Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356749.6856 | 178835.582 | 177914.1037 | 102184.6744 | 173671.5728 | -71486.8985 |
Total P&L (%) | 356.7497 | 178.8356 | 177.9141 | 102.1847 | 173.6716 | -71.4869 |
Avg Daily Profit (%) | 0.1875 | 0.094 | 0.0935 | 0.037 | 0.0529 | -0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93989 | -69005 | -131722 | -335621 | -76713 | -369886 |
Profit Factor | 1.7381 | 2.2472 | 1.5234 | 1.1482 | 2.2744 | 0.8707 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 60.9524 | 60.3774 | 61.5385 | 60.9524 | 60.3774 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.1135 | 1.4747 | 0.9521 | 0.7356 | 1.4926 | 0.5442 |
Largest Winning Trade | 43897 | 43897 | 43869 | 97850 | 46472 | 97850 |
Largest Losing Trade | -89696 | -42971 | -89696 | -327663 | -55537 | -327663 |
Avg Bars in Trades | 52 | 15 | 89 | 52 | 15 | 89 |
Avg Bars in Winners | 44 | 15 | 73 | 44 | 15 | 73 |
Avg Bars in Losers | 65 | 16 | 116 | 65 | 16 | 116 |
Bars Traded | 5508 | 844 | 4664 | 5508 | 844 | 4664 |
Profit Streak | 235.2528 | 239.5861 | 235.2528 | 235.2528 | 239.5861 | 235.2528 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462483 | -241372 | -245551 | -199445 | -296072 | -757982 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "SXP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5708, "evaluation_days": 1902.67, "actual_first_datapoint_time": 1595232000000, "first_datapoint_time": 1597824000000, "last_datapoint_time": 1759593600000, "evaluation_time": 1759615440734, "expiration_time": 1764525312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 91, "offset": 0, "scalar": 2 } } }
# | 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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