Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314078.2276 | 133150.046 | 180928.1816 | -1433725.9555 | -318076.6343 | -1115649.3212 |
Total P&L (%) | 314.0782 | 133.15 | 180.9282 | -1433.726 | -318.0766 | -1115.6493 |
Avg Daily Profit (%) | 0.165 | 0.0699 | 0.095 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148505 | -104293 | -138884 | -1490490 | -487300 | -1155924 |
Profit Factor | 1.7233 | 1.6735 | 1.765 | 0.315 | 0.606 | 0.1324 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 110 | 50 | 60 | 28 | 17 | 11 |
Losing Trades | 25 | 17 | 8 | 107 | 50 | 57 |
Profitability (%) | 81.4815 | 74.6269 | 88.2353 | 20.7407 | 25.3731 | 16.1765 |
Ratio Avg Win / Avg Loss | 0.3917 | 0.569 | 0.2353 | 1.2039 | 1.7823 | 0.686 |
Largest Winning Trade | 29320 | 23027 | 29320 | 210286 | 210286 | 48830 |
Largest Losing Trade | -138884 | -60937 | -138884 | -196773 | -95650 | -196773 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 12 | 9 | 14 | 66 | 61 | 73 |
Avg Bars in Losers | 86 | 65 | 132 | 15 | 11 | 20 |
Bars Traded | 3558 | 1611 | 1947 | 3558 | 1611 | 1947 |
Profit Streak | 65.5721 | 104.0721 | 65.5721 | 0 | 0 | 0 |
Trades During Streak | 10 | 7 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518793 | -210872 | -168257 | -627063 | -722850 | -758662 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.62051, "nb": 0.1, "nc": 0.17943 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "offset": 238, "scalar": 2 } } }
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{ "trading_pair": "SXP_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3808, "evaluation_days": 1904, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1602504000000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759715029767, "expiration_time": 1764643968000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.62051, "nb": 0.1, "nc": 0.17943 } }, "second_band": { "type": "kcl", "factors": { "length": 169, "offset": 238, "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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