Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 595279.3075 | 492117.6601 | 103161.6474 | 897392.369 | 417298.0778 | 480094.2912 |
Total P&L (%) | 595.2793 | 492.1177 | 103.1616 | 897.3924 | 417.2981 | 480.0943 |
Avg Daily Profit (%) | 0.3187 | 0.2635 | 0.0552 | 0.1232 | 0.088 | 0.0942 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53757 | -84155 | -79544 | -274725 | -282612 | -201197 |
Profit Factor | 2.3932 | 3.672 | 1.4243 | 1.5357 | 1.5328 | 1.5383 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 41.5385 | 36.3636 | 46.875 | 41.5385 | 36.3636 | 46.875 |
Ratio Avg Win / Avg Loss | 3.3681 | 6.4259 | 1.6143 | 2.1614 | 2.6825 | 1.7434 |
Largest Winning Trade | 358751 | 358751 | 62093 | 423948 | 367076 | 423948 |
Largest Losing Trade | -43525 | -20653 | -43525 | -145622 | -131343 | -145622 |
Avg Bars in Trades | 82 | 55 | 110 | 82 | 55 | 110 |
Avg Bars in Winners | 135 | 99 | 163 | 135 | 99 | 163 |
Avg Bars in Losers | 45 | 31 | 63 | 45 | 31 | 63 |
Bars Traded | 5381 | 1847 | 3534 | 5381 | 1847 | 3534 |
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 | -125956 | 347651 | -118452 | -165024 | -78138 | -65838 |
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{ "first_band": { "type": "t3", "factors": { "length": 65, "offset": 0, "a": 0.66313 } }, "second_band": { "type": "kcl", "factors": { "length": 33, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "DOT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5603, "evaluation_days": 1867.67, "actual_first_datapoint_time": 1597766400000, "first_datapoint_time": 1599609600000, "last_datapoint_time": 1759104000000, "evaluation_time": 1759121349087, "expiration_time": 1763944992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 65, "offset": 0, "a": 0.66313 } }, "second_band": { "type": "kcl", "factors": { "length": 33, "offset": 0, "scalar": 1 } } }
# | 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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