Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74601.9653 | 7616.2593 | 66985.7061 | 85346.9845 | 12982.5031 | 72364.4814 |
Total P&L (%) | 74.602 | 7.6163 | 66.9857 | 85.347 | 12.9825 | 72.3645 |
Avg Daily Profit (%) | 0.2865 | 0.0292 | 0.2572 | 0.2372 | 0.0469 | 0.2093 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30455 | -36664 | -15801 | -36284 | -34929 | -23177 |
Profit Factor | 1.4366 | 1.0703 | 2.0717 | 1.3875 | 1.0985 | 1.8178 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 76.4706 | 75.2688 | 77.6596 | 76.4706 | 75.2688 | 77.6596 |
Ratio Avg Win / Avg Loss | 0.442 | 0.3517 | 0.596 | 0.4269 | 0.3609 | 0.5229 |
Largest Winning Trade | 10966 | 10966 | 9543 | 13199 | 13199 | 12746 |
Largest Losing Trade | -27188 | -27188 | -9979 | -25711 | -25711 | -15116 |
Avg Bars in Trades | 127 | 140 | 114 | 127 | 140 | 114 |
Avg Bars in Winners | 62 | 69 | 55 | 62 | 69 | 55 |
Avg Bars in Losers | 339 | 356 | 320 | 339 | 356 | 320 |
Bars Traded | 23806 | 13025 | 10781 | 23806 | 13025 | 10781 |
Profit Streak | 11.2812 | 28.7396 | 11.2812 | 11.2812 | 28.7396 | 11.2812 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441880 | -460944 | 459291 | 415917 | -313592 | 434134 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 228, "offset": 0, "a": 0.08775 } } }
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{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736432100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758874497090, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 228, "offset": 0, "a": 0.08775 } } }
# | 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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