Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194873.9582 | 1254354.7844 | -59480.8262 | -101312.5645 | 2073961.4389 | -2175274.0034 |
Total P&L (%) | 1194.874 | 1254.3548 | -59.4808 | -101.3126 | 2073.9614 | -2175.274 |
Avg Daily Profit (%) | 0.5153 | 0.5409 | -0.0256 | 0 | 0.1329 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -356254 | -152123 | -277491 | -12733331 | -2677079 | -12671880 |
Profit Factor | 2.5769 | 6.324 | 0.8861 | 0.9942 | 1.607 | 0.8461 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 19 | 24 | 48 | 25 | 23 |
Losing Trades | 34 | 20 | 14 | 29 | 14 | 15 |
Profitability (%) | 55.8442 | 48.7179 | 63.1579 | 62.3377 | 64.1026 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.0376 | 6.6569 | 0.5169 | 0.6007 | 0.8999 | 0.5518 |
Largest Winning Trade | 1181527 | 1181527 | 69421 | 3121753 | 1754249 | 3121753 |
Largest Losing Trade | -115254 | -38399 | -115254 | -12495925 | -1127070 | -12495925 |
Avg Bars in Trades | 54 | 36 | 73 | 54 | 36 | 73 |
Avg Bars in Winners | 69 | 46 | 87 | 62 | 42 | 85 |
Avg Bars in Losers | 36 | 27 | 49 | 41 | 26 | 55 |
Bars Traded | 4227 | 1431 | 2796 | 4227 | 1431 | 2796 |
Profit Streak | 0 | 0 | 51.6952 | 33.6952 | 142.1952 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29596 | 684063 | -578495 | -624637 | -11738 | -579400 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 117, "na": 0.2, "nb": 0.21681, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 2 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4638, "evaluation_days": 2319, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564401600000, "last_datapoint_time": 1759665600000, "evaluation_time": 1759682461773, "expiration_time": 1765676448000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 117, "na": 0.2, "nb": 0.21681, "nc": 0.1 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 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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