Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267390.5044 | 191375.846 | 76014.6584 | 31789.8097 | 84390.8806 | -52601.0708 |
Total P&L (%) | 267.3905 | 191.3758 | 76.0147 | 31.7898 | 84.3909 | -52.6011 |
Avg Daily Profit (%) | 0.1887 | 0.1351 | 0.0536 | 0.0195 | 0.0432 | -0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139893 | -73582 | -129565 | -293142 | -139744 | -274910 |
Profit Factor | 1.2133 | 1.3287 | 1.1132 | 1.0138 | 1.0786 | 0.9575 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 167 | 80 | 87 | 167 | 80 | 87 |
Losing Trades | 143 | 75 | 68 | 143 | 75 | 68 |
Profitability (%) | 53.871 | 51.6129 | 56.129 | 53.871 | 51.6129 | 56.129 |
Ratio Avg Win / Avg Loss | 1.0389 | 1.2456 | 0.8701 | 0.8681 | 1.0112 | 0.7484 |
Largest Winning Trade | 59419 | 59419 | 41993 | 77681 | 70791 | 77681 |
Largest Losing Trade | -44321 | -32000 | -44321 | -71412 | -51694 | -71412 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 4182 | 2092 | 2090 | 4182 | 2092 | 2090 |
Profit Streak | 0 | 0 | 17.9759 | 0 | 0 | 17.9759 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341254 | -11727 | -217031 | -374444 | -268529 | -578884 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.81459 } }, "second_band": { "type": "kcu", "factors": { "length": 34, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "ENS_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4251, "evaluation_days": 1417, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1637452800000, "last_datapoint_time": 1758902400000, "evaluation_time": 1758929118959, "expiration_time": 1762575264000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.81459 } }, "second_band": { "type": "kcu", "factors": { "length": 34, "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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