Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -611774.3116 | 61000.771 | -672775.0826 | 15190216.8821 | 2096449.9343 | 13093766.9478 |
Total P&L (%) | -611.7743 | 61.0008 | -672.7751 | 15190.2169 | 2096.4499 | 13093.7669 |
Avg Daily Profit (%) | -0.282 | 0.0281 | -0.3101 | 0.2321 | 0.1425 | 0.2253 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -1002507 | -57943 | -969587 | -8565756 | -5174135 | -5669289 |
Profit Factor | 0.5337 | 1.4281 | 0.4247 | 1.6564 | 1.2539 | 1.8796 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 49 | 23 | 26 | 47 | 23 | 24 |
Losing Trades | 31 | 17 | 14 | 33 | 17 | 16 |
Profitability (%) | 61.25 | 57.5 | 65 | 58.75 | 57.5 | 60 |
Ratio Avg Win / Avg Loss | 0.3376 | 1.0556 | 0.2287 | 1.163 | 0.9268 | 1.2531 |
Largest Winning Trade | 52405 | 33453 | 52405 | 3786972 | 1744094 | 3786972 |
Largest Losing Trade | -800449 | -32016 | -800449 | -5568925 | -1704704 | -5568925 |
Avg Bars in Trades | 76 | 18 | 134 | 76 | 18 | 134 |
Avg Bars in Winners | 70 | 16 | 117 | 74 | 17 | 128 |
Avg Bars in Losers | 86 | 21 | 165 | 79 | 19 | 143 |
Bars Traded | 6115 | 731 | 5384 | 6115 | 731 | 5384 |
Profit Streak | 282.297 | 454.6304 | 282.297 | 282.297 | 454.6304 | 282.297 |
Trades During Streak | 6 | 8 | 3 | 6 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -601405 | -152340 | -577456 | -10613 | -1528 | 481838 |
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{ "first_band": { "type": "bbu", "factors": { "length": 28, "offset": 0, "std": 2.54954 } }, "second_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.67499 } } }
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{ "trading_pair": "KAVA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6508, "evaluation_days": 2169.33, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573660800000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759388863493, "expiration_time": 1764986112000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 28, "offset": 0, "std": 2.54954 } }, "second_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.67499 } } }
# | 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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