Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -147738.6213 | 70930.7931 | -218669.4144 | 9661806.7201 | -3815744.3154 | 13477551.0355 |
Total P&L (%) | -147.7386 | 70.9308 | -218.6694 | 9661.8067 | -3815.7443 | 13477.551 |
Avg Daily Profit (%) | -0.0679 | 0.0326 | -0.1006 | 0.2109 | 0 | 0.2261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -495875 | -56606 | -520930 | -4618356 | -7118181 | -1731070 |
Profit Factor | 0.8073 | 1.5486 | 0.657 | 1.5792 | 0.657 | 3.4253 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 65 | 28 | 37 | 59 | 27 | 32 |
Losing Trades | 26 | 18 | 8 | 32 | 19 | 13 |
Profitability (%) | 71.4286 | 60.8696 | 82.2222 | 64.8352 | 58.6957 | 71.1111 |
Ratio Avg Win / Avg Loss | 0.3229 | 0.9955 | 0.1421 | 0.8565 | 0.4623 | 1.3915 |
Largest Winning Trade | 48642 | 20649 | 48642 | 3231794 | 913333 | 3231794 |
Largest Losing Trade | -376280 | -36569 | -376280 | -4261742 | -4261742 | -1534433 |
Avg Bars in Trades | 67 | 26 | 109 | 67 | 26 | 109 |
Avg Bars in Winners | 34 | 12 | 50 | 40 | 13 | 63 |
Avg Bars in Losers | 151 | 49 | 381 | 117 | 45 | 222 |
Bars Traded | 6156 | 1231 | 4925 | 6156 | 1231 | 4925 |
Profit Streak | 0 | 0 | 52.3248 | 0 | 0 | 52.3248 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577479 | -147613 | -576043 | 385124 | -579299 | 614404 |
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{ "first_band": { "type": "ssf", "factors": { "length": 13, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 138, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6523, "evaluation_days": 2174.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1575907200000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759823260524, "expiration_time": 1765431072000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 13, "offset": 0, "poles": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 138, "offset": 0, "scalar": 3 } } }
# | 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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