Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1688233.3424 | 1656234.3179 | 31999.0245 | 111970.1632 | -236919.835 | 348889.9983 |
Total P&L (%) | 1688.2333 | 1656.2343 | 31.999 | 111.9702 | -236.9198 | 348.89 |
Avg Daily Profit (%) | 0.7151 | 0.7015 | 0.0136 | 0.0318 | 0 | 0.0636 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168490 | -164051 | -99631 | -1530661 | -1620987 | -311402 |
Profit Factor | 4.1894 | 5.6268 | 1.1867 | 1.0406 | 0.8878 | 1.5392 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 33.3333 | 32.2581 | 34.375 | 33.3333 | 32.2581 | 34.375 |
Ratio Avg Win / Avg Loss | 8.3788 | 11.8163 | 2.2656 | 2.0812 | 1.8644 | 2.9385 |
Largest Winning Trade | 1733847 | 1733847 | 45494 | 876373 | 876373 | 421694 |
Largest Losing Trade | -53022 | -53022 | -24443 | -670519 | -670519 | -311402 |
Avg Bars in Trades | 64 | 102 | 28 | 64 | 102 | 28 |
Avg Bars in Winners | 116 | 188 | 50 | 116 | 188 | 50 |
Avg Bars in Losers | 39 | 61 | 16 | 39 | 61 | 16 |
Bars Traded | 4075 | 3171 | 904 | 4075 | 3171 | 904 |
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 | -138118 | 491006 | -197512 | -482898 | -584939 | -111152 |
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{ "first_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.6672 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "offset": 0 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4722, "evaluation_days": 2361, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1562198400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759509929590, "expiration_time": 1765612512000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.6672 } }, "second_band": { "type": "midpoint", "factors": { "length": 155, "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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