Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375490.4313 | 267674.0328 | 107816.3985 | 555495.4749 | 238667.4233 | 316828.0515 |
Total P&L (%) | 375.4904 | 267.674 | 107.8164 | 555.4955 | 238.6674 | 316.8281 |
Avg Daily Profit (%) | 0.3042 | 0.2168 | 0.0873 | 0.1524 | 0.0989 | 0.1157 |
Buy And Hold Return (%) | 10.9715 | 10.9715 | 10.9715 | 10.9715 | 10.9715 | 10.9715 |
Max Trade Drawdown | -105389 | -78657 | -56401 | -1288791 | -1034107 | -375713 |
Profit Factor | 1.751 | 2.0655 | 1.4334 | 1.1532 | 1.1189 | 1.1957 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 55.6701 | 52.0833 | 59.1837 | 55.6701 | 52.0833 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.3943 | 1.9003 | 0.9885 | 0.9183 | 1.0294 | 0.8246 |
Largest Winning Trade | 136005 | 136005 | 27658 | 498255 | 498255 | 355061 |
Largest Losing Trade | -40085 | -40085 | -38436 | -552693 | -552693 | -368411 |
Avg Bars in Trades | 46 | 66 | 27 | 46 | 66 | 27 |
Avg Bars in Winners | 53 | 72 | 36 | 53 | 72 | 36 |
Avg Bars in Losers | 39 | 59 | 15 | 39 | 59 | 15 |
Bars Traded | 4542 | 3179 | 1363 | 4542 | 3179 | 1363 |
Profit Streak | 35.1233 | 0 | 47.1233 | 35.1233 | 0 | 47.1233 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441205 | 433809 | -75002 | -44496 | -150340 | -43324 |
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{ "first_band": { "type": "kcb", "factors": { "length": 94, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } } }
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{ "trading_pair": "LDO_USDT", "interval": "6h", "packets": 25000, "actual_packets": 4938, "evaluation_days": 1234.5, "actual_first_datapoint_time": 1652076000000, "first_datapoint_time": 1654689600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758833851244, "expiration_time": 1761915024000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 94, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "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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