Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537071.139 | 315145.253 | 221925.8859 | 1268035.3302 | 332534.1989 | 935501.1312 |
Total P&L (%) | 537.0711 | 315.1453 | 221.9259 | 1268.0353 | 332.5342 | 935.5011 |
Avg Daily Profit (%) | 0.2967 | 0.1741 | 0.1226 | 0.1446 | 0.0809 | 0.1292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93486 | -74660 | -46652 | -2301613 | -1965837 | -1113056 |
Profit Factor | 1.7876 | 1.9111 | 1.6605 | 1.1027 | 1.0551 | 1.1481 |
Total Trades | 233 | 117 | 116 | 233 | 117 | 116 |
Winning Trades | 85 | 33 | 52 | 85 | 33 | 52 |
Losing Trades | 148 | 84 | 64 | 148 | 84 | 64 |
Profitability (%) | 36.4807 | 28.2051 | 44.8276 | 36.4807 | 28.2051 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.1125 | 4.8645 | 2.0436 | 1.92 | 2.6858 | 1.4131 |
Largest Winning Trade | 252032 | 252032 | 68320 | 1354388 | 1354388 | 1079672 |
Largest Losing Trade | -17418 | -17418 | -14399 | -514563 | -514563 | -413812 |
Avg Bars in Trades | 29 | 19 | 40 | 29 | 19 | 40 |
Avg Bars in Winners | 63 | 43 | 76 | 63 | 43 | 76 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 6988 | 2277 | 4711 | 6988 | 2277 | 4711 |
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 | 305794 | -4625 | -28437 | -109768 | -259319 | -79944 |
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{ "first_band": { "type": "kcb", "factors": { "length": 188, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.55256, "nc": 0.17911 } } }
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{ "trading_pair": "FIL_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7240, "evaluation_days": 1810, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606802400000, "last_datapoint_time": 1759125600000, "evaluation_time": 1759141795926, "expiration_time": 1763817120000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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