Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194294.4743 | 149388.7992 | 44905.6751 | 122241.209 | 58128.1667 | 64113.0423 |
Total P&L (%) | 194.2945 | 149.3888 | 44.9057 | 122.2412 | 58.1282 | 64.113 |
Avg Daily Profit (%) | 0.2112 | 0.1624 | 0.0488 | 0.0868 | 0.0498 | 0.0539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84766 | -76111 | -25279 | -312224 | -273078 | -84730 |
Profit Factor | 1.3321 | 1.3616 | 1.2611 | 1.106 | 1.0696 | 1.2016 |
Total Trades | 296 | 148 | 148 | 296 | 148 | 148 |
Winning Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Losing Trades | 156 | 81 | 75 | 156 | 81 | 75 |
Profitability (%) | 47.2973 | 45.2703 | 49.3243 | 47.2973 | 45.2703 | 49.3243 |
Ratio Avg Win / Avg Loss | 1.4843 | 1.6461 | 1.2957 | 1.2324 | 1.2931 | 1.2345 |
Largest Winning Trade | 94631 | 94631 | 21242 | 153831 | 153831 | 40647 |
Largest Losing Trade | -27304 | -27304 | -9770 | -98301 | -98301 | -34016 |
Avg Bars in Trades | 73 | 127 | 19 | 73 | 127 | 19 |
Avg Bars in Winners | 109 | 205 | 21 | 109 | 205 | 21 |
Avg Bars in Losers | 41 | 63 | 18 | 41 | 63 | 18 |
Bars Traded | 21840 | 18912 | 2928 | 21840 | 18912 | 2928 |
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 | 305764 | 247295 | -129818 | -180410 | -273104 | -122055 |
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{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.74094 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.37148 } } }
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{ "trading_pair": "EOS_USDT", "interval": "1h", "packets": 25000, "actual_packets": 22082, "evaluation_days": 920.08, "actual_first_datapoint_time": 1668729600000, "first_datapoint_time": 1669104000000, "last_datapoint_time": 1748224800000, "evaluation_time": 1759255797040, "expiration_time": 1753948454400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.74094 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 4.37148 } } }
# | 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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