Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375623.3803 | 379898.8471 | -4275.4668 | -27897.873 | -103789.5786 | 75891.7056 |
Total P&L (%) | 375.6234 | 379.8988 | -4.2755 | -27.8979 | -103.7896 | 75.8917 |
Avg Daily Profit (%) | 0.2016 | 0.2039 | -0.0023 | -0.0176 | 0 | 0.0303 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158489 | -145821 | -75454 | -732313 | -785648 | -236667 |
Profit Factor | 1.777 | 2.4937 | 0.9813 | 0.9817 | 0.896 | 1.1451 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 46.3768 | 40 | 52.9412 | 46.3768 | 40 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.0546 | 3.7406 | 0.8723 | 1.135 | 1.3441 | 1.0179 |
Largest Winning Trade | 423691 | 423691 | 46345 | 354205 | 354205 | 107868 |
Largest Losing Trade | -52293 | -52293 | -47026 | -329295 | -329295 | -132552 |
Avg Bars in Trades | 50 | 41 | 59 | 50 | 41 | 59 |
Avg Bars in Winners | 72 | 59 | 82 | 72 | 59 | 82 |
Avg Bars in Losers | 31 | 29 | 35 | 31 | 29 | 35 |
Bars Traded | 3487 | 1448 | 2039 | 3487 | 1448 | 2039 |
Profit Streak | 41.4599 | 42.4599 | 0 | 41.4599 | 42.4599 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96132 | 326157 | -580413 | -686248 | -582458 | -212965 |
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{ "first_band": { "type": "fwma", "factors": { "length": 37, "offset": 122 } }, "second_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1606262400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758970935462, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 37, "offset": 122 } }, "second_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 1 } } }
# | 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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