Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 676023.5698 | 569001.4816 | 107022.0882 | 1021751.0647 | 637993.9849 | 383757.0798 |
Total P&L (%) | 676.0236 | 569.0015 | 107.0221 | 1021.7511 | 637.994 | 383.7571 |
Avg Daily Profit (%) | 0.3628 | 0.3053 | 0.0574 | 0.1298 | 0.1073 | 0.0846 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86992 | -65262 | -59341 | -1834213 | -1298165 | -895207 |
Profit Factor | 2.1836 | 3.1469 | 1.3496 | 1.1653 | 1.213 | 1.1204 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Profitability (%) | 39.3443 | 40.2174 | 38.4615 | 39.3443 | 40.2174 | 38.4615 |
Ratio Avg Win / Avg Loss | 3.3664 | 4.6778 | 2.1594 | 1.7964 | 1.8032 | 1.7926 |
Largest Winning Trade | 484241 | 484241 | 56530 | 737639 | 737639 | 681471 |
Largest Losing Trade | -16358 | -14653 | -16358 | -430234 | -220980 | -430234 |
Avg Bars in Trades | 19 | 15 | 23 | 19 | 15 | 23 |
Avg Bars in Winners | 39 | 28 | 52 | 39 | 28 | 52 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3590 | 1407 | 2183 | 3590 | 1407 | 2183 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384327 | 400196 | -119253 | -59851 | -52473 | -171499 |
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{ "first_band": { "type": "kcb", "factors": { "length": 116, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.34237, "nb": 0.60873, "nc": 0.40568 } } }
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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": 1602720000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758860777875, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 116, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.34237, "nb": 0.60873, "nc": 0.40568 } } }
# | 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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