Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 417355.5142 | 435712.3716 | -18356.8574 | -15186.9866 | 244915.7892 | -260102.7758 |
Total P&L (%) | 417.3555 | 435.7124 | -18.3569 | -15.187 | 244.9158 | -260.1028 |
Avg Daily Profit (%) | 0.1781 | 0.1859 | -0.0078 | -0.007 | 0.0528 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159511 | -133134 | -66223 | -822376 | -590803 | -408332 |
Profit Factor | 2.1006 | 2.8948 | 0.877 | 0.9875 | 1.3491 | 0.4924 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.7164 | 54.5455 | 58.8235 | 56.7164 | 54.5455 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.6031 | 2.4124 | 0.6139 | 0.7536 | 1.1242 | 0.3447 |
Largest Winning Trade | 455747 | 455747 | 28352 | 469397 | 469397 | 101207 |
Largest Losing Trade | -72009 | -72009 | -40438 | -506929 | -506929 | -180368 |
Avg Bars in Trades | 97 | 161 | 35 | 97 | 161 | 35 |
Avg Bars in Winners | 97 | 166 | 36 | 97 | 166 | 36 |
Avg Bars in Losers | 97 | 154 | 35 | 97 | 154 | 35 |
Bars Traded | 6530 | 5313 | 1217 | 6530 | 5313 | 1217 |
Profit Streak | 0 | 82.4641 | 0 | 0 | 82.4641 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108701 | 509396 | -579651 | -700907 | -120853 | -579651 |
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{ "first_band": { "type": "kcl", "factors": { "length": 25, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } } }
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{ "trading_pair": "ATOM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 7032, "evaluation_days": 2344, "actual_first_datapoint_time": 1556496000000, "first_datapoint_time": 1558742400000, "last_datapoint_time": 1758988800000, "evaluation_time": 1759000095581, "expiration_time": 1765064448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 25, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dema", "factors": { "length": 79, "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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