Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434832.9863 | 277737.3 | 157095.6863 | 229163.8286 | -480742.6446 | 709906.4732 |
Total P&L (%) | 434.833 | 277.7373 | 157.0957 | 229.1638 | -480.7426 | 709.9065 |
Avg Daily Profit (%) | 0.2399 | 0.1532 | 0.0867 | 0.0658 | 0 | 0.1155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131258 | -80494 | -112692 | -3434815 | -1870956 | -2296895 |
Profit Factor | 1.5155 | 1.7798 | 1.3224 | 1.0233 | 0.89 | 1.1303 |
Total Trades | 177 | 89 | 88 | 177 | 89 | 88 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 100 | 56 | 44 | 100 | 56 | 44 |
Profitability (%) | 43.5028 | 37.0787 | 50 | 43.5028 | 37.0787 | 50 |
Ratio Avg Win / Avg Loss | 1.9682 | 3.0202 | 1.3224 | 1.329 | 1.5103 | 1.1303 |
Largest Winning Trade | 234610 | 234610 | 59136 | 982091 | 982091 | 895441 |
Largest Losing Trade | -36232 | -26523 | -36232 | -926968 | -667558 | -926968 |
Avg Bars in Trades | 19 | 11 | 27 | 19 | 11 | 27 |
Avg Bars in Winners | 29 | 20 | 35 | 29 | 20 | 35 |
Avg Bars in Losers | 12 | 6 | 19 | 12 | 6 | 19 |
Bars Traded | 3474 | 1059 | 2415 | 3474 | 1059 | 2415 |
Profit Streak | 0 | 0 | 18.9671 | 0 | 0 | 18.9671 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329480 | 199191 | -76502 | -301305 | -583063 | -115075 |
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{ "first_band": { "type": "kcu", "factors": { "length": 77, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.55804 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3625, "evaluation_days": 1812.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606046400000, "last_datapoint_time": 1759320000000, "evaluation_time": 1759360358439, "expiration_time": 1764018000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 77, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.55804 } } }
# | 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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