Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612304.3125 | 601389.1079 | 10915.2046 | 542640.2333 | 508753.4772 | 33886.7561 |
Total P&L (%) | 612.3043 | 601.3891 | 10.9152 | 542.6402 | 508.7535 | 33.8868 |
Avg Daily Profit (%) | 0.2447 | 0.2404 | 0.0044 | 0.0744 | 0.0722 | 0.0117 |
Buy And Hold Return (%) | 276.3568 | 276.3568 | 276.3568 | 276.3568 | 276.3568 | 276.3568 |
Max Trade Drawdown | -96159 | -59511 | -77852 | -757420 | -525638 | -390377 |
Profit Factor | 2.3256 | 4.081 | 1.0409 | 1.2446 | 1.4603 | 1.0304 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 43.5484 | 45.1613 | 41.9355 | 43.5484 | 45.1613 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.0147 | 4.9555 | 1.4413 | 1.6134 | 1.7733 | 1.4268 |
Largest Winning Trade | 421573 | 421573 | 40613 | 568727 | 568727 | 228300 |
Largest Losing Trade | -41618 | -26502 | -41618 | -292597 | -292597 | -269589 |
Avg Bars in Trades | 233 | 223 | 244 | 233 | 223 | 244 |
Avg Bars in Winners | 387 | 360 | 416 | 387 | 360 | 416 |
Avg Bars in Losers | 115 | 111 | 119 | 115 | 111 | 119 |
Bars Traded | 14499 | 6931 | 7568 | 14499 | 6931 | 7568 |
Profit Streak | 88.1707 | 124.5041 | 0 | 88.1707 | 124.5041 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153330 | 303604 | -531452 | -260212 | -103229 | -533241 |
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{ "first_band": { "type": "t3", "factors": { "length": 132, "offset": 0, "a": 0.33271 } }, "second_band": { "type": "wma", "factors": { "length": 172, "offset": 0 } } }
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{ "trading_pair": "ETC_USDT", "interval": "4h", "packets": 25000, "actual_packets": 15012, "evaluation_days": 2502, "actual_first_datapoint_time": 1543680000000, "first_datapoint_time": 1546142400000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759910750353, "expiration_time": 1766395584000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 132, "offset": 0, "a": 0.33271 } }, "second_band": { "type": "wma", "factors": { "length": 172, "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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