Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282961.4382 | 70348.6863 | 212612.7519 | -193152.0806 | 90334.4335 | -283486.5141 |
Total P&L (%) | 282.9614 | 70.3487 | 212.6128 | -193.1521 | 90.3344 | -283.4865 |
Avg Daily Profit (%) | 0.17 | 0.0423 | 0.1278 | 0 | 0.0387 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113886 | -90032 | -113886 | -395620 | -62088 | -440224 |
Profit Factor | 1.4654 | 1.2453 | 1.6618 | 0.7702 | 1.3571 | 0.5176 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 110 | 52 | 58 | 28 | 16 | 12 |
Losing Trades | 25 | 15 | 10 | 107 | 51 | 56 |
Profitability (%) | 81.4815 | 77.6119 | 85.2941 | 20.7407 | 23.8806 | 17.6471 |
Ratio Avg Win / Avg Loss | 0.333 | 0.3592 | 0.2865 | 2.9434 | 4.3258 | 2.4155 |
Largest Winning Trade | 43537 | 43537 | 38591 | 89094 | 89094 | 74714 |
Largest Losing Trade | -113886 | -58152 | -113886 | -276073 | -62088 | -276073 |
Avg Bars in Trades | 47 | 51 | 44 | 47 | 51 | 44 |
Avg Bars in Winners | 24 | 25 | 24 | 123 | 122 | 124 |
Avg Bars in Losers | 147 | 140 | 156 | 27 | 28 | 26 |
Bars Traded | 6426 | 3423 | 3003 | 6426 | 3423 | 3003 |
Profit Streak | 71.061 | 166.061 | 71.061 | 0 | 0 | 0 |
Trades During Streak | 12 | 12 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473130 | -249862 | -125345 | -626229 | -291395 | -749680 |
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{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 124, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6657, "evaluation_days": 1664.25, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1618444800000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759584469633, "expiration_time": 1763871336000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 124, "offset": 0, "scalar": 1 } } }
# | 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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