Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68757.1913 | 46124.6682 | 22632.5231 | 61124.3769 | 50883.3215 | 10241.0554 |
Total P&L (%) | 68.7572 | 46.1247 | 22.6325 | 61.1244 | 50.8833 | 10.2411 |
Avg Daily Profit (%) | 0.264 | 0.1771 | 0.0869 | 0.1833 | 0.1581 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37490 | -40236 | -46060 | -71829 | -69327 | -85446 |
Profit Factor | 1.292 | 1.3832 | 1.1966 | 1.1491 | 1.2446 | 1.0507 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 70.2128 | 71.4286 | 69.0141 | 70.2128 | 71.4286 | 69.0141 |
Ratio Avg Win / Avg Loss | 0.5481 | 0.5533 | 0.5373 | 0.4875 | 0.4978 | 0.4718 |
Largest Winning Trade | 15168 | 15168 | 8578 | 22896 | 22896 | 11925 |
Largest Losing Trade | -18836 | -18836 | -18551 | -31243 | -30401 | -31243 |
Avg Bars in Trades | 170 | 170 | 170 | 170 | 170 | 170 |
Avg Bars in Winners | 82 | 80 | 83 | 82 | 80 | 83 |
Avg Bars in Losers | 379 | 397 | 363 | 379 | 397 | 363 |
Bars Traded | 24058 | 11961 | 12096 | 24058 | 11961 | 12096 |
Profit Streak | 7.7794 | 0 | 11.4148 | 7.7794 | 0 | 11.4148 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314215 | -88124 | -172967 | -49026 | -88731 | -552538 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 138, "offset": 0, "a": 0.02742 } } }
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{ "trading_pair": "AAVE_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736351100000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758832936306, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 138, "offset": 0, "a": 0.02742 } } }
# | 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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