Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793083.8071 | 685463.3044 | 107620.5028 | 531814.2674 | 88001.8509 | 443812.4165 |
Total P&L (%) | 793.0838 | 685.4633 | 107.6205 | 531.8143 | 88.0019 | 443.8124 |
Avg Daily Profit (%) | 0.4282 | 0.3701 | 0.0581 | 0.0996 | 0.0341 | 0.0915 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100532 | -79695 | -94986 | -955608 | -884196 | -446909 |
Profit Factor | 2.2246 | 3.0187 | 1.3494 | 1.1385 | 1.0389 | 1.2815 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 36.9369 | 33.9286 | 40 | 36.9369 | 33.9286 | 40 |
Ratio Avg Win / Avg Loss | 3.7981 | 5.8785 | 2.024 | 1.9439 | 2.0231 | 1.9223 |
Largest Winning Trade | 552676 | 552676 | 67546 | 874029 | 874029 | 258438 |
Largest Losing Trade | -49330 | -27343 | -49330 | -324849 | -324849 | -156302 |
Avg Bars in Trades | 64 | 50 | 78 | 64 | 50 | 78 |
Avg Bars in Winners | 124 | 99 | 145 | 124 | 99 | 145 |
Avg Bars in Losers | 29 | 25 | 34 | 29 | 25 | 34 |
Bars Traded | 7163 | 2832 | 4331 | 7163 | 2832 | 4331 |
Profit Streak | 0 | 0 | 11.0885 | 0 | 0 | 11.0885 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339733 | -171325 | -297134 | -131405 | -510552 | -253055 |
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{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 12, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7408, "evaluation_days": 1852, "actual_first_datapoint_time": 1599199200000, "first_datapoint_time": 1601877600000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759198047383, "expiration_time": 1763990784000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midprice", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 12, "offset": 0 } } }
# | 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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