Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45295.2143 | 25193.537 | 20101.6772 | 49104.1246 | 25337.8319 | 23766.2927 |
Total P&L (%) | 45.2952 | 25.1935 | 20.1017 | 49.1041 | 25.3378 | 23.7663 |
Avg Daily Profit (%) | 0.5218 | 0.2902 | 0.2316 | 0.4612 | 0.2605 | 0.2459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20354 | -9314 | -15784 | -24063 | -10804 | -18685 |
Profit Factor | 1.5863 | 1.7975 | 1.4403 | 1.5401 | 1.6805 | 1.4427 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 60 | 62 | 58 | 60 | 62 | 58 |
Ratio Avg Win / Avg Loss | 1.0576 | 1.1017 | 1.0429 | 1.0268 | 1.03 | 1.0447 |
Largest Winning Trade | 16147 | 12595 | 16147 | 20729 | 12595 | 20729 |
Largest Losing Trade | -12180 | -4552 | -12180 | -14907 | -5601 | -14907 |
Avg Bars in Trades | 242 | 229 | 255 | 242 | 229 | 255 |
Avg Bars in Winners | 170 | 156 | 185 | 170 | 156 | 185 |
Avg Bars in Losers | 349 | 347 | 351 | 349 | 347 | 351 |
Bars Traded | 24229 | 11468 | 12761 | 24229 | 11468 | 12761 |
Profit Streak | 3.168 | 3.8868 | 3.168 | 3.168 | 3.8868 | 3.168 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343359 | -173341 | -179943 | 326752 | -174086 | -177362 |
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{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 3.33061 } }, "second_band": { "type": "kcb", "factors": { "length": 235, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "LTC_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752791700000, "first_datapoint_time": 1752861900000, "last_datapoint_time": 1760291400000, "evaluation_time": 1760291517167, "expiration_time": 1766771400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 3.33061 } }, "second_band": { "type": "kcb", "factors": { "length": 235, "offset": 0, "scalar": 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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