Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15895.6365 | -10350.8751 | 26246.5116 | 13212.6364 | -13665.6735 | 26878.3099 |
Total P&L (%) | 15.8956 | -10.3509 | 26.2465 | 13.2126 | -13.6657 | 26.8783 |
Avg Daily Profit (%) | 0.3052 | -0.1988 | 0.504 | 0.2386 | -0.2818 | 0.4581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17980 | -18216 | -6944 | -22429 | -22524 | -7551 |
Profit Factor | 1.2058 | 0.802 | 2.0512 | 1.1478 | 0.774 | 1.9288 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 60.9756 | 56.0976 | 65.8537 | 60.9756 | 56.0976 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.7717 | 0.6276 | 1.0636 | 0.7346 | 0.6057 | 1.0001 |
Largest Winning Trade | 7968 | 5090 | 7968 | 8212 | 5266 | 8212 |
Largest Losing Trade | -9596 | -9596 | -6944 | -11951 | -11951 | -7551 |
Avg Bars in Trades | 283 | 304 | 262 | 283 | 304 | 262 |
Avg Bars in Winners | 184 | 182 | 186 | 184 | 182 | 186 |
Avg Bars in Losers | 438 | 461 | 408 | 438 | 461 | 408 |
Bars Traded | 23246 | 12504 | 10742 | 23246 | 12504 | 10742 |
Profit Streak | 9.7586 | 10.0294 | 9.7586 | 9.7586 | 10.0294 | 9.7586 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11291 | -581345 | 369389 | -125548 | -581345 | 348804 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 186, "offset": 159, "a": 0.70879 } } }
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{ "trading_pair": "ENS_USDT", "interval": "3m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 52.08, "actual_first_datapoint_time": 1754547840000, "first_datapoint_time": 1754609760000, "last_datapoint_time": 1759047660000, "evaluation_time": 1759739063774, "expiration_time": 1765527660000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 186, "offset": 159, "a": 0.70879 } } }
# | 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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