Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689736.6368 | 636238.8928 | 53497.744 | -14452.2112 | 693915.5665 | -708367.7776 |
Total P&L (%) | 689.7366 | 636.2389 | 53.4977 | -14.4522 | 693.9156 | -708.3678 |
Avg Daily Profit (%) | 0.3735 | 0.3446 | 0.029 | -0.0085 | 0.1123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122390 | -154139 | -83676 | -1232870 | -417263 | -1088214 |
Profit Factor | 1.8047 | 2.3671 | 1.1366 | 0.995 | 1.6313 | 0.6048 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 77 | 31 | 46 | 77 | 31 | 46 |
Losing Trades | 107 | 61 | 46 | 107 | 61 | 46 |
Profitability (%) | 41.8478 | 33.6957 | 50 | 41.8478 | 33.6957 | 50 |
Ratio Avg Win / Avg Loss | 2.5079 | 4.6578 | 1.1366 | 1.3827 | 3.21 | 0.6048 |
Largest Winning Trade | 622000 | 622000 | 51780 | 1035478 | 1035478 | 359080 |
Largest Losing Trade | -80162 | -41299 | -80162 | -1047049 | -149765 | -1047049 |
Avg Bars in Trades | 39 | 35 | 43 | 39 | 35 | 43 |
Avg Bars in Winners | 63 | 66 | 61 | 63 | 66 | 61 |
Avg Bars in Losers | 22 | 19 | 25 | 22 | 19 | 25 |
Bars Traded | 7273 | 3273 | 4000 | 7273 | 3273 | 4000 |
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 | 386554 | 256783 | -225878 | -581318 | -46263 | -581086 |
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{ "first_band": { "type": "rma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600041600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758971275001, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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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