Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551084.272 | 1438028.5566 | 113055.7154 | 467121.6985 | -319183.6542 | 786305.3527 |
Total P&L (%) | 1551.0843 | 1438.0286 | 113.0557 | 467.1217 | -319.1837 | 786.3054 |
Avg Daily Profit (%) | 0.6568 | 0.6089 | 0.0479 | 0.0735 | 0 | 0.0924 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160243 | -96924 | -114847 | -791355 | -1178009 | -285281 |
Profit Factor | 3.6848 | 5.6359 | 1.4226 | 1.1657 | 0.8187 | 1.742 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 47.7612 | 38.2353 | 57.5758 | 47.7612 | 38.2353 | 57.5758 |
Ratio Avg Win / Avg Loss | 4.0302 | 9.1041 | 1.0482 | 1.2749 | 1.3224 | 1.2836 |
Largest Winning Trade | 1431573 | 1431573 | 65214 | 435439 | 435439 | 357428 |
Largest Losing Trade | -59933 | -34285 | -59933 | -320150 | -320150 | -285281 |
Avg Bars in Trades | 69 | 57 | 80 | 69 | 57 | 80 |
Avg Bars in Winners | 96 | 86 | 103 | 96 | 86 | 103 |
Avg Bars in Losers | 44 | 40 | 50 | 44 | 40 | 50 |
Bars Traded | 4632 | 1960 | 2672 | 4632 | 1960 | 2672 |
Profit Streak | 0 | 0 | 81.7642 | 0 | 0 | 81.7642 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103375 | 547267 | -126624 | -255243 | -583703 | -65433 |
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{ "first_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 3.12799 } }, "second_band": { "type": "t3", "factors": { "length": 20, "offset": 0, "a": 0.4766 } } }
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{ "trading_pair": "ENJ_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4723, "evaluation_days": 2361.5, "actual_first_datapoint_time": 1555545600000, "first_datapoint_time": 1558440000000, "last_datapoint_time": 1759536000000, "evaluation_time": 1759558824350, "expiration_time": 1765657008000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 175, "offset": 0, "std": 3.12799 } }, "second_band": { "type": "t3", "factors": { "length": 20, "offset": 0, "a": 0.4766 } } }
# | 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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