Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136244.1738 | 1010302.4539 | 125941.7199 | 776488.1876 | 35857.8712 | 740630.3164 |
Total P&L (%) | 1136.2442 | 1010.3025 | 125.9417 | 776.4882 | 35.8579 | 740.6303 |
Avg Daily Profit (%) | 0.6108 | 0.5431 | 0.0677 | 0.1168 | 0.0165 | 0.1145 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144472 | -101085 | -69031 | -1462652 | -956825 | -819114 |
Profit Factor | 3.5376 | 5.109 | 1.6238 | 1.1961 | 1.0164 | 1.4166 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 42.3729 | 36.6667 | 48.2759 | 42.3729 | 36.6667 | 48.2759 |
Ratio Avg Win / Avg Loss | 4.8111 | 8.8246 | 1.7398 | 1.6267 | 1.7557 | 1.5177 |
Largest Winning Trade | 1008252 | 1008252 | 62419 | 874810 | 874810 | 498337 |
Largest Losing Trade | -33333 | -24200 | -33333 | -409272 | -344376 | -409272 |
Avg Bars in Trades | 181 | 145 | 219 | 181 | 145 | 219 |
Avg Bars in Winners | 304 | 249 | 347 | 304 | 249 | 347 |
Avg Bars in Losers | 91 | 85 | 99 | 91 | 85 | 99 |
Bars Traded | 10721 | 4368 | 6353 | 10721 | 4368 | 6353 |
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 | -164194 | 490052 | -100185 | -222857 | -379996 | -38520 |
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{ "first_band": { "type": "ema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "KSM_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11161, "evaluation_days": 1860.17, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1601467200000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759924182403, "expiration_time": 1764731952000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ema", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 123, "offset": 0, "poles": 2 } } }
# | 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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