Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 487935.4168 | 436058.9978 | 51876.419 | 169424.0745 | 824442.7984 | -655018.7239 |
Total P&L (%) | 487.9354 | 436.059 | 51.8764 | 169.4241 | 824.4428 | -655.0187 |
Avg Daily Profit (%) | 0.1947 | 0.174 | 0.0207 | 0.0396 | 0.0888 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192993 | -163583 | -81898 | -1390947 | -892969 | -1015117 |
Profit Factor | 1.8243 | 2.5007 | 1.1721 | 1.0521 | 1.5943 | 0.6486 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 37.6623 | 38.4615 | 36.8421 | 37.6623 | 38.4615 | 36.8421 |
Ratio Avg Win / Avg Loss | 3.0195 | 4.0011 | 2.0094 | 1.7414 | 2.551 | 1.1119 |
Largest Winning Trade | 325143 | 325143 | 62628 | 1038943 | 1038943 | 393292 |
Largest Losing Trade | -38231 | -33824 | -38231 | -541780 | -168807 | -541780 |
Avg Bars in Trades | 62 | 63 | 61 | 62 | 63 | 61 |
Avg Bars in Winners | 113 | 108 | 118 | 113 | 108 | 118 |
Avg Bars in Losers | 31 | 35 | 28 | 31 | 35 | 28 |
Bars Traded | 4823 | 2478 | 2345 | 4823 | 2478 | 2345 |
Profit Streak | 276.5093 | 276.5093 | 278.5093 | 276.5093 | 276.5093 | 278.5093 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38666 | 312058 | -200621 | -351852 | -74486 | -583246 |
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{ "first_band": { "type": "t3", "factors": { "length": 95, "offset": 0, "a": 0.91562 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "IOTA_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5011, "evaluation_days": 2505.5, "actual_first_datapoint_time": 1543752000000, "first_datapoint_time": 1547812800000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760228007564, "expiration_time": 1766678256000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 95, "offset": 0, "a": 0.91562 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "offset": 0, "poles": 3 } } }
# | 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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