Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103403.9088 | 86476.8245 | 16927.0842 | 15731.6044 | 54352.1561 | -38620.5517 |
Total P&L (%) | 103.4039 | 86.4768 | 16.9271 | 15.7316 | 54.3522 | -38.6206 |
Avg Daily Profit (%) | 0.1985 | 0.166 | 0.0325 | 0.0281 | 0.0834 | -0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128232 | -73591 | -87257 | -93420 | -32481 | -78534 |
Profit Factor | 1.2429 | 1.4956 | 1.0674 | 1.0516 | 1.5634 | 0.8146 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 67.619 | 63.4615 | 71.6981 | 67.619 | 63.4615 | 71.6981 |
Ratio Avg Win / Avg Loss | 0.5952 | 0.8611 | 0.4213 | 0.5036 | 0.9001 | 0.3215 |
Largest Winning Trade | 26738 | 26738 | 20148 | 15035 | 15035 | 12462 |
Largest Losing Trade | -51206 | -35599 | -51206 | -58162 | -18978 | -58162 |
Avg Bars in Trades | 231 | 230 | 231 | 231 | 230 | 231 |
Avg Bars in Winners | 138 | 145 | 131 | 138 | 145 | 131 |
Avg Bars in Losers | 425 | 378 | 484 | 425 | 378 | 484 |
Bars Traded | 24283 | 12004 | 12279 | 24283 | 12004 | 12279 |
Profit Streak | 10.6826 | 22.5993 | 10.6826 | 10.6826 | 22.5993 | 10.6826 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342969 | -170470 | -483196 | -326694 | -260067 | -757492 |
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{ "first_band": { "type": "bbm", "factors": { "length": 32, "offset": 0, "std": 4.7069 } }, "second_band": { "type": "t3", "factors": { "length": 155, "offset": 143, "a": 0.76975 } } }
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{ "trading_pair": "PENDLE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714262400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758887576661, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 32, "offset": 0, "std": 4.7069 } }, "second_band": { "type": "t3", "factors": { "length": 155, "offset": 143, "a": 0.76975 } } }
# | 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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