Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578973.7947 | 339900.7955 | 239072.9993 | 1109998.5543 | 143078.5668 | 966919.9875 |
Total P&L (%) | 578.9738 | 339.9008 | 239.073 | 1109.9986 | 143.0786 | 966.92 |
Avg Daily Profit (%) | 0.3198 | 0.1877 | 0.132 | 0.1378 | 0.0491 | 0.1308 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92762 | -77554 | -52571 | -1607286 | -895367 | -1224278 |
Profit Factor | 1.7318 | 1.7714 | 1.682 | 1.1176 | 1.0288 | 1.2162 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 78 | 33 | 45 | 78 | 33 | 45 |
Losing Trades | 124 | 68 | 56 | 124 | 68 | 56 |
Profitability (%) | 38.6139 | 32.6733 | 44.5545 | 38.6139 | 32.6733 | 44.5545 |
Ratio Avg Win / Avg Loss | 2.7531 | 3.6501 | 2.0931 | 1.7767 | 2.12 | 1.5135 |
Largest Winning Trade | 270624 | 270624 | 68403 | 989184 | 989184 | 618923 |
Largest Losing Trade | -30676 | -16658 | -30676 | -627005 | -211333 | -627005 |
Avg Bars in Trades | 17 | 14 | 20 | 17 | 14 | 20 |
Avg Bars in Winners | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Losers | 9 | 8 | 11 | 9 | 8 | 11 |
Bars Traded | 3578 | 1494 | 2085 | 3578 | 1494 | 2085 |
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 | 333054 | 148678 | -15680 | -101783 | -321845 | -19374 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.7617 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3621, "evaluation_days": 1810.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1603627200000, "last_datapoint_time": 1759147200000, "evaluation_time": 1759184588427, "expiration_time": 1763840016000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.7617 } } }
# | 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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