Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514901.5989 | 1492478.516 | 22423.0829 | 61970.2781 | -379524.0893 | 441494.3674 |
Total P&L (%) | 1514.9016 | 1492.4785 | 22.4231 | 61.9703 | -379.5241 | 441.4944 |
Avg Daily Profit (%) | 0.8137 | 0.8017 | 0.012 | 0.0259 | 0 | 0.0908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180822 | -188199 | -58733 | -3051952 | -3198245 | -683524 |
Profit Factor | 2.1032 | 2.9671 | 1.0365 | 1.0052 | 0.9452 | 1.0882 |
Total Trades | 497 | 248 | 249 | 497 | 248 | 249 |
Winning Trades | 192 | 80 | 112 | 192 | 80 | 112 |
Losing Trades | 305 | 168 | 137 | 305 | 168 | 137 |
Profitability (%) | 38.6318 | 32.2581 | 44.9799 | 38.6318 | 32.2581 | 44.9799 |
Ratio Avg Win / Avg Loss | 3.341 | 6.231 | 1.2678 | 1.5968 | 1.9849 | 1.3311 |
Largest Winning Trade | 1508858 | 1508858 | 31144 | 1359593 | 1359593 | 417203 |
Largest Losing Trade | -24998 | -24998 | -22715 | -634138 | -634138 | -452289 |
Avg Bars in Trades | 11 | 15 | 6 | 11 | 15 | 6 |
Avg Bars in Winners | 17 | 30 | 7 | 17 | 30 | 7 |
Avg Bars in Losers | 7 | 8 | 5 | 7 | 8 | 5 |
Bars Traded | 5513 | 3857 | 1656 | 5513 | 3857 | 1656 |
Profit Streak | 10.9192 | 0 | 11.9192 | 10.9192 | 0 | 11.9192 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 585871 | 466353 | -362712 | -373403 | -583880 | -195605 |
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{ "first_band": { "type": "kcb", "factors": { "length": 39, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 3.25985 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5585, "evaluation_days": 1861.67, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600185600000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759932215008, "expiration_time": 1764735840000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 39, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 3.25985 } } }
# | 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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