Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479323.5556 | 384812.6853 | 94510.8703 | 43445.8174 | 423528.2923 | -380082.475 |
Total P&L (%) | 479.3236 | 384.8127 | 94.5109 | 43.4458 | 423.5283 | -380.0825 |
Avg Daily Profit (%) | 0.2596 | 0.2084 | 0.0512 | 0.0195 | 0.0897 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163564 | -88289 | -146609 | -509279 | -226677 | -515519 |
Profit Factor | 1.2489 | 1.4374 | 1.0904 | 1.0107 | 1.249 | 0.8389 |
Total Trades | 529 | 265 | 264 | 529 | 265 | 264 |
Winning Trades | 272 | 137 | 135 | 272 | 137 | 135 |
Losing Trades | 257 | 128 | 129 | 257 | 128 | 129 |
Profitability (%) | 51.4178 | 51.6981 | 51.1364 | 51.4178 | 51.6981 | 51.1364 |
Ratio Avg Win / Avg Loss | 1.1801 | 1.343 | 1.0419 | 0.955 | 1.167 | 0.8016 |
Largest Winning Trade | 142858 | 142858 | 47945 | 84183 | 84183 | 83953 |
Largest Losing Trade | -83667 | -30523 | -83667 | -451452 | -62495 | -451452 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 7271 | 3640 | 3631 | 7271 | 3640 | 3631 |
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 | 400604 | 358029 | -244420 | -375864 | -72115 | -579527 |
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{ "first_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.75158 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.77171 } } }
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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": 1601272800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758895255581, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.75158 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.77171 } } }
# | 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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