Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606216.7632 | 1570014.2606 | 36202.5026 | 1597848.4132 | 668944.3056 | 928904.1077 |
Total P&L (%) | 1606.2168 | 1570.0143 | 36.2025 | 1597.8484 | 668.9443 | 928.9041 |
Avg Daily Profit (%) | 0.8711 | 0.8514 | 0.0196 | 0.1537 | 0.1107 | 0.1265 |
Buy And Hold Return (%) | 664.8649 | 664.8649 | 664.8649 | 664.8649 | 664.8649 | 664.8649 |
Max Trade Drawdown | -125716 | -138275 | -73133 | -3893183 | -4183843 | -1639558 |
Profit Factor | 3.7062 | 5.6056 | 1.1433 | 1.1138 | 1.0749 | 1.1818 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 50 | 44.4444 | 55.5556 | 50 | 44.4444 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.7062 | 7.007 | 0.9146 | 1.1138 | 1.3437 | 0.9454 |
Largest Winning Trade | 1134218 | 1134218 | 53066 | 2045311 | 2045311 | 891410 |
Largest Losing Trade | -50732 | -47714 | -50732 | -2206088 | -2206088 | -969676 |
Avg Bars in Trades | 37 | 49 | 26 | 37 | 49 | 26 |
Avg Bars in Winners | 35 | 48 | 25 | 35 | 48 | 25 |
Avg Bars in Losers | 40 | 50 | 27 | 40 | 50 | 27 |
Bars Traded | 3412 | 2223 | 1189 | 3412 | 2223 | 1189 |
Profit Streak | 0 | 76.6565 | 0 | 0 | 76.6565 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 583108 | 555604 | -395910 | -91632 | -348325 | -87099 |
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{ "first_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3688, "evaluation_days": 1844, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1605528000000, "last_datapoint_time": 1760011200000, "evaluation_time": 1760024719898, "expiration_time": 1764790848000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 112, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcm", "factors": { "length": 92, "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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