Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314419.0265 | 273490.3376 | 40928.6889 | -167522.6683 | -5172.2601 | -162350.4082 |
Total P&L (%) | 314.419 | 273.4903 | 40.9287 | -167.5227 | -5.1723 | -162.3504 |
Avg Daily Profit (%) | 0.1694 | 0.1473 | 0.022 | 0 | -0.0029 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155952 | -103531 | -118158 | -1407687 | -912043 | -551278 |
Profit Factor | 1.6013 | 2.1414 | 1.1445 | 0.9321 | 0.9959 | 0.8652 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 38 | 16 | 22 | 37 | 16 | 21 |
Losing Trades | 21 | 14 | 7 | 22 | 14 | 8 |
Profitability (%) | 64.4068 | 53.3333 | 75.8621 | 62.7119 | 53.3333 | 72.4138 |
Ratio Avg Win / Avg Loss | 0.8849 | 1.8737 | 0.3641 | 0.5542 | 0.8714 | 0.3296 |
Largest Winning Trade | 148272 | 148272 | 53543 | 409178 | 409178 | 397609 |
Largest Losing Trade | -118158 | -55537 | -118158 | -625541 | -625541 | -463224 |
Avg Bars in Trades | 59 | 35 | 83 | 59 | 35 | 83 |
Avg Bars in Winners | 59 | 28 | 82 | 49 | 28 | 66 |
Avg Bars in Losers | 57 | 43 | 87 | 74 | 43 | 129 |
Bars Traded | 3482 | 1058 | 2424 | 3482 | 1058 | 2424 |
Profit Streak | 262.0026 | 262.0026 | 294.5026 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169049 | 311784 | -224952 | -758629 | -580393 | -577927 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 144, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "KSM_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3713, "evaluation_days": 1856.5, "actual_first_datapoint_time": 1599177600000, "first_datapoint_time": 1605225600000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759579425056, "expiration_time": 1764348048000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 144, "offset": 0, "poles": 2 } } }
# | 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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