Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383094.5534 | 189950.0742 | 193144.4792 | 165607.0081 | -599896.2192 | 765503.2273 |
Total P&L (%) | 383.0946 | 189.9501 | 193.1445 | 165.607 | -599.8962 | 765.5032 |
Avg Daily Profit (%) | 0.2304 | 0.1142 | 0.1161 | 0.0588 | 0 | 0.1299 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215298 | -169577 | -129174 | -2632904 | -2243179 | -537142 |
Profit Factor | 1.4346 | 1.4091 | 1.4631 | 1.0321 | 0.8175 | 1.4073 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 54.6763 | 49.2754 | 60 | 54.6763 | 49.2754 | 60 |
Ratio Avg Win / Avg Loss | 1.1892 | 1.4505 | 0.9754 | 0.8555 | 0.8415 | 0.9382 |
Largest Winning Trade | 97365 | 97365 | 48672 | 819142 | 815485 | 819142 |
Largest Losing Trade | -51485 | -31427 | -51485 | -437066 | -437066 | -284122 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 3159 | 1566 | 1593 | 3159 | 1566 | 1593 |
Profit Streak | 45.1453 | 45.1453 | 79.6453 | 45.1453 | 45.1453 | 79.6453 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412521 | -141167 | -129774 | -298725 | -682184 | -111410 |
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{ "first_band": { "type": "kcb", "factors": { "length": 138, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.13454, "nb": 0.1, "nc": 0.22934 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3326, "evaluation_days": 1663, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1621684800000, "last_datapoint_time": 1759406400000, "evaluation_time": 1759418951101, "expiration_time": 1763716896000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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