Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375617.065 | 331984.2908 | 43632.7743 | -8605.2767 | 846295.2291 | -854900.5058 |
Total P&L (%) | 375.6171 | 331.9843 | 43.6328 | -8.6053 | 846.2952 | -854.9005 |
Avg Daily Profit (%) | 0.2016 | 0.1782 | 0.0234 | -0.0048 | 0.1207 | 0 |
Buy And Hold Return (%) | 42.0164 | 42.0164 | 42.0164 | 42.0164 | 42.0164 | 42.0164 |
Max Trade Drawdown | -161616 | -141871 | -121303 | -2436547 | -653984 | -2127537 |
Profit Factor | 1.5524 | 2.0456 | 1.1204 | 0.998 | 1.7461 | 0.7223 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 48.3871 | 39.1304 | 57.4468 | 48.3871 | 39.1304 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.6559 | 3.1821 | 0.8299 | 1.0645 | 2.7162 | 0.535 |
Largest Winning Trade | 175781 | 175781 | 46893 | 646046 | 538595 | 646046 |
Largest Losing Trade | -81645 | -29257 | -81645 | -1928692 | -154221 | -1928692 |
Avg Bars in Trades | 39 | 39 | 38 | 39 | 39 | 38 |
Avg Bars in Winners | 39 | 40 | 38 | 39 | 40 | 38 |
Avg Bars in Losers | 38 | 39 | 38 | 38 | 39 | 38 |
Bars Traded | 3639 | 1819 | 1819 | 3639 | 1819 | 1819 |
Profit Streak | 114.0833 | 114.0833 | 133.5833 | 114.0833 | 114.0833 | 133.5833 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411052 | 292576 | -402758 | -578065 | -31377 | -578380 |
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{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.04684, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1597881600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759024796752, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "kcl", "factors": { "length": 4, "offset": 0, "scalar": 4 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.04684, "nb": 0.1, "nc": 0.1 } } }
# | 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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