Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -827206.6436 | -73308.7197 | -753897.924 | -72683.8623 | 1607441.0832 | -1680124.9455 |
Total P&L (%) | -827.2066 | -73.3087 | -753.8979 | -72.6839 | 1607.4411 | -1680.1249 |
Avg Daily Profit (%) | -0.4456 | -0.0395 | -0.4061 | -0.0699 | 0.153 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -969451 | -190190 | -842866 | -2456481 | -780958 | -1989718 |
Profit Factor | 0.3719 | 0.7706 | 0.2442 | 0.9788 | 2.3632 | 0.2545 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 55 | 26 | 29 | 47 | 24 | 23 |
Losing Trades | 16 | 9 | 7 | 24 | 11 | 13 |
Profitability (%) | 77.4648 | 74.2857 | 80.5556 | 66.1972 | 68.5714 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.1082 | 0.2667 | 0.0589 | 0.4998 | 1.0831 | 0.1439 |
Largest Winning Trade | 32113 | 32113 | 18514 | 1235175 | 1235175 | 241522 |
Largest Losing Trade | -806202 | -57293 | -806202 | -1076348 | -394960 | -1076348 |
Avg Bars in Trades | 49 | 65 | 35 | 49 | 65 | 35 |
Avg Bars in Winners | 14 | 13 | 15 | 47 | 66 | 28 |
Avg Bars in Losers | 173 | 215 | 118 | 54 | 62 | 46 |
Bars Traded | 3549 | 2279 | 1270 | 3549 | 2279 | 1270 |
Profit Streak | 76.8655 | 76.8655 | 127.3655 | 76.8655 | 76.8655 | 127.3655 |
Trades During Streak | 13 | 6 | 7 | 13 | 6 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -666526 | -576124 | -575351 | -667987 | 537786 | -577493 |
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{ "first_band": { "type": "fwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3713, "evaluation_days": 1856.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1604793600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759567576754, "expiration_time": 1764348048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "fwma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "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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