Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548457.1656 | 325348.5274 | 223108.6382 | 806026.8411 | -627092.6664 | 1433119.5075 |
Total P&L (%) | 548.4572 | 325.3485 | 223.1086 | 806.0268 | -627.0927 | 1433.1195 |
Avg Daily Profit (%) | 0.3024 | 0.1794 | 0.123 | 0.1216 | 0 | 0.1507 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76758 | -90059 | -46473 | -1151690 | -1183436 | -799960 |
Profit Factor | 1.9441 | 1.8964 | 2.0235 | 1.1113 | 0.8585 | 1.5096 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 63 | 39 | 24 | 63 | 39 | 24 |
Profitability (%) | 38.835 | 25 | 52.9412 | 38.835 | 25 | 52.9412 |
Ratio Avg Win / Avg Loss | 3.062 | 5.6892 | 1.7987 | 1.7502 | 2.5756 | 1.3419 |
Largest Winning Trade | 270794 | 270794 | 62617 | 736642 | 736642 | 602362 |
Largest Losing Trade | -43083 | -29406 | -43083 | -744225 | -460015 | -744225 |
Avg Bars in Trades | 205 | 187 | 223 | 205 | 187 | 223 |
Avg Bars in Winners | 336 | 346 | 331 | 336 | 346 | 331 |
Avg Bars in Losers | 122 | 134 | 102 | 122 | 134 | 102 |
Bars Traded | 21154 | 9745 | 11409 | 21154 | 9745 | 11409 |
Profit Streak | 0 | 0 | 133.0506 | 0 | 0 | 133.0506 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307361 | -199102 | -203241 | -131350 | -788148 | -169342 |
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{ "first_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.60184 } }, "second_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 1.74491 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21761, "evaluation_days": 1813.42, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604138400000, "last_datapoint_time": 1759492800000, "evaluation_time": 1759497169835, "expiration_time": 1765133251200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.60184 } }, "second_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 1.74491 } } }
# | 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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