Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287745.5549 | 195783.2481 | 91962.3068 | 688133.5831 | 412376.3396 | 275757.2436 |
Total P&L (%) | 287.7456 | 195.7832 | 91.9623 | 688.1336 | 412.3763 | 275.7572 |
Avg Daily Profit (%) | 0.5525 | 0.3759 | 0.1766 | 0.3972 | 0.3142 | 0.2545 |
Buy And Hold Return (%) | 27.079 | 27.079 | 27.079 | 27.079 | 27.079 | 27.079 |
Max Trade Drawdown | -60095 | -44180 | -22162 | -187084 | -135520 | -112310 |
Profit Factor | 1.6279 | 1.7834 | 1.4414 | 1.5281 | 1.5573 | 1.4897 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 39.9061 | 35.514 | 44.3396 | 39.9061 | 35.514 | 44.3396 |
Ratio Avg Win / Avg Loss | 2.4515 | 3.2382 | 1.8095 | 2.3011 | 2.8277 | 1.8701 |
Largest Winning Trade | 87442 | 87442 | 26016 | 171741 | 171741 | 81775 |
Largest Losing Trade | -13558 | -13558 | -10826 | -61534 | -61534 | -35650 |
Avg Bars in Trades | 116 | 121 | 112 | 116 | 121 | 112 |
Avg Bars in Winners | 165 | 177 | 156 | 165 | 177 | 156 |
Avg Bars in Losers | 83 | 89 | 76 | 83 | 89 | 76 |
Bars Traded | 24829 | 12957 | 11872 | 24829 | 12957 | 11872 |
Profit Streak | 3.3575 | 4.0658 | 0 | 3.3575 | 4.0658 | 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 | 342906 | 211551 | 132448 | 292357 | 170421 | 266370 |
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{ "first_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.64813 } }, "second_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "DOGE_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1712536200000, "first_datapoint_time": 1712689200000, "last_datapoint_time": 1757534400000, "evaluation_time": 1757534684072, "expiration_time": 1764014400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.64813 } }, "second_band": { "type": "ssf", "factors": { "length": 115, "offset": 0, "poles": 2 } } }
# | 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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