Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389744.3188 | 1389137.5835 | 606.7353 | 692004.2754 | 2307410.0653 | -1615405.7899 |
Total P&L (%) | 1389.7443 | 1389.1376 | 0.6067 | 692.0043 | 2307.4101 | -1615.4058 |
Avg Daily Profit (%) | 0.7644 | 0.7641 | 0.0003 | 0.1139 | 0.1751 | 0 |
Buy And Hold Return (%) | 732.5104 | 732.5104 | 732.5104 | 732.5104 | 732.5104 | 732.5104 |
Max Trade Drawdown | -185836 | -97336 | -187449 | -3824053 | -2368296 | -2129631 |
Profit Factor | 2.2706 | 3.542 | 1.0011 | 1.0485 | 1.3304 | 0.7785 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 106 | 55 | 51 | 106 | 55 | 51 |
Profitability (%) | 47 | 45 | 49 | 47 | 45 | 49 |
Ratio Avg Win / Avg Loss | 2.5604 | 4.3291 | 1.042 | 1.1823 | 1.6261 | 0.8103 |
Largest Winning Trade | 985977 | 985977 | 44540 | 2067386 | 2067386 | 727041 |
Largest Losing Trade | -40126 | -36304 | -40126 | -934496 | -905699 | -934496 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 21 | 23 | 20 | 21 | 23 | 20 |
Avg Bars in Losers | 14 | 13 | 15 | 14 | 13 | 15 |
Bars Traded | 3521 | 1768 | 1753 | 3521 | 1768 | 1753 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351668 | 361839 | -577844 | -373359 | 153864 | -581176 |
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{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.18029, "nc": 0.25993 } } }
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{ "trading_pair": "AVAX_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3636, "evaluation_days": 1818, "actual_first_datapoint_time": 1600732800000, "first_datapoint_time": 1604145600000, "last_datapoint_time": 1757764800000, "evaluation_time": 1757769365737, "expiration_time": 1762477056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 5 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.18029, "nc": 0.25993 } } }
# | 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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