Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445408.7365 | 275198.928 | 170209.8085 | 124255.8703 | -238231.7727 | 362487.6431 |
Total P&L (%) | 445.4087 | 275.1989 | 170.2098 | 124.2559 | -238.2318 | 362.4876 |
Avg Daily Profit (%) | 0.2456 | 0.1517 | 0.0938 | 0.0445 | 0 | 0.0845 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133018 | -122051 | -63556 | -914166 | -845523 | -760261 |
Profit Factor | 1.47 | 1.5509 | 1.3797 | 1.0243 | 0.9072 | 1.1424 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 100 | 37 | 63 | 100 | 37 | 63 |
Losing Trades | 136 | 81 | 55 | 136 | 81 | 55 |
Profitability (%) | 42.3729 | 31.3559 | 53.3898 | 42.3729 | 31.3559 | 53.3898 |
Ratio Avg Win / Avg Loss | 1.9992 | 3.3953 | 1.2045 | 1.393 | 1.9861 | 0.9973 |
Largest Winning Trade | 273361 | 273361 | 55184 | 374731 | 351527 | 374731 |
Largest Losing Trade | -53622 | -26036 | -53622 | -482607 | -186437 | -482607 |
Avg Bars in Trades | 91 | 82 | 100 | 91 | 82 | 100 |
Avg Bars in Winners | 129 | 124 | 131 | 129 | 124 | 131 |
Avg Bars in Losers | 63 | 62 | 65 | 63 | 62 | 65 |
Bars Traded | 21609 | 9704 | 11905 | 21609 | 9704 | 11905 |
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 | 306474 | 88054 | -66905 | -328952 | -585491 | -145581 |
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{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 40, "offset": 0, "a": 0.78876 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21764, "evaluation_days": 1813.67, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603641600000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759514554618, "expiration_time": 1765155628800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 40, "offset": 0, "a": 0.78876 } } }
# | 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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