Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418320.5943 | 358532.7494 | 59787.845 | 23530.918 | 266600.5403 | -243069.6223 |
Total P&L (%) | 418.3206 | 358.5327 | 59.7878 | 23.5309 | 266.6005 | -243.0696 |
Avg Daily Profit (%) | 0.1783 | 0.1528 | 0.0255 | 0.009 | 0.0554 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174065 | -112565 | -78920 | -2262995 | -1842404 | -750268 |
Profit Factor | 1.4291 | 1.6409 | 1.1439 | 1.003 | 1.0552 | 0.9219 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 162 | 76 | 86 | 162 | 76 | 86 |
Losing Trades | 49 | 29 | 20 | 49 | 29 | 20 |
Profitability (%) | 76.7773 | 72.381 | 81.1321 | 76.7773 | 72.381 | 81.1321 |
Ratio Avg Win / Avg Loss | 0.4323 | 0.6261 | 0.266 | 0.3034 | 0.4027 | 0.2144 |
Largest Winning Trade | 70118 | 70118 | 25057 | 494652 | 494652 | 212723 |
Largest Losing Trade | -75384 | -71592 | -75384 | -1065914 | -1065914 | -530495 |
Avg Bars in Trades | 65 | 104 | 27 | 65 | 104 | 27 |
Avg Bars in Winners | 33 | 49 | 18 | 33 | 49 | 18 |
Avg Bars in Losers | 171 | 246 | 63 | 171 | 246 | 63 |
Bars Traded | 13786 | 10921 | 2865 | 13786 | 10921 | 2865 |
Profit Streak | 68.9326 | 82.5993 | 68.9326 | 68.9326 | 82.5993 | 68.9326 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 455383 | 410895 | -218118 | -398256 | -276506 | -575526 |
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 2.10339 } } }
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{ "trading_pair": "ATOM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 14076, "evaluation_days": 2346, "actual_first_datapoint_time": 1556510400000, "first_datapoint_time": 1558008000000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759256577990, "expiration_time": 1765328832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 2.10339 } } }
# | 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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