Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338306.1206 | 279084.9881 | 59221.1325 | -20858.6051 | 36613.126 | -57471.7311 |
Total P&L (%) | 338.3061 | 279.085 | 59.2211 | -20.8586 | 36.6131 | -57.4717 |
Avg Daily Profit (%) | 0.1832 | 0.1511 | 0.0321 | -0.0127 | 0.0169 | -0.0463 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164271 | -150900 | -123151 | -2114644 | -1687556 | -1127683 |
Profit Factor | 1.1862 | 1.3015 | 1.0664 | 0.9977 | 1.0075 | 0.9856 |
Total Trades | 520 | 260 | 260 | 520 | 260 | 260 |
Winning Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Losing Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Profitability (%) | 50.5769 | 50.3846 | 50.7692 | 50.5769 | 50.3846 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.1591 | 1.2817 | 1.0341 | 0.9749 | 0.9921 | 0.9558 |
Largest Winning Trade | 54357 | 54357 | 34543 | 485133 | 485133 | 335177 |
Largest Losing Trade | -81742 | -34226 | -81742 | -724055 | -724055 | -347291 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 7291 | 3649 | 3642 | 7291 | 3649 | 3642 |
Profit Streak | 16.6532 | 20.1532 | 16.6532 | 16.6532 | 20.1532 | 16.6532 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3705 | 341721 | -296472 | -576227 | -384602 | -579022 |
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{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7386, "evaluation_days": 1846.5, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1600581600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758922836933, "expiration_time": 1763501328000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.72715 } }, "second_band": { "type": "bbu", "factors": { "length": 65, "offset": 0, "std": 3.50197 } } }
# | 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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