Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -333995.8908 | 20627.1588 | -354623.0496 | 1584336.7447 | -450455.914 | 2034792.6587 |
Total P&L (%) | -333.9959 | 20.6272 | -354.6231 | 1584.3367 | -450.4559 | 2034.7927 |
Avg Daily Profit (%) | -0.2071 | 0.0128 | -0.2199 | 0.1753 | 0 | 0.19 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -363545 | -97133 | -361816 | -1286984 | -1320062 | -429557 |
Profit Factor | 0.6419 | 1.073 | 0.4546 | 1.4634 | 0.8047 | 2.8293 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 36 | 14 | 22 | 28 | 13 | 15 |
Losing Trades | 29 | 18 | 11 | 37 | 19 | 18 |
Profitability (%) | 55.3846 | 43.75 | 66.6667 | 43.0769 | 40.625 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.5171 | 1.3796 | 0.2273 | 1.9337 | 1.1761 | 3.3951 |
Largest Winning Trade | 69660 | 69660 | 30444 | 1666006 | 553890 | 1666006 |
Largest Losing Trade | -345237 | -53325 | -345237 | -473478 | -473478 | -261614 |
Avg Bars in Trades | 70 | 56 | 82 | 70 | 56 | 82 |
Avg Bars in Winners | 61 | 50 | 67 | 79 | 63 | 93 |
Avg Bars in Losers | 81 | 61 | 113 | 62 | 52 | 73 |
Bars Traded | 4554 | 1820 | 2734 | 4554 | 1820 | 2734 |
Profit Streak | 114.4079 | 114.4079 | 118.4079 | 114.4079 | 114.4079 | 118.4079 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -714727 | -324333 | -577684 | -127597 | -582226 | 450664 |
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{ "first_band": { "type": "pwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 236, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "AR_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4838, "evaluation_days": 1612.67, "actual_first_datapoint_time": 1620979200000, "first_datapoint_time": 1627747200000, "last_datapoint_time": 1760284800000, "evaluation_time": 1760291241116, "expiration_time": 1764464832000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 236, "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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