Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225467.7766 | 180139.1645 | 45328.6121 | 252020.8828 | 113273.2903 | 138747.5925 |
Total P&L (%) | 225.4678 | 180.1392 | 45.3286 | 252.0209 | 113.2733 | 138.7476 |
Avg Daily Profit (%) | 0.4329 | 0.3459 | 0.087 | 0.2419 | 0.1455 | 0.1672 |
Buy And Hold Return (%) | 35.8033 | 35.8033 | 35.8033 | 35.8033 | 35.8033 | 35.8033 |
Max Trade Drawdown | -76314 | -63266 | -70133 | -351153 | -324699 | -234841 |
Profit Factor | 1.7084 | 2.1142 | 1.2895 | 1.2505 | 1.1994 | 1.3167 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 40.6593 | 35.5556 | 45.6522 | 40.6593 | 35.5556 | 45.6522 |
Ratio Avg Win / Avg Loss | 2.4933 | 3.8319 | 1.5351 | 1.825 | 2.174 | 1.5675 |
Largest Winning Trade | 126584 | 126584 | 36058 | 226422 | 226422 | 91007 |
Largest Losing Trade | -17722 | -17722 | -14047 | -98039 | -98039 | -49681 |
Avg Bars in Trades | 271 | 286 | 256 | 271 | 286 | 256 |
Avg Bars in Winners | 377 | 410 | 352 | 377 | 410 | 352 |
Avg Bars in Losers | 198 | 218 | 175 | 198 | 218 | 175 |
Bars Traded | 24695 | 12910 | 11785 | 24695 | 12910 | 11785 |
Profit Streak | 8.6613 | 0 | 62.9738 | 8.6613 | 0 | 62.9738 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327327 | 196408 | -159328 | 201008 | -7898 | 202290 |
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{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.95786 } }, "second_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 4.53592 } } }
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{ "trading_pair": "ENS_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714051800000, "first_datapoint_time": 1714496400000, "last_datapoint_time": 1759050000000, "evaluation_time": 1759051338390, "expiration_time": 1765530000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.95786 } }, "second_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 4.53592 } } }
# | 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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