Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 341918.5739 | 81115.6172 | 260802.9567 | 85638.7192 | 37404.0215 | 48234.6977 |
Total P&L (%) | 341.9186 | 81.1156 | 260.803 | 85.6387 | 37.404 | 48.2347 |
Avg Daily Profit (%) | 0.2045 | 0.0485 | 0.156 | 0.037 | 0.019 | 0.0235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102159 | -46532 | -93423 | -143840 | -30267 | -142961 |
Profit Factor | 2.1293 | 1.6665 | 2.4404 | 1.2927 | 1.5594 | 1.2137 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 89 | 39 | 50 | 89 | 39 | 50 |
Losing Trades | 18 | 15 | 3 | 18 | 15 | 3 |
Profitability (%) | 83.1776 | 72.2222 | 94.3396 | 83.1776 | 72.2222 | 94.3396 |
Ratio Avg Win / Avg Loss | 0.4306 | 0.641 | 0.1464 | 0.2615 | 0.5998 | 0.0728 |
Largest Winning Trade | 23032 | 16647 | 23032 | 23479 | 8448 | 23479 |
Largest Losing Trade | -93423 | -45386 | -93423 | -142961 | -28302 | -142961 |
Avg Bars in Trades | 29 | 13 | 45 | 29 | 13 | 45 |
Avg Bars in Winners | 18 | 6 | 27 | 18 | 6 | 27 |
Avg Bars in Losers | 84 | 33 | 338 | 84 | 33 | 338 |
Bars Traded | 3146 | 737 | 2409 | 3146 | 737 | 2409 |
Profit Streak | 109.6625 | 109.6625 | 546.1625 | 109.6625 | 109.6625 | 546.1625 |
Trades During Streak | 4 | 2 | 16 | 4 | 2 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552969 | -303681 | -164132 | -138663 | -345854 | -338262 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.70403, "nb": 0.1, "nc": 0.39137 } }, "second_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3344, "evaluation_days": 1672, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1622851200000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760198044121, "expiration_time": 1764517824000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.70403, "nb": 0.1, "nc": 0.39137 } }, "second_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 4 } } }
# | 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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