Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 46203.5642 | 27009.0608 | 19194.5034 | 31586.2834 | 25063.9595 | 6522.3239 |
Total P&L (%) | 46.2036 | 27.0091 | 19.1945 | 31.5863 | 25.064 | 6.5223 |
Avg Daily Profit (%) | 0.3326 | 0.1944 | 0.1382 | 0.1978 | 0.1611 | 0.0455 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46903 | -40301 | -33450 | -52188 | -37350 | -31798 |
Profit Factor | 1.269 | 1.3936 | 1.1861 | 1.1945 | 1.4153 | 1.0639 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 76.9231 | 76.9231 | 76.9231 | 76.9231 | 76.9231 | 76.9231 |
Ratio Avg Win / Avg Loss | 0.3807 | 0.4181 | 0.3558 | 0.3583 | 0.4246 | 0.3192 |
Largest Winning Trade | 9053 | 5779 | 9053 | 9147 | 5313 | 9147 |
Largest Losing Trade | -30746 | -19005 | -30746 | -28258 | -17754 | -28258 |
Avg Bars in Trades | 82 | 77 | 86 | 82 | 77 | 86 |
Avg Bars in Winners | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Losers | 212 | 202 | 223 | 212 | 202 | 223 |
Bars Traded | 12863 | 6079 | 6783 | 12863 | 6079 | 6783 |
Profit Streak | 129.7811 | 134.6561 | 0 | 129.7811 | 134.6561 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302598 | -27836 | -65912 | -556 | -28161 | -482305 |
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{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 1.59248 } }, "second_band": { "type": "t3", "factors": { "length": 183, "offset": 0, "a": 0.23895 } } }
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736390700000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759417186746, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 1.59248 } }, "second_band": { "type": "t3", "factors": { "length": 183, "offset": 0, "a": 0.23895 } } }
# | 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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