Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404322.5899 | 335251.9595 | 69070.6304 | 200785.5934 | 310976.1413 | -110190.548 |
Total P&L (%) | 404.3226 | 335.252 | 69.0706 | 200.7856 | 310.9761 | -110.1905 |
Avg Daily Profit (%) | 0.3287 | 0.2726 | 0.0562 | 0.0896 | 0.115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117716 | -104017 | -66053 | -1928377 | -1872398 | -952301 |
Profit Factor | 1.9982 | 2.289 | 1.4765 | 1.0418 | 1.0932 | 0.9247 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 58.9474 | 57.4468 | 60.4167 | 58.9474 | 57.4468 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.3916 | 1.6955 | 0.9673 | 0.7256 | 0.8098 | 0.6058 |
Largest Winning Trade | 260880 | 260880 | 65740 | 474937 | 474937 | 152326 |
Largest Losing Trade | -66601 | -66601 | -30669 | -1294232 | -1294232 | -467286 |
Avg Bars in Trades | 36 | 64 | 9 | 36 | 64 | 9 |
Avg Bars in Winners | 19 | 29 | 11 | 19 | 29 | 11 |
Avg Bars in Losers | 59 | 111 | 5 | 59 | 111 | 5 |
Bars Traded | 3452 | 3011 | 441 | 3452 | 3011 | 441 |
Profit Streak | 0 | 85.5359 | 0 | 0 | 85.5359 | 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 | 461517 | 511336 | -116782 | -248125 | -157524 | -579061 |
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "OP_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3690, "evaluation_days": 1230, "actual_first_datapoint_time": 1654070400000, "first_datapoint_time": 1654185600000, "last_datapoint_time": 1760313600000, "evaluation_time": 1760331104608, "expiration_time": 1763501760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 3 } } }
# | 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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