Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807604.8215 | 878961.6778 | -71356.8563 | -110932.7902 | 464541.8263 | -575474.6166 |
Total P&L (%) | 807.6048 | 878.9617 | -71.3569 | -110.9328 | 464.5418 | -575.4746 |
Avg Daily Profit (%) | 0.4342 | 0.4726 | -0.0384 | 0 | 0.0931 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255810 | -122780 | -176935 | -1014052 | -697357 | -625612 |
Profit Factor | 1.9987 | 3.6889 | 0.8519 | 0.9623 | 1.4007 | 0.677 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 50 | 22 | 28 | 54 | 26 | 28 |
Losing Trades | 41 | 23 | 18 | 37 | 19 | 18 |
Profitability (%) | 54.9451 | 48.8889 | 60.8696 | 59.3407 | 57.7778 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.6389 | 3.8565 | 0.5476 | 0.6593 | 1.0236 | 0.4352 |
Largest Winning Trade | 986199 | 986199 | 50842 | 866839 | 866839 | 234561 |
Largest Losing Trade | -119661 | -63521 | -119661 | -362613 | -362613 | -360998 |
Avg Bars in Trades | 39 | 36 | 41 | 39 | 36 | 41 |
Avg Bars in Winners | 41 | 39 | 44 | 43 | 43 | 42 |
Avg Bars in Losers | 35 | 33 | 38 | 33 | 26 | 41 |
Bars Traded | 3559 | 1630 | 1928 | 3559 | 1630 | 1928 |
Profit Streak | 38.1611 | 0 | 78.1611 | 0 | 338.1611 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549590 | 606047 | -578737 | -579324 | -65496 | -579295 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 78, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3720, "evaluation_days": 1860, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1603713600000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759852320379, "expiration_time": 1764659520000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 78, "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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