Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607291.2479 | 285645.0572 | 321646.1908 | 1411162.9587 | 756614.1164 | 654548.8423 |
Total P&L (%) | 607.2912 | 285.6451 | 321.6462 | 1411.163 | 756.6141 | 654.5488 |
Avg Daily Profit (%) | 0.3648 | 0.1716 | 0.1932 | 0.1633 | 0.1291 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185791 | -132346 | -116610 | -3975877 | -2318673 | -2324826 |
Profit Factor | 1.2369 | 1.2171 | 1.2577 | 1.046 | 1.0495 | 1.0425 |
Total Trades | 987 | 493 | 494 | 987 | 493 | 494 |
Winning Trades | 523 | 259 | 264 | 523 | 259 | 264 |
Losing Trades | 464 | 234 | 230 | 464 | 234 | 230 |
Profitability (%) | 52.9889 | 52.5355 | 53.4413 | 52.9889 | 52.5355 | 53.4413 |
Ratio Avg Win / Avg Loss | 1.0973 | 1.0996 | 1.0957 | 0.928 | 0.9482 | 0.9083 |
Largest Winning Trade | 60883 | 60883 | 46133 | 742464 | 514486 | 742464 |
Largest Losing Trade | -41511 | -27349 | -41511 | -782105 | -623822 | -782105 |
Avg Bars in Trades | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Winners | 6 | 6 | 6 | 6 | 6 | 6 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 6583 | 3288 | 3295 | 6583 | 3288 | 3295 |
Profit Streak | 0 | 9.3031 | 0 | 0 | 9.3031 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 553725 | 385002 | 364990 | -157620 | -184217 | -203063 |
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{ "first_band": { "type": "kcb", "factors": { "length": 71, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.49935, "nc": 0.97818 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6658, "evaluation_days": 1664.5, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1617300000000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759605385011, "expiration_time": 1763893584000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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