Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68829.0101 | 39271.3312 | 29557.6789 | 60322.767 | 42672.6741 | 17650.0929 |
Total P&L (%) | 68.829 | 39.2713 | 29.5577 | 60.3228 | 42.6727 | 17.6501 |
Avg Daily Profit (%) | 0.4955 | 0.2827 | 0.2128 | 0.3404 | 0.2562 | 0.1171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37847 | -20942 | -44643 | -50040 | -25145 | -63086 |
Profit Factor | 1.3235 | 1.5004 | 1.2201 | 1.226 | 1.446 | 1.103 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 238 | 116 | 122 | 238 | 116 | 122 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 77.7778 | 75.817 | 79.7386 | 77.7778 | 75.817 | 79.7386 |
Ratio Avg Win / Avg Loss | 0.3781 | 0.4786 | 0.31 | 0.3503 | 0.4612 | 0.2803 |
Largest Winning Trade | 6811 | 4593 | 6811 | 7672 | 5539 | 7672 |
Largest Losing Trade | -32666 | -17167 | -32666 | -41208 | -20488 | -41208 |
Avg Bars in Trades | 42 | 25 | 59 | 42 | 25 | 59 |
Avg Bars in Winners | 19 | 12 | 26 | 19 | 12 | 26 |
Avg Bars in Losers | 122 | 66 | 188 | 122 | 66 | 188 |
Bars Traded | 12998 | 3895 | 9102 | 12998 | 3895 | 9102 |
Profit Streak | 125.1039 | 125.1664 | 125.1039 | 125.1039 | 125.1664 | 125.1039 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482428 | 324325 | 204225 | 392821 | 305056 | -150827 |
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{ "first_band": { "type": "bbm", "factors": { "length": 4, "offset": 0, "std": 2.23501 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736398800000, "last_datapoint_time": 1748227500000, "evaluation_time": 1758922173649, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 4, "offset": 0, "std": 2.23501 } }, "second_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } } }
# | 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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