Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33336.0265 | -18135.2106 | 51471.2371 | 19274.9939 | -22709.0486 | 41984.0425 |
Total P&L (%) | 33.336 | -18.1352 | 51.4712 | 19.275 | -22.709 | 41.984 |
Avg Daily Profit (%) | 0.128 | -0.0696 | 0.1976 | 0.0677 | -0.0989 | 0.1347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50794 | -42152 | -27869 | -47133 | -37225 | -35756 |
Profit Factor | 1.1663 | 0.8434 | 1.6075 | 1.0904 | 0.8165 | 1.4695 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 45.9184 | 40.8163 | 51.0204 | 45.9184 | 40.8163 | 51.0204 |
Ratio Avg Win / Avg Loss | 1.3736 | 1.2229 | 1.5432 | 1.2843 | 1.184 | 1.4107 |
Largest Winning Trade | 14717 | 14586 | 14717 | 14032 | 14032 | 13492 |
Largest Losing Trade | -11479 | -11479 | -10974 | -12780 | -12394 | -12780 |
Avg Bars in Trades | 247 | 245 | 250 | 247 | 245 | 250 |
Avg Bars in Winners | 340 | 348 | 334 | 340 | 348 | 334 |
Avg Bars in Losers | 168 | 173 | 162 | 168 | 173 | 162 |
Bars Traded | 24269 | 12005 | 12264 | 24269 | 12005 | 12264 |
Profit Streak | 7.1928 | 0 | 14.6511 | 7.1928 | 0 | 14.6511 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64618 | -583981 | 335348 | -233020 | -583981 | -14228 |
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{ "first_band": { "type": "t3", "factors": { "length": 212, "offset": 24, "a": 0.65755 } }, "second_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "APT_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736911800000, "first_datapoint_time": 1737123300000, "last_datapoint_time": 1759410900000, "evaluation_time": 1759412257684, "expiration_time": 1765890900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 212, "offset": 24, "a": 0.65755 } }, "second_band": { "type": "ssf", "factors": { "length": 219, "offset": 0, "poles": 3 } } }
# | 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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