Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97593.5075 | 67277.6198 | 30315.8876 | 63869.9613 | 54702.2887 | 9167.6726 |
Total P&L (%) | 97.5935 | 67.2776 | 30.3159 | 63.87 | 54.7023 | 9.1677 |
Avg Daily Profit (%) | 0.3665 | 0.2526 | 0.1138 | 0.1856 | 0.164 | 0.0329 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57778 | -32850 | -86804 | -65344 | -39741 | -111204 |
Profit Factor | 1.3068 | 1.489 | 1.168 | 1.1812 | 1.3647 | 1.0453 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 48.9583 | 50 | 47.9167 | 48.9583 | 50 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.3625 | 1.489 | 1.2695 | 1.2314 | 1.3647 | 1.1361 |
Largest Winning Trade | 29653 | 29653 | 28395 | 33222 | 33222 | 29129 |
Largest Losing Trade | -18208 | -14025 | -18208 | -23041 | -19915 | -23041 |
Avg Bars in Trades | 129 | 130 | 128 | 129 | 130 | 128 |
Avg Bars in Winners | 171 | 167 | 175 | 171 | 167 | 175 |
Avg Bars in Losers | 89 | 93 | 84 | 89 | 93 | 84 |
Bars Traded | 12420 | 6267 | 6153 | 12420 | 6267 | 6153 |
Profit Streak | 279.9166 | 279.9166 | 290.3541 | 279.9166 | 279.9166 | 290.3541 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323739 | 303436 | -80603 | -14334 | 218638 | -486155 |
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{ "first_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.4887 } }, "second_band": { "type": "kcb", "factors": { "length": 149, "offset": 0, "scalar": 1 } } }
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{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713994200000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759373990557, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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