Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328928.8654 | 265811.1494 | 63117.7161 | -744445.9453 | -2021073.6403 | 1276627.695 |
Total P&L (%) | 328.9289 | 265.8111 | 63.1177 | -744.4459 | -2021.0736 | 1276.6277 |
Avg Daily Profit (%) | 0.2069 | 0.1672 | 0.0397 | 0 | 0 | 0.1651 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210548 | -58698 | -202202 | -5597521 | -3022345 | -3669687 |
Profit Factor | 1.4272 | 2.1209 | 1.1184 | 0.9439 | 0.6706 | 1.179 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 73 | 35 | 38 | 56 | 29 | 27 |
Losing Trades | 49 | 26 | 23 | 66 | 32 | 34 |
Profitability (%) | 59.8361 | 57.377 | 62.2951 | 45.9016 | 47.541 | 44.2623 |
Ratio Avg Win / Avg Loss | 0.958 | 1.5755 | 0.677 | 1.1124 | 0.7399 | 1.4846 |
Largest Winning Trade | 73457 | 73457 | 66533 | 2351841 | 625425 | 2351841 |
Largest Losing Trade | -165588 | -28164 | -165588 | -1546999 | -1546999 | -703576 |
Avg Bars in Trades | 49 | 33 | 65 | 49 | 33 | 65 |
Avg Bars in Winners | 47 | 34 | 59 | 47 | 32 | 63 |
Avg Bars in Losers | 52 | 31 | 76 | 51 | 34 | 68 |
Bars Traded | 6059 | 2038 | 4021 | 6059 | 2038 | 4021 |
Profit Streak | 82.9086 | 82.9086 | 113.1586 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339667 | -148791 | -391752 | -580381 | -743414 | -179835 |
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{ "first_band": { "type": "kcu", "factors": { "length": 35, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "offset": 0 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6358, "evaluation_days": 1589.5, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1623888000000, "last_datapoint_time": 1759233600000, "evaluation_time": 1759247305230, "expiration_time": 1763353584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 35, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 92, "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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