Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -917569.1266 | -41602.8928 | -875966.2338 | 184218.718 | 2254405.0575 | -2070186.3395 |
Total P&L (%) | -917.5691 | -41.6029 | -875.9662 | 184.2187 | 2254.4051 | -2070.1863 |
Avg Daily Profit (%) | -0.496 | -0.0225 | -0.4735 | 0.0565 | 0.1709 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -365154 | -214912 | -214317 | -4248767 | -2314607 | -2417698 |
Profit Factor | 0.3861 | 0.8681 | 0.2571 | 1.0248 | 1.6737 | 0.4933 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 20 | 22 | 34 | 18 | 16 |
Losing Trades | 17 | 9 | 8 | 25 | 11 | 14 |
Profitability (%) | 71.1864 | 68.9655 | 73.3333 | 57.6271 | 62.069 | 53.3333 |
Ratio Avg Win / Avg Loss | 0.1563 | 0.3906 | 0.0935 | 0.7535 | 1.0228 | 0.4316 |
Largest Winning Trade | 63304 | 63304 | 36209 | 2698707 | 2698707 | 1012402 |
Largest Losing Trade | -866538 | -57174 | -866538 | -866538 | -756683 | -866538 |
Avg Bars in Trades | 90 | 117 | 64 | 90 | 117 | 64 |
Avg Bars in Winners | 36 | 33 | 39 | 98 | 135 | 57 |
Avg Bars in Losers | 222 | 303 | 132 | 78 | 86 | 72 |
Bars Traded | 5323 | 3396 | 1927 | 5323 | 3396 | 1927 |
Profit Streak | 17.8707 | 145.8707 | 17.8707 | 17.8707 | 145.8707 | 17.8707 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756464 | -576961 | -577235 | -489872 | 459767 | -579827 |
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{ "first_band": { "type": "tema", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "offset": 0 } } }
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{ "trading_pair": "KSM_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5550, "evaluation_days": 1850, "actual_first_datapoint_time": 1599206400000, "first_datapoint_time": 1604649600000, "last_datapoint_time": 1759017600000, "evaluation_time": 1759035225136, "expiration_time": 1763812800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "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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