Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15825846.0533 | 15789600.2831 | 36245.7701 | 12180831.4758 | 10140381.5849 | 2040449.8909 |
Total P&L (%) | 15825.8461 | 15789.6003 | 36.2458 | 12180.8315 | 10140.3816 | 2040.4499 |
Avg Daily Profit (%) | 7.0016 | 6.9855 | 0.016 | 0.2131 | 0.205 | 0.1356 |
Buy And Hold Return (%) | 8646.251 | 8646.251 | 8646.251 | 8646.251 | 8646.251 | 8646.251 |
Max Trade Drawdown | -102447 | -115725 | -47903 | -13555217 | -14785181 | -5683636 |
Profit Factor | 39.4091 | 54.795 | 1.3058 | 1.3016 | 1.3325 | 1.2061 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 43.5484 | 35.4839 | 51.6129 | 43.5484 | 35.4839 | 51.6129 |
Ratio Avg Win / Avg Loss | 51.0858 | 99.6272 | 1.2242 | 1.6872 | 2.4228 | 1.1308 |
Largest Winning Trade | 15662572 | 15662572 | 30652 | 15899798 | 15899798 | 3490981 |
Largest Losing Trade | -34560 | -34560 | -21692 | -5122177 | -5122177 | -2765679 |
Avg Bars in Trades | 104 | 159 | 49 | 104 | 159 | 49 |
Avg Bars in Winners | 140 | 247 | 67 | 140 | 247 | 67 |
Avg Bars in Losers | 76 | 110 | 31 | 76 | 110 | 31 |
Bars Traded | 6488 | 4943 | 1545 | 6488 | 4943 | 1545 |
Profit Streak | 91.4606 | 0 | 92.4606 | 91.4606 | 0 | 92.4606 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144275 | 386611 | -336355 | -189969 | -108226 | -177089 |
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{ "first_band": { "type": "kcl", "factors": { "length": 75, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 90, "offset": 0 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6781, "evaluation_days": 2260.33, "actual_first_datapoint_time": 1562313600000, "first_datapoint_time": 1564876800000, "last_datapoint_time": 1757577600000, "evaluation_time": 1757588594476, "expiration_time": 1763436384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 75, "offset": 0, "scalar": 2 } }, "second_band": { "type": "linreg", "factors": { "length": 90, "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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