Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175363.369 | 171053.8224 | 4309.5465 | 52034.7644 | 41249.7514 | 10785.0131 |
Total P&L (%) | 175.3634 | 171.0538 | 4.3095 | 52.0348 | 41.2498 | 10.785 |
Avg Daily Profit (%) | 0.3367 | 0.3284 | 0.0083 | 0.0805 | 0.0663 | 0.0197 |
Buy And Hold Return (%) | 63.981 | 63.981 | 63.981 | 63.981 | 63.981 | 63.981 |
Max Trade Drawdown | -69575 | -75870 | -7249 | -139054 | -150250 | -8390 |
Profit Factor | 1.556 | 1.6356 | 1.0932 | 1.1223 | 1.1099 | 1.2146 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 52.4064 | 48.3871 | 56.383 | 52.4064 | 48.3871 | 56.383 |
Ratio Avg Win / Avg Loss | 1.4131 | 1.7446 | 0.8457 | 1.0192 | 1.1839 | 0.9396 |
Largest Winning Trade | 200995 | 200995 | 8327 | 161921 | 161921 | 14055 |
Largest Losing Trade | -29593 | -29593 | -6044 | -52170 | -52170 | -6044 |
Avg Bars in Trades | 128 | 251 | 5 | 128 | 251 | 5 |
Avg Bars in Winners | 146 | 312 | 6 | 146 | 312 | 6 |
Avg Bars in Losers | 107 | 195 | 5 | 107 | 195 | 5 |
Bars Traded | 23971 | 23422 | 549 | 23971 | 23422 | 549 |
Profit Streak | 17.0658 | 17.0658 | 17.1491 | 17.0658 | 17.0658 | 17.1491 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334712 | 269380 | -465943 | -335128 | -370710 | -333165 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "zlma", "factors": { "length": 144, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712748600000, "first_datapoint_time": 1713006000000, "last_datapoint_time": 1757746800000, "evaluation_time": 1757747083853, "expiration_time": 1764226800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "zlma", "factors": { "length": 144, "offset": 0 } } }
# | 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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