Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694094.0474 | 597777.8387 | 96316.2088 | 622877.304 | 70475.989 | 552401.315 |
Total P&L (%) | 694.094 | 597.7778 | 96.3162 | 622.8773 | 70.476 | 552.4013 |
Avg Daily Profit (%) | 0.3705 | 0.3191 | 0.0514 | 0.1056 | 0.0285 | 0.1002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82580 | -77481 | -59235 | -487974 | -437602 | -235831 |
Profit Factor | 2.2503 | 2.8927 | 1.4025 | 1.2038 | 1.0389 | 1.4435 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 57 | 33 | 24 | 57 | 33 | 24 |
Profitability (%) | 38.7097 | 29.7872 | 47.8261 | 38.7097 | 29.7872 | 47.8261 |
Ratio Avg Win / Avg Loss | 3.563 | 6.8186 | 1.53 | 1.906 | 2.4489 | 1.5747 |
Largest Winning Trade | 538497 | 538497 | 46920 | 441017 | 441017 | 225163 |
Largest Losing Trade | -31227 | -24383 | -31227 | -151095 | -138399 | -151095 |
Avg Bars in Trades | 38 | 37 | 40 | 38 | 37 | 40 |
Avg Bars in Winners | 65 | 72 | 61 | 65 | 72 | 61 |
Avg Bars in Losers | 22 | 22 | 21 | 22 | 22 | 21 |
Bars Traded | 3614 | 1753 | 1861 | 3614 | 1753 | 1861 |
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 | 346877 | 213986 | -123210 | -55076 | -340088 | -57548 |
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{ "first_band": { "type": "swma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 32, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3747, "evaluation_days": 1873.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1599955200000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759607223965, "expiration_time": 1764435312000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "swma", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 32, "offset": 0, "scalar": 2 } } }
# | 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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