Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280770.6957 | 281685.9374 | -915.2417 | -58099.4117 | -85071.0521 | 26971.6404 |
Total P&L (%) | 280.7707 | 281.6859 | -0.9152 | -58.0994 | -85.0711 | 26.9716 |
Avg Daily Profit (%) | 0.1519 | 0.1524 | -0.0005 | -0.0471 | -0.1028 | 0.0129 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201840 | -201872 | -49445 | -1361167 | -1351100 | -196598 |
Profit Factor | 1.283 | 1.3649 | 0.9958 | 0.9839 | 0.9715 | 1.0427 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 58.2938 | 57.1429 | 59.434 | 58.2938 | 57.1429 | 59.434 |
Ratio Avg Win / Avg Loss | 0.9179 | 1.0236 | 0.6797 | 0.704 | 0.7286 | 0.7117 |
Largest Winning Trade | 126546 | 126546 | 13345 | 477212 | 477212 | 98134 |
Largest Losing Trade | -59985 | -59985 | -21690 | -488426 | -488426 | -196598 |
Avg Bars in Trades | 25 | 48 | 2 | 25 | 48 | 2 |
Avg Bars in Winners | 18 | 35 | 2 | 18 | 35 | 2 |
Avg Bars in Losers | 34 | 65 | 3 | 34 | 65 | 3 |
Bars Traded | 5381 | 5079 | 302 | 5381 | 5079 | 302 |
Profit Streak | 48.2963 | 48.2963 | 48.6296 | 48.2963 | 48.2963 | 48.6296 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338336 | 320662 | -578559 | -576903 | -579565 | -351950 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.34039, "nb": 0.23793, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5545, "evaluation_days": 1848.33, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1599379200000, "last_datapoint_time": 1758873600000, "evaluation_time": 1758899196446, "expiration_time": 1763664480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.34039, "nb": 0.23793, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 7, "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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