Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492616.6701 | 344563.0857 | 148053.5844 | 1491567.0526 | 809262.7396 | 682304.313 |
Total P&L (%) | 492.6167 | 344.5631 | 148.0536 | 1491.5671 | 809.2627 | 682.3043 |
Avg Daily Profit (%) | 0.2644 | 0.185 | 0.0795 | 0.1487 | 0.1186 | 0.1105 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148754 | -66391 | -151310 | -703777 | -615119 | -404800 |
Profit Factor | 1.3594 | 1.5216 | 1.2085 | 1.2393 | 1.2574 | 1.2209 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 226 | 111 | 115 | 226 | 111 | 115 |
Losing Trades | 196 | 100 | 96 | 196 | 100 | 96 |
Profitability (%) | 53.5545 | 52.6066 | 54.5024 | 53.5545 | 52.6066 | 54.5024 |
Ratio Avg Win / Avg Loss | 1.179 | 1.3708 | 1.0088 | 1.0748 | 1.1328 | 1.0192 |
Largest Winning Trade | 56370 | 56370 | 36715 | 392078 | 392078 | 202915 |
Largest Losing Trade | -32710 | -27029 | -32710 | -306608 | -219339 | -306608 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 7314 | 3655 | 3658 | 7314 | 3655 | 3658 |
Profit Streak | 8.6042 | 0 | 12.8542 | 8.6042 | 0 | 12.8542 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440402 | 363428 | -85299 | 329026 | -33321 | -43464 |
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{ "first_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11916, "nb": 0.1, "nc": 0.61932 } } }
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{ "trading_pair": "DOT_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7452, "evaluation_days": 1863, "actual_first_datapoint_time": 1597773600000, "first_datapoint_time": 1600495200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758875401585, "expiration_time": 1763544096000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11916, "nb": 0.1, "nc": 0.61932 } } }
# | 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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