Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95373.3902 | 16474.9277 | 78898.4625 | 116667.1511 | 20382.4115 | 96284.7395 |
Total P&L (%) | 95.3734 | 16.4749 | 78.8985 | 116.6672 | 20.3824 | 96.2847 |
Avg Daily Profit (%) | 0.3662 | 0.0633 | 0.303 | 0.2973 | 0.0713 | 0.2593 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32306 | -32106 | -22356 | -41282 | -37969 | -31383 |
Profit Factor | 1.4912 | 1.1235 | 2.2979 | 1.4306 | 1.112 | 2.0825 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 72.4409 | 69.8413 | 75 | 72.4409 | 69.8413 | 75 |
Ratio Avg Win / Avg Loss | 0.5673 | 0.4852 | 0.766 | 0.5442 | 0.4802 | 0.6942 |
Largest Winning Trade | 8555 | 8555 | 7964 | 11467 | 11467 | 10884 |
Largest Losing Trade | -28106 | -28106 | -17644 | -29652 | -29652 | -24679 |
Avg Bars in Trades | 193 | 192 | 194 | 193 | 192 | 194 |
Avg Bars in Winners | 119 | 103 | 133 | 119 | 103 | 133 |
Avg Bars in Losers | 389 | 400 | 376 | 389 | 400 | 376 |
Bars Traded | 24602 | 12146 | 12456 | 24602 | 12146 | 12456 |
Profit Streak | 4.2746 | 11.6808 | 4.2746 | 4.2746 | 11.6808 | 4.2746 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412228 | -347957 | -126737 | 377699 | -347379 | -127526 |
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{ "first_band": { "type": "tema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 121, "offset": 0, "a": 0.25873 } } }
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{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737460800000, "first_datapoint_time": 1737639900000, "last_datapoint_time": 1759959900000, "evaluation_time": 1759961121842, "expiration_time": 1766439900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "tema", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 121, "offset": 0, "a": 0.25873 } } }
# | 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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