Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184479.188 | 156591.3155 | 27887.8725 | 47697.5977 | 119501.6564 | -71804.0587 |
Total P&L (%) | 184.4792 | 156.5913 | 27.8879 | 47.6976 | 119.5017 | -71.8041 |
Avg Daily Profit (%) | 0.1699 | 0.1442 | 0.0257 | 0.0359 | 0.0724 | -0.1165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98173 | -78393 | -67895 | -230949 | -198985 | -202178 |
Profit Factor | 1.3615 | 1.5319 | 1.1292 | 1.0435 | 1.1933 | 0.8498 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 46.6667 | 46.1538 | 47.1698 | 46.6667 | 46.1538 | 47.1698 |
Ratio Avg Win / Avg Loss | 1.556 | 1.7872 | 1.2647 | 1.1926 | 1.3922 | 0.9518 |
Largest Winning Trade | 102653 | 102653 | 26384 | 150239 | 150239 | 52742 |
Largest Losing Trade | -36507 | -26707 | -36507 | -109523 | -73407 | -109523 |
Avg Bars in Trades | 120 | 152 | 90 | 120 | 152 | 90 |
Avg Bars in Winners | 128 | 146 | 111 | 128 | 146 | 111 |
Avg Bars in Losers | 114 | 157 | 71 | 114 | 157 | 71 |
Bars Traded | 12687 | 7917 | 4770 | 12687 | 7917 | 4770 |
Profit Streak | 19.2334 | 0 | 47.1501 | 19.2334 | 0 | 47.1501 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305140 | -179505 | -420883 | -319586 | -285713 | -761374 |
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{ "first_band": { "type": "t3", "factors": { "length": 125, "offset": 0, "a": 0.69585 } }, "second_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "2h", "packets": 25000, "actual_packets": 13033, "evaluation_days": 1086.08, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1667851200000, "last_datapoint_time": 1759968000000, "evaluation_time": 1759973767315, "expiration_time": 1763346153600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 125, "offset": 0, "a": 0.69585 } }, "second_band": { "type": "dcm", "factors": { "length": 239, "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) |
---|