Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3444676.0766 | 10350.5247 | -3455026.6013 | -325074.3921 | 3293345.3712 | -3618419.7633 |
Total P&L (%) | -3444.6761 | 10.3505 | -3455.0266 | -325.0744 | 3293.3454 | -3618.4198 |
Avg Daily Profit (%) | -1.5536 | 0.0047 | -1.5582 | 0 | 0.1591 | 0 |
Buy And Hold Return (%) | 277.362 | 277.362 | 277.362 | 277.362 | 277.362 | 277.362 |
Max Trade Drawdown | -3590056 | -105162 | -3549654 | -5359721 | -1521336 | -4645917 |
Profit Factor | 0.1512 | 1.0319 | 0.0746 | 0.9693 | 1.802 | 0.4426 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 21 | 21 | 32 | 17 | 15 |
Losing Trades | 34 | 17 | 17 | 44 | 21 | 23 |
Profitability (%) | 55.2632 | 55.2632 | 55.2632 | 42.1053 | 44.7368 | 39.4737 |
Ratio Avg Win / Avg Loss | 0.1224 | 0.8353 | 0.0604 | 1.3328 | 2.226 | 0.6787 |
Largest Winning Trade | 47107 | 47107 | 38195 | 2520010 | 2520010 | 1212234 |
Largest Losing Trade | -3457963 | -54415 | -3457963 | -3470027 | -1510187 | -3470027 |
Avg Bars in Trades | 111 | 109 | 113 | 111 | 109 | 113 |
Avg Bars in Winners | 70 | 56 | 84 | 142 | 157 | 125 |
Avg Bars in Losers | 162 | 174 | 150 | 88 | 69 | 106 |
Bars Traded | 8476 | 4152 | 4324 | 8476 | 4152 | 4324 |
Profit Streak | 30.6842 | 30.6842 | 276.6842 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -632133 | -538271 | -578711 | -635959 | 326604 | -584858 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.73004 } } }
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{ "trading_pair": "CHZ_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8869, "evaluation_days": 2217.25, "actual_first_datapoint_time": 1567728000000, "first_datapoint_time": 1572134400000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759292714198, "expiration_time": 1765023912000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 205, "offset": 0, "a": 0.73004 } } }
# | 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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