Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378633.4363 | 313365.4318 | 65268.0045 | 2913.5903 | 440.8231 | 2472.7672 |
Total P&L (%) | 378.6334 | 313.3654 | 65.268 | 2.9136 | 0.4408 | 2.4728 |
Avg Daily Profit (%) | 0.165 | 0.1365 | 0.0284 | 0.0013 | 0.0002 | 0.0011 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196273 | -206309 | -85132 | -2108930 | -1898075 | -342894 |
Profit Factor | 1.2697 | 1.3136 | 1.1612 | 1.0005 | 1.0001 | 1.0014 |
Total Trades | 434 | 217 | 217 | 434 | 217 | 217 |
Winning Trades | 266 | 134 | 132 | 266 | 134 | 132 |
Losing Trades | 168 | 83 | 85 | 168 | 83 | 85 |
Profitability (%) | 61.2903 | 61.7512 | 60.8295 | 61.2903 | 61.7512 | 60.8295 |
Ratio Avg Win / Avg Loss | 0.8019 | 0.8136 | 0.7478 | 0.6319 | 0.6195 | 0.6448 |
Largest Winning Trade | 68717 | 68717 | 17032 | 780888 | 780888 | 165384 |
Largest Losing Trade | -70210 | -70210 | -25173 | -499908 | -499908 | -270021 |
Avg Bars in Trades | 15 | 28 | 2 | 15 | 28 | 2 |
Avg Bars in Winners | 8 | 15 | 2 | 8 | 15 | 2 |
Avg Bars in Losers | 25 | 48 | 3 | 25 | 48 | 3 |
Bars Traded | 6754 | 6123 | 631 | 6754 | 6123 | 631 |
Profit Streak | 0 | 0 | 78.1628 | 0 | 0 | 78.1628 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344275 | -9867 | -196311 | -574583 | -578030 | -574105 |
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{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6885, "evaluation_days": 2295, "actual_first_datapoint_time": 1561161600000, "first_datapoint_time": 1561737600000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759434862198, "expiration_time": 1765369440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 2, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "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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