Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399625.251 | 343547.9797 | 56077.2714 | 33743.8189 | -256196.1091 | 289939.9281 |
Total P&L (%) | 399.6253 | 343.548 | 56.0773 | 33.7438 | -256.1961 | 289.9399 |
Avg Daily Profit (%) | 0.2257 | 0.1941 | 0.0317 | 0.0164 | 0 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203524 | -175236 | -39676 | -1280690 | -1301167 | -79792 |
Profit Factor | 1.6013 | 1.7641 | 1.2608 | 1.0138 | 0.8698 | 1.6184 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 62.6087 | 64.9123 | 60.3448 | 62.6087 | 64.9123 | 60.3448 |
Ratio Avg Win / Avg Loss | 0.9563 | 0.9536 | 0.8285 | 0.6055 | 0.4702 | 1.0635 |
Largest Winning Trade | 96587 | 96587 | 31066 | 377862 | 377862 | 171518 |
Largest Losing Trade | -73208 | -73208 | -32574 | -614932 | -614932 | -56151 |
Avg Bars in Trades | 88 | 153 | 24 | 88 | 153 | 24 |
Avg Bars in Winners | 41 | 61 | 21 | 41 | 61 | 21 |
Avg Bars in Losers | 167 | 325 | 29 | 167 | 325 | 29 |
Bars Traded | 10203 | 8768 | 1435 | 10203 | 8768 | 1435 |
Profit Streak | 7.935 | 0 | 11.935 | 7.935 | 0 | 11.935 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385531 | -169984 | -330671 | -378033 | -758900 | -265672 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 2.47972 } } }
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{ "trading_pair": "ROSE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10622, "evaluation_days": 1770.33, "actual_first_datapoint_time": 1605772800000, "first_datapoint_time": 1607846400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882381823, "expiration_time": 1763303904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 232, "offset": 0, "std": 2.47972 } } }
# | 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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