Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617274.6423 | 530985.929 | 86288.7134 | 135960.9821 | 274763.177 | -138802.1949 |
Total P&L (%) | 617.2746 | 530.9859 | 86.2887 | 135.961 | 274.7632 | -138.8022 |
Avg Daily Profit (%) | 0.3854 | 0.3315 | 0.0539 | 0.0536 | 0.0825 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188913 | -155005 | -95618 | -1650346 | -1133214 | -602855 |
Profit Factor | 2.056 | 2.6151 | 1.3374 | 1.0466 | 1.1735 | 0.896 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 44.1558 | 35.8974 | 52.6316 | 44.1558 | 35.8974 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.6003 | 4.6698 | 1.2037 | 1.3236 | 2.0956 | 0.8064 |
Largest Winning Trade | 333598 | 333598 | 57338 | 842605 | 842605 | 582255 |
Largest Losing Trade | -50652 | -32587 | -50652 | -433659 | -286401 | -433659 |
Avg Bars in Trades | 81 | 92 | 69 | 81 | 92 | 69 |
Avg Bars in Winners | 104 | 119 | 94 | 104 | 119 | 94 |
Avg Bars in Losers | 62 | 76 | 41 | 62 | 76 | 41 |
Bars Traded | 6240 | 3596 | 2644 | 6240 | 3596 | 2644 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35019 | 312669 | -120310 | -339143 | -116783 | -580423 |
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{ "first_band": { "type": "t3", "factors": { "length": 85, "offset": 0, "a": 0.70171 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "offset": 0 } } }
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{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6407, "evaluation_days": 1601.75, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1622808000000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759375385318, "expiration_time": 1763514936000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 85, "offset": 0, "a": 0.70171 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "offset": 0 } } }
# | 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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