Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426553.0186 | 406295.1737 | 20257.8449 | -38009.8921 | 426546.6955 | -464556.5876 |
Total P&L (%) | 426.553 | 406.2952 | 20.2578 | -38.0099 | 426.5467 | -464.5566 |
Avg Daily Profit (%) | 0.2299 | 0.219 | 0.0109 | -0.0258 | 0.0896 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209303 | -147784 | -129556 | -1133947 | -795032 | -517726 |
Profit Factor | 1.7112 | 2.196 | 1.0779 | 0.9785 | 1.4065 | 0.3517 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 43.8596 | 41.3793 | 46.4286 | 43.8596 | 41.3793 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.1903 | 3.111 | 1.2437 | 1.2524 | 1.9926 | 0.4058 |
Largest Winning Trade | 389908 | 389908 | 53364 | 501220 | 501220 | 69580 |
Largest Losing Trade | -56766 | -56766 | -56593 | -477451 | -477451 | -237764 |
Avg Bars in Trades | 62 | 44 | 80 | 62 | 44 | 80 |
Avg Bars in Winners | 97 | 51 | 140 | 97 | 51 | 140 |
Avg Bars in Losers | 34 | 39 | 29 | 34 | 39 | 29 |
Bars Traded | 3540 | 1277 | 2263 | 3540 | 1277 | 2263 |
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 | -170767 | 307966 | -342259 | -760999 | -74913 | -603222 |
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{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "offset": 4 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3710, "evaluation_days": 1855, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604620800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759429090843, "expiration_time": 1764214560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "offset": 4 } } }
# | 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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