Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252448.7509 | 1182417.835 | 70030.9158 | 2099149.6144 | 1227770.7454 | 871378.869 |
Total P&L (%) | 1252.4488 | 1182.4178 | 70.0309 | 2099.1496 | 1227.7707 | 871.3789 |
Avg Daily Profit (%) | 0.4995 | 0.4716 | 0.0279 | 0.1233 | 0.1032 | 0.0907 |
Buy And Hold Return (%) | 277.3244 | 277.3244 | 277.3244 | 277.3244 | 277.3244 | 277.3244 |
Max Trade Drawdown | -83583 | -54672 | -34369 | -1316833 | -950499 | -469508 |
Profit Factor | 4.0951 | 5.5725 | 1.4795 | 1.5021 | 1.4033 | 1.7667 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.8309 | 5.5725 | 1.2945 | 1.4051 | 1.4033 | 1.5459 |
Largest Winning Trade | 1026279 | 1026279 | 38697 | 972978 | 972978 | 327617 |
Largest Losing Trade | -35436 | -35436 | -20192 | -550139 | -550139 | -285813 |
Avg Bars in Trades | 81 | 123 | 38 | 81 | 123 | 38 |
Avg Bars in Winners | 108 | 174 | 45 | 108 | 174 | 45 |
Avg Bars in Losers | 52 | 73 | 31 | 52 | 73 | 31 |
Bars Traded | 4879 | 3718 | 1161 | 4879 | 3718 | 1161 |
Profit Streak | 93.3164 | 102.8164 | 93.3164 | 93.3164 | 102.8164 | 93.3164 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155959 | 629863 | -319221 | -198552 | -55024 | -70132 |
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{ "first_band": { "type": "t3", "factors": { "length": 65, "offset": 0, "a": 0.55004 } }, "second_band": { "type": "bbu", "factors": { "length": 39, "offset": 0, "std": 1.50615 } } }
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{ "trading_pair": "ETC_USDT", "interval": "12h", "packets": 25000, "actual_packets": 5015, "evaluation_days": 2507.5, "actual_first_datapoint_time": 1543492800000, "first_datapoint_time": 1546257600000, "last_datapoint_time": 1760097600000, "evaluation_time": 1760124936146, "expiration_time": 1766597040000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 65, "offset": 0, "a": 0.55004 } }, "second_band": { "type": "bbu", "factors": { "length": 39, "offset": 0, "std": 1.50615 } } }
# | 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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