Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 431707.8767 | 270409.3831 | 161298.4936 | 169116.7933 | -287468.2328 | 456585.0262 |
Total P&L (%) | 431.7079 | 270.4094 | 161.2985 | 169.1168 | -287.4682 | 456.585 |
Avg Daily Profit (%) | 0.2385 | 0.1494 | 0.0891 | 0.0547 | 0 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117589 | -93138 | -41757 | -849166 | -588797 | -340559 |
Profit Factor | 1.7571 | 1.8485 | 1.6413 | 1.0554 | 0.834 | 1.3462 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Profitability (%) | 43.1193 | 42.5926 | 43.6364 | 43.1193 | 42.5926 | 43.6364 |
Ratio Avg Win / Avg Loss | 2.3179 | 2.4915 | 2.12 | 1.3923 | 1.124 | 1.7388 |
Largest Winning Trade | 358234 | 358234 | 59678 | 357422 | 357422 | 263578 |
Largest Losing Trade | -26520 | -26520 | -24978 | -239636 | -174374 | -239636 |
Avg Bars in Trades | 48 | 48 | 49 | 48 | 48 | 49 |
Avg Bars in Winners | 69 | 66 | 72 | 69 | 66 | 72 |
Avg Bars in Losers | 33 | 34 | 32 | 33 | 34 | 32 |
Bars Traded | 5323 | 2597 | 2726 | 5323 | 2597 | 2726 |
Profit Streak | 4.6161 | 0 | 13.2828 | 4.6161 | 0 | 13.2828 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333042 | -173074 | -252350 | -281440 | -762047 | -246286 |
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{ "first_band": { "type": "kcb", "factors": { "length": 98, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 65, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5431, "evaluation_days": 1810.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1605571200000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759186031553, "expiration_time": 1763853984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 98, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcm", "factors": { "length": 65, "offset": 0 } } }
# | 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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