Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258097.1446 | 21003.3656 | 237093.779 | 157096.1725 | -89517.3648 | 246613.5373 |
Total P&L (%) | 258.0971 | 21.0034 | 237.0938 | 157.0962 | -89.5174 | 246.6135 |
Avg Daily Profit (%) | 0.1691 | 0.0138 | 0.1553 | 0.0619 | -0.1476 | 0.0815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50645 | -85622 | -36061 | -155601 | -149037 | -77626 |
Profit Factor | 1.5292 | 1.0614 | 2.6294 | 1.2195 | 0.8166 | 2.0827 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 10 | 25 | 35 | 10 | 25 |
Losing Trades | 48 | 31 | 17 | 48 | 31 | 17 |
Profitability (%) | 42.1687 | 24.3902 | 59.5238 | 42.1687 | 24.3902 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.0972 | 3.2903 | 1.788 | 1.6724 | 2.5314 | 1.4162 |
Largest Winning Trade | 78293 | 78293 | 57615 | 109423 | 109423 | 70823 |
Largest Losing Trade | -43386 | -43386 | -25839 | -77626 | -68729 | -77626 |
Avg Bars in Trades | 216 | 240 | 193 | 216 | 240 | 193 |
Avg Bars in Winners | 280 | 355 | 250 | 280 | 355 | 250 |
Avg Bars in Losers | 170 | 203 | 109 | 170 | 203 | 109 |
Bars Traded | 17996 | 9871 | 8125 | 17996 | 9871 | 8125 |
Profit Streak | 17.6918 | 0 | 21.1918 | 17.6918 | 0 | 21.1918 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 223041 | -365054 | 506995 | -113360 | -610466 | -79515 |
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{ "first_band": { "type": "t3", "factors": { "length": 174, "offset": 0, "a": 0.88612 } }, "second_band": { "type": "wma", "factors": { "length": 104, "offset": 0 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "2h", "packets": 25000, "actual_packets": 18319, "evaluation_days": 1526.58, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1628906400000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759552572301, "expiration_time": 1764298684800, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 174, "offset": 0, "a": 0.88612 } }, "second_band": { "type": "wma", "factors": { "length": 104, "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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