Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136880.6317 | 1021820.7704 | 115059.8613 | 463574.7085 | 314105.287 | 149469.4215 |
Total P&L (%) | 1136.8806 | 1021.8208 | 115.0599 | 463.5747 | 314.1053 | 149.4694 |
Avg Daily Profit (%) | 0.6122 | 0.5503 | 0.062 | 0.0932 | 0.0765 | 0.0492 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89014 | -116717 | -61834 | -692580 | -498948 | -445723 |
Profit Factor | 3.1691 | 4.4042 | 1.5138 | 1.1417 | 1.1779 | 1.0992 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 49.505 | 43.1373 | 56 | 49.505 | 43.1373 | 56 |
Ratio Avg Win / Avg Loss | 3.2325 | 5.8055 | 1.1894 | 1.1645 | 1.5526 | 0.8637 |
Largest Winning Trade | 1049183 | 1049183 | 49118 | 733222 | 733222 | 312909 |
Largest Losing Trade | -44275 | -44275 | -37764 | -280844 | -279450 | -280844 |
Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Winners | 51 | 42 | 58 | 51 | 42 | 58 |
Avg Bars in Losers | 20 | 22 | 17 | 20 | 22 | 17 |
Bars Traded | 3598 | 1570 | 2028 | 3598 | 1570 | 2028 |
Profit Streak | 4.0161 | 7.0161 | 0 | 4.0161 | 7.0161 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 629594 | -163650 | -288080 | -133407 | -296552 | -419453 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 100 } }, "second_band": { "type": "ema", "factors": { "length": 90, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3714, "evaluation_days": 1857, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759623788728, "expiration_time": 1764392544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 100 } }, "second_band": { "type": "ema", "factors": { "length": 90, "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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