Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1615323.6442 | 1607055.9363 | 8267.708 | 771408.3314 | 1074286.4096 | -302878.0782 |
Total P&L (%) | 1615.3236 | 1607.0559 | 8.2677 | 771.4083 | 1074.2864 | -302.8781 |
Avg Daily Profit (%) | 0.8601 | 0.8557 | 0.0044 | 0.1153 | 0.1312 | 0 |
Buy And Hold Return (%) | 519.8947 | 519.8947 | 519.8947 | 519.8947 | 519.8947 | 519.8947 |
Max Trade Drawdown | -141145 | -180866 | -60694 | -4861341 | -5522598 | -1111971 |
Profit Factor | 3.3035 | 4.7876 | 1.0299 | 1.0641 | 1.1262 | 0.914 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 50.4951 | 48 | 52.9412 | 50.4951 | 48 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.2387 | 5.1866 | 0.9154 | 1.0432 | 1.22 | 0.8124 |
Largest Winning Trade | 1195828 | 1195828 | 35589 | 3442969 | 3442969 | 590386 |
Largest Losing Trade | -50272 | -50272 | -41667 | -2713690 | -2713690 | -716891 |
Avg Bars in Trades | 71 | 110 | 32 | 71 | 110 | 32 |
Avg Bars in Winners | 89 | 141 | 43 | 89 | 141 | 43 |
Avg Bars in Losers | 52 | 81 | 20 | 52 | 81 | 20 |
Bars Traded | 7178 | 5521 | 1658 | 7178 | 5521 | 1658 |
Profit Streak | 16.2585 | 0 | 21.7585 | 16.2585 | 0 | 21.7585 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 627367 | -163009 | -721196 | -202984 | -286411 | -759902 |
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{ "first_band": { "type": "kcb", "factors": { "length": 142, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } } }
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{ "trading_pair": "SAND_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7512, "evaluation_days": 1878, "actual_first_datapoint_time": 1597406400000, "first_datapoint_time": 1601488800000, "last_datapoint_time": 1759644000000, "evaluation_time": 1759644735338, "expiration_time": 1764511776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 142, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } } }
# | 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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