Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 724473.4022 | 789166.9379 | -64693.5357 | -84264.2087 | -45233.4299 | -39030.7788 |
Total P&L (%) | 724.4734 | 789.1669 | -64.6935 | -84.2642 | -45.2334 | -39.0308 |
Avg Daily Profit (%) | 0.3131 | 0.341 | -0.028 | -0.0799 | -0.026 | -0.0214 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237732 | -158818 | -142125 | -275525 | -189614 | -153322 |
Profit Factor | 1.4052 | 1.7436 | 0.911 | 0.9532 | 0.96 | 0.9419 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 123 | 51 | 72 | 123 | 51 | 72 |
Losing Trades | 183 | 102 | 81 | 183 | 102 | 81 |
Profitability (%) | 40.1961 | 33.3333 | 47.0588 | 40.1961 | 33.3333 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.0907 | 3.4872 | 1.0248 | 1.4182 | 1.92 | 1.0596 |
Largest Winning Trade | 530998 | 530998 | 60607 | 165033 | 165033 | 59595 |
Largest Losing Trade | -51328 | -51328 | -39949 | -67378 | -61814 | -67378 |
Avg Bars in Trades | 30 | 40 | 19 | 30 | 40 | 19 |
Avg Bars in Winners | 38 | 57 | 25 | 38 | 57 | 25 |
Avg Bars in Losers | 24 | 31 | 14 | 24 | 31 | 14 |
Bars Traded | 9181 | 6183 | 2998 | 9181 | 6183 | 2998 |
Profit Streak | 8.9602 | 0 | 13.2102 | 8.9602 | 0 | 13.2102 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334740 | 227281 | -579125 | -580655 | -584235 | -579125 |
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{ "first_band": { "type": "t3", "factors": { "length": 33, "offset": 0, "a": 0.40151 } }, "second_band": { "type": "vwma", "factors": { "length": 62, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9256, "evaluation_days": 2314, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560664800000, "last_datapoint_time": 1759255200000, "evaluation_time": 1759273358721, "expiration_time": 1765253088000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 33, "offset": 0, "a": 0.40151 } }, "second_band": { "type": "vwma", "factors": { "length": 62, "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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