Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 506823.5527 | 190310.4148 | 316513.1378 | 516722.6815 | 305442.781 | 211279.9005 |
Total P&L (%) | 506.8236 | 190.3104 | 316.5131 | 516.7227 | 305.4428 | 211.2799 |
Avg Daily Profit (%) | 0.3044 | 0.1143 | 0.1901 | 0.1093 | 0.0841 | 0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95067 | -28159 | -97869 | -450456 | -128101 | -452282 |
Profit Factor | 2.4515 | 2.6571 | 2.3507 | 1.4281 | 2.005 | 1.234 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 70.2703 | 67.8571 | 72.7273 | 70.2703 | 67.8571 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.0372 | 1.2586 | 0.8815 | 0.6042 | 0.9498 | 0.4627 |
Largest Winning Trade | 51101 | 41816 | 51101 | 101029 | 101029 | 93376 |
Largest Losing Trade | -95067 | -22980 | -95067 | -450456 | -52964 | -450456 |
Avg Bars in Trades | 29 | 7 | 50 | 29 | 7 | 50 |
Avg Bars in Winners | 24 | 7 | 40 | 24 | 7 | 40 |
Avg Bars in Losers | 41 | 8 | 79 | 41 | 8 | 79 |
Bars Traded | 3237 | 437 | 2800 | 3237 | 437 | 2800 |
Profit Streak | 174.2829 | 174.2829 | 179.7829 | 174.2829 | 174.2829 | 179.7829 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626671 | -212555 | -166489 | -42506 | -255737 | -279553 |
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{ "first_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 4.90638 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3330, "evaluation_days": 1665, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618660800000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759603646315, "expiration_time": 1763894880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 6, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 4.90638 } } }
# | 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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