Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460246.5219 | 252291.7515 | 207954.7704 | 636759.4941 | 76857.3924 | 559902.1018 |
Total P&L (%) | 460.2465 | 252.2918 | 207.9548 | 636.7595 | 76.8574 | 559.9021 |
Avg Daily Profit (%) | 0.2541 | 0.1393 | 0.1148 | 0.1103 | 0.0315 | 0.1042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139865 | -105261 | -89070 | -2541659 | -1999956 | -1326614 |
Profit Factor | 1.3359 | 1.3557 | 1.3146 | 1.0475 | 1.012 | 1.0801 |
Total Trades | 440 | 220 | 220 | 440 | 220 | 220 |
Winning Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Losing Trades | 263 | 132 | 131 | 263 | 132 | 131 |
Profitability (%) | 40.2273 | 40 | 40.4545 | 40.2273 | 40 | 40.4545 |
Ratio Avg Win / Avg Loss | 1.9849 | 2.0335 | 1.935 | 1.5564 | 1.518 | 1.5898 |
Largest Winning Trade | 87352 | 87352 | 50917 | 593213 | 593213 | 516593 |
Largest Losing Trade | -23262 | -17709 | -23262 | -458427 | -268794 | -458427 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 37 | 39 | 36 | 37 | 39 | 36 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 10792 | 5586 | 5206 | 10792 | 5586 | 5206 |
Profit Streak | 10.2312 | 0 | 12.7312 | 10.2312 | 0 | 12.7312 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321577 | -8555 | -40657 | -213027 | -360083 | -186925 |
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{ "first_band": { "type": "t3", "factors": { "length": 21, "offset": 0, "a": 0.7057 } }, "second_band": { "type": "vwma", "factors": { "length": 15, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10867, "evaluation_days": 1811.17, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603065600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759253578642, "expiration_time": 1763942544000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 21, "offset": 0, "a": 0.7057 } }, "second_band": { "type": "vwma", "factors": { "length": 15, "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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