Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405229.4987 | 403978.1718 | 1251.3269 | -67665.472 | 122636.0548 | -190301.5268 |
Total P&L (%) | 405.2295 | 403.9782 | 1.2513 | -67.6655 | 122.6361 | -190.3015 |
Avg Daily Profit (%) | 0.2124 | 0.2118 | 0.0007 | -0.0592 | 0.042 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255426 | -166237 | -89189 | -1102627 | -729480 | -396543 |
Profit Factor | 1.6206 | 2.1895 | 1.004 | 0.9549 | 1.1396 | 0.6931 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 46.5517 | 44.8276 | 48.2759 | 46.5517 | 44.8276 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.8607 | 2.6948 | 1.0757 | 1.0963 | 1.4025 | 0.7426 |
Largest Winning Trade | 444560 | 444560 | 70406 | 806702 | 806702 | 146799 |
Largest Losing Trade | -65553 | -43602 | -65553 | -358566 | -235858 | -358566 |
Avg Bars in Trades | 194 | 192 | 196 | 194 | 192 | 196 |
Avg Bars in Winners | 265 | 247 | 283 | 265 | 247 | 283 |
Avg Bars in Losers | 132 | 148 | 115 | 132 | 148 | 115 |
Bars Traded | 11286 | 5589 | 5697 | 11286 | 5589 | 5697 |
Profit Streak | 0 | 115.6755 | 0 | 0 | 115.6755 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170045 | 388046 | -574569 | -759952 | -204966 | -581503 |
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{ "first_band": { "type": "t3", "factors": { "length": 147, "offset": 0, "a": 0.66627 } }, "second_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.72218 } } }
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{ "trading_pair": "SNX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11446, "evaluation_days": 1907.67, "actual_first_datapoint_time": 1594296000000, "first_datapoint_time": 1596398400000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759119165248, "expiration_time": 1764048672000, "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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