Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427255.4404 | 373574.0679 | 53681.3725 | 211947.3554 | -246653.9755 | 458601.3309 |
Total P&L (%) | 427.2554 | 373.5741 | 53.6814 | 211.9474 | -246.654 | 458.6013 |
Avg Daily Profit (%) | 0.2275 | 0.1989 | 0.0286 | 0.0606 | 0 | 0.0916 |
Buy And Hold Return (%) | 38.4888 | 38.4888 | 38.4888 | 38.4888 | 38.4888 | 38.4888 |
Max Trade Drawdown | -139345 | -178769 | -32877 | -1212188 | -1532135 | -187582 |
Profit Factor | 1.4019 | 1.4625 | 1.2103 | 1.0346 | 0.9487 | 1.3503 |
Total Trades | 439 | 219 | 220 | 439 | 219 | 220 |
Winning Trades | 189 | 85 | 104 | 189 | 85 | 104 |
Losing Trades | 250 | 134 | 116 | 250 | 134 | 116 |
Profitability (%) | 43.0524 | 38.8128 | 47.2727 | 43.0524 | 38.8128 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.8544 | 2.3055 | 1.35 | 1.3686 | 1.4956 | 1.5061 |
Largest Winning Trade | 126840 | 126840 | 22813 | 677840 | 677840 | 125977 |
Largest Losing Trade | -28271 | -28271 | -11523 | -354300 | -354300 | -78581 |
Avg Bars in Trades | 50 | 94 | 6 | 50 | 94 | 6 |
Avg Bars in Winners | 69 | 147 | 6 | 69 | 147 | 6 |
Avg Bars in Losers | 35 | 60 | 6 | 35 | 60 | 6 |
Bars Traded | 22103 | 20609 | 1494 | 22103 | 20609 | 1494 |
Profit Streak | 16.2894 | 17.6228 | 16.2894 | 16.2894 | 17.6228 | 16.2894 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372074 | 237828 | -197750 | -294787 | -582304 | -68746 |
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{ "first_band": { "type": "kcb", "factors": { "length": 32, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 1.88907 } } }
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{ "trading_pair": "DOT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22540, "evaluation_days": 1878.33, "actual_first_datapoint_time": 1597788000000, "first_datapoint_time": 1598011200000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760115407575, "expiration_time": 1765954368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 32, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 14, "offset": 0, "std": 1.88907 } } }
# | 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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