Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414217.2028 | 356220.1694 | 57997.0334 | 289477.2405 | 284926.6727 | 4550.5678 |
Total P&L (%) | 414.2172 | 356.2202 | 57.997 | 289.4772 | 284.9267 | 4.5506 |
Avg Daily Profit (%) | 0.1936 | 0.1665 | 0.0271 | 0.0636 | 0.063 | 0.0021 |
Buy And Hold Return (%) | 173.6457 | 173.6457 | 173.6457 | 173.6457 | 173.6457 | 173.6457 |
Max Trade Drawdown | -111444 | -89908 | -40094 | -295400 | -220255 | -109323 |
Profit Factor | 2.6997 | 3.7488 | 1.5083 | 1.476 | 1.872 | 1.0162 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 64 | 70.2703 | 57.8947 | 64 | 70.2703 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.5186 | 1.586 | 1.0969 | 0.8303 | 0.792 | 0.739 |
Largest Winning Trade | 134113 | 134113 | 38294 | 131755 | 131755 | 39992 |
Largest Losing Trade | -89908 | -89908 | -32036 | -220255 | -220255 | -102385 |
Avg Bars in Trades | 45 | 80 | 11 | 45 | 80 | 11 |
Avg Bars in Winners | 33 | 51 | 11 | 33 | 51 | 11 |
Avg Bars in Losers | 67 | 149 | 11 | 67 | 149 | 11 |
Bars Traded | 3418 | 2971 | 447 | 3418 | 2971 | 447 |
Profit Streak | 15.485 | 0 | 18.985 | 15.485 | 0 | 18.985 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50205 | 370769 | -319209 | -176266 | -114654 | -558340 |
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{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 249, "offset": 0 } } }
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{ "trading_pair": "BCH_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4279, "evaluation_days": 2139.5, "actual_first_datapoint_time": 1574899200000, "first_datapoint_time": 1585612800000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759750704781, "expiration_time": 1765254384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 5 } }, "second_band": { "type": "swma", "factors": { "length": 249, "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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