Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640124.85 | 387401.3216 | 252723.5284 | 1756077.8987 | -420382.2011 | 2176460.0998 |
Total P&L (%) | 640.1249 | 387.4013 | 252.7235 | 1756.0779 | -420.3822 | 2176.4601 |
Avg Daily Profit (%) | 0.3545 | 0.2146 | 0.14 | 0.1619 | 0 | 0.1732 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71052 | -91383 | -33699 | -2442305 | -2315622 | -1077666 |
Profit Factor | 2.1011 | 2.1082 | 2.0904 | 1.2064 | 0.9176 | 1.6396 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 36.7925 | 28.3019 | 45.283 | 36.7925 | 28.3019 | 45.283 |
Ratio Avg Win / Avg Loss | 3.6096 | 5.3407 | 2.5259 | 2.0726 | 2.3247 | 1.9812 |
Largest Winning Trade | 271848 | 271848 | 61692 | 1544438 | 1544438 | 904430 |
Largest Losing Trade | -41248 | -41248 | -30676 | -764909 | -764909 | -411279 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Losers | 19 | 22 | 14 | 19 | 22 | 14 |
Bars Traded | 3483 | 1716 | 1767 | 3483 | 1716 | 1767 |
Profit Streak | 0 | 0 | 40.9302 | 0 | 0 | 40.9302 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305984 | -183840 | -183540 | 125319 | -773595 | -170426 |
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{ "first_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.7835 } }, "second_band": { "type": "fwma", "factors": { "length": 89, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1606564800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758925168670, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 35, "offset": 0, "a": 0.7835 } }, "second_band": { "type": "fwma", "factors": { "length": 89, "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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