Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203910.4661 | 187160.4687 | 16749.9974 | 86075.0914 | 56150.1608 | 29924.9306 |
Total P&L (%) | 203.9105 | 187.1605 | 16.75 | 86.0751 | 56.1502 | 29.9249 |
Avg Daily Profit (%) | 0.3915 | 0.3594 | 0.0322 | 0.1193 | 0.0856 | 0.0503 |
Buy And Hold Return (%) | 31.195 | 31.195 | 31.195 | 31.195 | 31.195 | 31.195 |
Max Trade Drawdown | -65594 | -68752 | -18875 | -166838 | -169610 | -34401 |
Profit Factor | 1.9888 | 2.1757 | 1.3563 | 1.2415 | 1.2016 | 1.3844 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 46.1538 | 43.75 | 48.4848 | 46.1538 | 43.75 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.3203 | 2.7973 | 1.441 | 1.4484 | 1.5449 | 1.471 |
Largest Winning Trade | 241906 | 241906 | 12288 | 185884 | 185884 | 32285 |
Largest Losing Trade | -18541 | -18541 | -11205 | -49870 | -49870 | -18928 |
Avg Bars in Trades | 369 | 690 | 58 | 369 | 690 | 58 |
Avg Bars in Winners | 579 | 1156 | 74 | 579 | 1156 | 74 |
Avg Bars in Losers | 189 | 328 | 43 | 189 | 328 | 43 |
Bars Traded | 24023 | 22095 | 1928 | 24023 | 22095 | 1928 |
Profit Streak | 0 | 40.311 | 0 | 0 | 40.311 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125614 | 358990 | -316459 | -175680 | -88782 | -292132 |
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{ "first_band": { "type": "kcl", "factors": { "length": 149, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 55, "offset": 0, "std": 4.39798 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712644200000, "first_datapoint_time": 1712910600000, "last_datapoint_time": 1757642400000, "evaluation_time": 1757644071896, "expiration_time": 1764122400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 149, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 55, "offset": 0, "std": 4.39798 } } }
# | 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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