Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207083.0644 | 158536.7853 | 48546.2791 | 235536.222 | 128832.5822 | 106703.6398 |
Total P&L (%) | 207.0831 | 158.5368 | 48.5463 | 235.5362 | 128.8326 | 106.7036 |
Avg Daily Profit (%) | 0.3976 | 0.3044 | 0.0932 | 0.2327 | 0.1591 | 0.1395 |
Buy And Hold Return (%) | 20.9909 | 20.9909 | 20.9909 | 20.9909 | 20.9909 | 20.9909 |
Max Trade Drawdown | -91982 | -81999 | -26411 | -259666 | -257801 | -35580 |
Profit Factor | 1.4455 | 1.4573 | 1.4107 | 1.2372 | 1.1712 | 1.4437 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 43.6937 | 42.3423 | 45.045 | 43.6937 | 42.3423 | 45.045 |
Ratio Avg Win / Avg Loss | 1.8627 | 1.9844 | 1.721 | 1.5943 | 1.5948 | 1.7614 |
Largest Winning Trade | 95789 | 95789 | 19475 | 131848 | 131848 | 27845 |
Largest Losing Trade | -18511 | -18511 | -6418 | -70972 | -70972 | -21901 |
Avg Bars in Trades | 112 | 207 | 16 | 112 | 207 | 16 |
Avg Bars in Winners | 134 | 255 | 19 | 134 | 255 | 19 |
Avg Bars in Losers | 94 | 171 | 14 | 94 | 171 | 14 |
Bars Traded | 24872 | 22989 | 1882 | 24872 | 22989 | 1882 |
Profit Streak | 11.2705 | 11.4372 | 0 | 11.2705 | 11.4372 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366144 | 269898 | -73937 | 269580 | -27607 | -8471 |
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{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.7152 } }, "second_band": { "type": "bbu", "factors": { "length": 44, "offset": 0, "std": 2.18302 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712509200000, "first_datapoint_time": 1712638800000, "last_datapoint_time": 1757507400000, "evaluation_time": 1757509171819, "expiration_time": 1763987400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 73, "offset": 0, "a": 0.7152 } }, "second_band": { "type": "bbu", "factors": { "length": 44, "offset": 0, "std": 2.18302 } } }
# | 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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