Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257956.3707 | 45213.9986 | 212742.3722 | -897058.1023 | -15195.3769 | -881862.7254 |
Total P&L (%) | 257.9564 | 45.214 | 212.7424 | -897.0581 | -15.1954 | -881.8627 |
Avg Daily Profit (%) | 0.1555 | 0.0273 | 0.1282 | 0 | -0.0099 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149112 | -74804 | -147570 | -1001773 | -250620 | -976175 |
Profit Factor | 1.3521 | 1.1112 | 1.6526 | 0.6873 | 0.9876 | 0.462 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 146 | 70 | 76 | 94 | 50 | 44 |
Losing Trades | 90 | 48 | 42 | 142 | 68 | 74 |
Profitability (%) | 61.8644 | 59.322 | 64.4068 | 39.8305 | 42.3729 | 37.2881 |
Ratio Avg Win / Avg Loss | 0.8335 | 0.7619 | 0.9133 | 1.0382 | 1.3432 | 0.777 |
Largest Winning Trade | 37065 | 25921 | 37065 | 268042 | 135722 | 268042 |
Largest Losing Trade | -147570 | -45100 | -147570 | -287427 | -52622 | -287427 |
Avg Bars in Trades | 20 | 17 | 22 | 20 | 17 | 22 |
Avg Bars in Winners | 15 | 13 | 17 | 24 | 20 | 27 |
Avg Bars in Losers | 27 | 23 | 31 | 17 | 15 | 19 |
Bars Traded | 4774 | 2094 | 2680 | 4774 | 2094 | 2680 |
Profit Streak | 24.9564 | 24.9564 | 83.623 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377685 | -256344 | -18068 | -581553 | -582040 | -585684 |
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{ "first_band": { "type": "kcu", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcu", "factors": { "length": 151, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4977, "evaluation_days": 1659, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1620086400000, "last_datapoint_time": 1759075200000, "evaluation_time": 1759100230554, "expiration_time": 1763375328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcu", "factors": { "length": 151, "offset": 0, "scalar": 1 } } }
# | 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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