Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630777.8954 | 541812.319 | 88965.5765 | 208506.6192 | 409372.5284 | -200865.9092 |
Total P&L (%) | 630.7779 | 541.8123 | 88.9656 | 208.5066 | 409.3725 | -200.8659 |
Avg Daily Profit (%) | 0.3416 | 0.2934 | 0.0482 | 0.061 | 0.0882 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164830 | -117607 | -82506 | -863081 | -523425 | -504161 |
Profit Factor | 2.1264 | 2.6937 | 1.3706 | 1.1065 | 1.3835 | 0.7745 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 45.4545 | 36.3636 | 54.5455 | 45.4545 | 36.3636 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.5517 | 4.7139 | 1.1422 | 1.3278 | 2.421 | 0.6454 |
Largest Winning Trade | 407433 | 407433 | 49999 | 781447 | 781447 | 136005 |
Largest Losing Trade | -55573 | -55573 | -46646 | -244602 | -206006 | -244602 |
Avg Bars in Trades | 107 | 86 | 127 | 107 | 86 | 127 |
Avg Bars in Winners | 150 | 129 | 164 | 150 | 129 | 164 |
Avg Bars in Losers | 70 | 61 | 82 | 70 | 61 | 82 |
Bars Traded | 7064 | 2854 | 4210 | 7064 | 2854 | 4210 |
Profit Streak | 0 | 52.4638 | 0 | 0 | 52.4638 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117252 | 331583 | -127485 | -345393 | -78257 | -580213 |
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{ "first_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601834400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758971275641, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 123, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 80, "offset": 0, "poles": 3 } } }
# | 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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