": 104, "offset": 0, "poles": 3 } } }
# | 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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