Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298492.7684 | 81717.2093 | 216775.5591 | -14324.2093 | 182274.5188 | -196598.7281 |
Total P&L (%) | 298.4928 | 81.7172 | 216.7756 | -14.3242 | 182.2745 | -196.5987 |
Avg Daily Profit (%) | 0.2304 | 0.0631 | 0.1673 | -0.0119 | 0.0801 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94171 | -73876 | -94171 | -554847 | -50462 | -554847 |
Profit Factor | 1.6769 | 1.4771 | 1.8039 | 0.9861 | 2.0109 | 0.7682 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 70.1923 | 71.1538 | 69.2308 | 70.1923 | 71.1538 | 69.2308 |
Ratio Avg Win / Avg Loss | 0.7121 | 0.5988 | 0.8017 | 0.4187 | 0.8152 | 0.3414 |
Largest Winning Trade | 36538 | 36538 | 34908 | 87552 | 43306 | 87552 |
Largest Losing Trade | -94171 | -51870 | -94171 | -554847 | -41613 | -554847 |
Avg Bars in Trades | 46 | 22 | 71 | 46 | 22 | 71 |
Avg Bars in Winners | 39 | 19 | 60 | 39 | 19 | 60 |
Avg Bars in Losers | 63 | 29 | 95 | 63 | 29 | 95 |
Bars Traded | 4885 | 1174 | 3711 | 4885 | 1174 | 3711 |
Profit Streak | 97.0149 | 219.5149 | 97.0149 | 97.0149 | 219.5149 | 97.0149 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461134 | -284872 | -169017 | -576248 | -260592 | -757780 |
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{ "first_band": { "type": "kcu", "factors": { "length": 51, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } } }
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{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5183, "evaluation_days": 1295.75, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1649592000000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759472488184, "expiration_time": 1762808184000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcu", "factors": { "length": 51, "offset": 0, "scalar": 2 } }, "second_band": { "type": "dcm", "factors": { "length": 97, "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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