Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116998.3757 | 76146.6273 | 40851.7484 | 141276.4462 | 119716.9701 | 21559.4761 |
Total P&L (%) | 116.9984 | 76.1466 | 40.8517 | 141.2764 | 119.717 | 21.5595 |
Avg Daily Profit (%) | 0.4493 | 0.2924 | 0.1569 | 0.3388 | 0.3027 | 0.075 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70100 | -51401 | -27393 | -85511 | -53215 | -38528 |
Profit Factor | 1.3877 | 1.4933 | 1.2772 | 1.328 | 1.5572 | 1.0999 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 43.0108 | 38.7097 | 47.3118 | 43.0108 | 38.7097 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.8387 | 2.3643 | 1.4223 | 1.7596 | 2.4656 | 1.2249 |
Largest Winning Trade | 33746 | 33746 | 22936 | 67634 | 67634 | 21840 |
Largest Losing Trade | -10052 | -7618 | -10052 | -31217 | -15504 | -31217 |
Avg Bars in Trades | 133 | 138 | 128 | 133 | 138 | 128 |
Avg Bars in Winners | 195 | 208 | 184 | 195 | 208 | 184 |
Avg Bars in Losers | 86 | 93 | 78 | 86 | 93 | 78 |
Bars Traded | 24809 | 12849 | 11961 | 24809 | 12849 | 11961 |
Profit Streak | 0 | 0 | 10.4824 | 0 | 0 | 10.4824 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300346 | 169011 | 138188 | 253217 | 186257 | -210537 |
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{ "first_band": { "type": "t3", "factors": { "length": 93, "offset": 0, "a": 0.60689 } }, "second_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "LINK_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736559900000, "first_datapoint_time": 1736642700000, "last_datapoint_time": 1759059000000, "evaluation_time": 1759059277967, "expiration_time": 1765539000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 93, "offset": 0, "a": 0.60689 } }, "second_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 2 } } }
# | 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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