Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2241204.7744 | 2122813.9661 | 118390.8084 | 2672084.4579 | 2123876.0113 | 548208.4466 |
Total P&L (%) | 2241.2048 | 2122.814 | 118.3908 | 2672.0845 | 2123.876 | 548.2084 |
Avg Daily Profit (%) | 0.9714 | 0.9201 | 0.0513 | 0.1441 | 0.1345 | 0.081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167886 | -75392 | -121557 | -7053184 | -3615514 | -4031527 |
Profit Factor | 3.9615 | 7.3938 | 1.2787 | 1.1372 | 1.23 | 1.0535 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 39.0476 | 32.0755 | 46.1538 | 39.0476 | 32.0755 | 46.1538 |
Ratio Avg Win / Avg Loss | 6.1839 | 15.6574 | 1.4918 | 1.7752 | 2.6047 | 1.2291 |
Largest Winning Trade | 1906779 | 1906779 | 82882 | 2983486 | 2983486 | 2173942 |
Largest Losing Trade | -52801 | -23773 | -52801 | -2199557 | -1146444 | -2199557 |
Avg Bars in Trades | 123 | 88 | 159 | 123 | 88 | 159 |
Avg Bars in Winners | 248 | 184 | 294 | 248 | 184 | 294 |
Avg Bars in Losers | 43 | 43 | 44 | 43 | 43 | 44 |
Bars Traded | 13014 | 4701 | 8313 | 13014 | 4701 | 8313 |
Profit Streak | 0 | 0 | 311.4548 | 0 | 0 | 311.4548 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 589256 | -165505 | -304638 | -72709 | -199547 | -426168 |
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{ "first_band": { "type": "t3", "factors": { "length": 174, "offset": 0, "a": 0.63588 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561852800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758884094152, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 174, "offset": 0, "a": 0.63588 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } } }
# | 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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