Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2084486.5889 | 1937441.7086 | 147044.8802 | 12921622.2561 | 4762002.9911 | 8159619.265 |
Total P&L (%) | 2084.4866 | 1937.4417 | 147.0449 | 12921.6223 | 4762.003 | 8159.6193 |
Avg Daily Profit (%) | 1.1088 | 1.0306 | 0.0782 | 0.2593 | 0.2068 | 0.2351 |
Buy And Hold Return (%) | 507.1261 | 507.1261 | 507.1261 | 507.1261 | 507.1261 | 507.1261 |
Max Trade Drawdown | -118209 | -90277 | -76996 | -32186372 | -23284056 | -16526255 |
Profit Factor | 3.2246 | 5.1846 | 1.3102 | 1.1026 | 1.0693 | 1.1427 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 116 | 50 | 66 | 116 | 50 | 66 |
Losing Trades | 125 | 70 | 55 | 125 | 70 | 55 |
Profitability (%) | 48.1328 | 41.6667 | 54.5455 | 48.1328 | 41.6667 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.4748 | 7.2585 | 1.0918 | 1.1882 | 1.497 | 0.9523 |
Largest Winning Trade | 1176614 | 1176614 | 40286 | 24504944 | 24504944 | 4697152 |
Largest Losing Trade | -40761 | -33871 | -40761 | -5975948 | -5244113 | -5975948 |
Avg Bars in Trades | 15 | 20 | 10 | 15 | 20 | 10 |
Avg Bars in Winners | 19 | 28 | 11 | 19 | 28 | 11 |
Avg Bars in Losers | 11 | 14 | 7 | 11 | 14 | 7 |
Bars Traded | 3684 | 2458 | 1226 | 3684 | 2458 | 1226 |
Profit Streak | 0 | 36.7934 | 0 | 0 | 36.7934 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 658299 | 601420 | -253516 | -98271 | -138421 | -56230 |
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{ "first_band": { "type": "kcb", "factors": { "length": 56, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 3.04815 } } }
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{ "trading_pair": "SAND_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3760, "evaluation_days": 1880, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1599782400000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759820552846, "expiration_time": 1764668160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 56, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 3.04815 } } }
# | 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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