Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472298.2021 | 400176.412 | 72121.7901 | 84103.2124 | -325696.3986 | 409799.611 |
Total P&L (%) | 472.2982 | 400.1764 | 72.1218 | 84.1032 | -325.6964 | 409.7996 |
Avg Daily Profit (%) | 0.2172 | 0.184 | 0.0332 | 0.0281 | 0 | 0.0749 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251879 | -231854 | -32570 | -2464016 | -2266331 | -278281 |
Profit Factor | 1.9214 | 1.9723 | 1.7141 | 1.0215 | 0.8989 | 1.5958 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 56.1644 | 50 | 62.1622 | 56.1644 | 50 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.4997 | 1.9723 | 1.0434 | 0.7973 | 0.8989 | 0.9714 |
Largest Winning Trade | 210185 | 210185 | 16678 | 762762 | 762762 | 365550 |
Largest Losing Trade | -54158 | -54158 | -14172 | -702506 | -702506 | -181998 |
Avg Bars in Trades | 53 | 104 | 4 | 53 | 104 | 4 |
Avg Bars in Winners | 27 | 55 | 4 | 27 | 55 | 4 |
Avg Bars in Losers | 88 | 153 | 4 | 88 | 153 | 4 |
Bars Traded | 3941 | 3769 | 171 | 3941 | 3769 | 171 |
Profit Streak | 198.5152 | 0 | 308.0152 | 198.5152 | 0 | 308.0152 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64303 | 404254 | -143218 | -428522 | -580780 | -89440 |
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "KAVA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4349, "evaluation_days": 2174.5, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1572696000000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759839716017, "expiration_time": 1765431504000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 102, "offset": 0, "poles": 2 } } }
# | 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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