Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466273.1607 | 383485.9677 | 82787.1929 | 280015.9403 | 291823.9393 | -11807.999 |
Total P&L (%) | 466.2732 | 383.486 | 82.7872 | 280.0159 | 291.8239 | -11.808 |
Avg Daily Profit (%) | 0.2524 | 0.2076 | 0.0448 | 0.0723 | 0.074 | -0.0068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96426 | -68031 | -107279 | -472396 | -243255 | -375881 |
Profit Factor | 1.9731 | 2.8987 | 1.2987 | 1.175 | 1.4125 | 0.9868 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 45.614 | 44.8276 | 46.4286 | 45.614 | 44.8276 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.3526 | 3.5676 | 1.4985 | 1.4009 | 1.7385 | 1.1386 |
Largest Winning Trade | 257140 | 257140 | 60828 | 218574 | 218574 | 147826 |
Largest Losing Trade | -45114 | -34937 | -45114 | -298115 | -148997 | -298115 |
Avg Bars in Trades | 61 | 28 | 97 | 61 | 28 | 97 |
Avg Bars in Winners | 102 | 35 | 168 | 102 | 35 | 168 |
Avg Bars in Losers | 28 | 21 | 35 | 28 | 21 | 35 |
Bars Traded | 3529 | 813 | 2716 | 3529 | 813 | 2716 |
Profit Streak | 13.0326 | 57.0326 | 0 | 13.0326 | 57.0326 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168779 | 431755 | -155410 | -305057 | -93530 | -601555 |
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{ "first_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 2.8812 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3694, "evaluation_days": 1847, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603022400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758804417344, "expiration_time": 1763502624000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 2.8812 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "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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