Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182072.2335 | 81255.2927 | 100816.9408 | 267477.9923 | 126947.9368 | 140530.0555 |
Total P&L (%) | 182.0722 | 81.2553 | 100.8169 | 267.478 | 126.9479 | 140.5301 |
Avg Daily Profit (%) | 0.3496 | 0.156 | 0.1936 | 0.2502 | 0.1575 | 0.1687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59225 | -47849 | -44818 | -158220 | -68822 | -185240 |
Profit Factor | 1.5531 | 1.467 | 1.6495 | 1.335 | 1.3497 | 1.3227 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 62.2807 | 63.1579 | 61.4035 | 62.2807 | 63.1579 | 61.4035 |
Ratio Avg Win / Avg Loss | 0.9406 | 0.8558 | 1.0368 | 0.8085 | 0.7873 | 0.8314 |
Largest Winning Trade | 23808 | 22687 | 23808 | 58488 | 55383 | 58488 |
Largest Losing Trade | -23817 | -23817 | -22701 | -83824 | -45568 | -83824 |
Avg Bars in Trades | 216 | 215 | 216 | 216 | 215 | 216 |
Avg Bars in Winners | 149 | 146 | 152 | 149 | 146 | 152 |
Avg Bars in Losers | 326 | 334 | 318 | 326 | 334 | 318 |
Bars Traded | 24636 | 12286 | 12350 | 24636 | 12286 | 12350 |
Profit Streak | 0 | 0 | 23.1829 | 0 | 0 | 23.1829 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366811 | -172235 | -168530 | 288252 | -172940 | -172200 |
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{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 50, "offset": 210, "a": 0.85869 } } }
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{ "trading_pair": "INJ_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714291200000, "first_datapoint_time": 1714757400000, "last_datapoint_time": 1759289400000, "evaluation_time": 1759290805862, "expiration_time": 1765769400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 50, "offset": 210, "a": 0.85869 } } }
# | 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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