Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112076.4131 | 41140.2517 | 70936.1613 | 46463.8391 | 6079.7162 | 40384.1229 |
Total P&L (%) | 112.0764 | 41.1403 | 70.9362 | 46.4638 | 6.0797 | 40.3841 |
Avg Daily Profit (%) | 0.2152 | 0.079 | 0.1362 | 0.0733 | 0.0113 | 0.0652 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146558 | -113294 | -65826 | -150473 | -114779 | -61963 |
Profit Factor | 1.2682 | 1.181 | 1.372 | 1.1386 | 1.032 | 1.2784 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 77.305 | 73.2394 | 81.4286 | 77.305 | 73.2394 | 81.4286 |
Ratio Avg Win / Avg Loss | 0.3723 | 0.4315 | 0.3129 | 0.3343 | 0.3771 | 0.2916 |
Largest Winning Trade | 20759 | 20759 | 14941 | 24745 | 24745 | 17084 |
Largest Losing Trade | -45972 | -27003 | -45972 | -44085 | -44085 | -36594 |
Avg Bars in Trades | 174 | 200 | 148 | 174 | 200 | 148 |
Avg Bars in Winners | 85 | 81 | 89 | 85 | 81 | 89 |
Avg Bars in Losers | 478 | 524 | 411 | 478 | 524 | 411 |
Bars Traded | 24632 | 14206 | 10426 | 24632 | 14206 | 10426 |
Profit Streak | 8.9516 | 8.9516 | 39.3891 | 8.9516 | 8.9516 | 39.3891 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385626 | -196226 | -101564 | -161671 | -614049 | -199055 |
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{ "first_band": { "type": "vwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.19663 } } }
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{ "trading_pair": "LPT_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715083200000, "first_datapoint_time": 1715441400000, "last_datapoint_time": 1760081400000, "evaluation_time": 1760082621968, "expiration_time": 1766561400000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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