Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3145729.8562 | 2918170.487 | 227559.3692 | 13989074.7699 | 1918611.0598 | 12070463.7102 |
Total P&L (%) | 3145.7299 | 2918.1705 | 227.5594 | 13989.0748 | 1918.6111 | 12070.4637 |
Avg Daily Profit (%) | 1.3558 | 1.2577 | 0.0981 | 0.2135 | 0.1296 | 0.2072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89185 | -127527 | -67490 | -11500039 | -8029558 | -5706079 |
Profit Factor | 5.4039 | 7.7869 | 1.8003 | 1.2687 | 1.0601 | 1.5992 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 36 | 14 | 22 | 36 | 14 | 22 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 39.1304 | 30.4348 | 47.8261 | 39.1304 | 30.4348 | 47.8261 |
Ratio Avg Win / Avg Loss | 8.406 | 17.7987 | 1.964 | 1.9735 | 2.4231 | 1.7446 |
Largest Winning Trade | 2651835 | 2651835 | 68612 | 5792017 | 5792017 | 5279713 |
Largest Losing Trade | -37178 | -37178 | -30010 | -3145276 | -3145276 | -2588728 |
Avg Bars in Trades | 146 | 142 | 151 | 146 | 142 | 151 |
Avg Bars in Winners | 243 | 262 | 231 | 243 | 262 | 231 |
Avg Bars in Losers | 84 | 90 | 77 | 84 | 90 | 77 |
Bars Traded | 13507 | 6560 | 6947 | 13507 | 6560 | 6947 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 639284 | 524032 | -59391 | 186299 | -180421 | 372615 |
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{ "first_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.66157 } }, "second_band": { "type": "jma", "factors": { "length": 83, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13921, "evaluation_days": 2320.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561190400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759855180460, "expiration_time": 1765852272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.66157 } }, "second_band": { "type": "jma", "factors": { "length": 83, "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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