Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12466711.3007 | 12486769.9742 | -20058.6734 | 5397946.1643 | 9793797.131 | -4395850.9667 |
Total P&L (%) | 12466.7113 | 12486.77 | -20.0587 | 5397.9462 | 9793.7971 | -4395.851 |
Avg Daily Profit (%) | 5.4859 | 5.4947 | -0.0088 | 0.1765 | 0.2024 | 0 |
Buy And Hold Return (%) | 8118.1905 | 8118.1905 | 8118.1905 | 8118.1905 | 8118.1905 | 8118.1905 |
Max Trade Drawdown | -156889 | -114213 | -122737 | -15510127 | -10232879 | -7813159 |
Profit Factor | 20.694 | 36.4016 | 0.9284 | 1.1426 | 1.5082 | 0.7635 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 36.2745 | 33.3333 | 39.2157 | 36.2745 | 33.3333 | 39.2157 |
Ratio Avg Win / Avg Loss | 36.3544 | 72.8031 | 1.4391 | 2.0072 | 3.0165 | 1.1835 |
Largest Winning Trade | 12300600 | 12300600 | 41037 | 15163889 | 15163889 | 3678675 |
Largest Losing Trade | -39810 | -32849 | -39810 | -3974317 | -2938257 | -3974317 |
Avg Bars in Trades | 86 | 113 | 58 | 86 | 113 | 58 |
Avg Bars in Winners | 157 | 237 | 89 | 157 | 237 | 89 |
Avg Bars in Losers | 45 | 51 | 38 | 45 | 51 | 38 |
Bars Traded | 8781 | 5796 | 2985 | 8781 | 5796 | 2985 |
Profit Streak | 0 | 173.6736 | 0 | 0 | 173.6736 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339165 | -171064 | -763360 | -225587 | -276606 | -763360 |
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{ "first_band": { "type": "kcl", "factors": { "length": 87, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 27, "offset": 0, "std": 2.36464 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9090, "evaluation_days": 2272.5, "actual_first_datapoint_time": 1562328000000, "first_datapoint_time": 1564185600000, "last_datapoint_time": 1758650400000, "evaluation_time": 1758665399398, "expiration_time": 1764540720000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 87, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 27, "offset": 0, "std": 2.36464 } } }
# | 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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