Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88303.4179 | 15546.0294 | 72757.3885 | 98154.4676 | 10226.0939 | 87928.3737 |
Total P&L (%) | 88.3034 | 15.546 | 72.7574 | 98.1545 | 10.2261 | 87.9284 |
Avg Daily Profit (%) | 0.3391 | 0.0597 | 0.2794 | 0.263 | 0.0374 | 0.2426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30810 | -20644 | -23588 | -52058 | -38941 | -33579 |
Profit Factor | 1.301 | 1.1001 | 1.5271 | 1.1978 | 1.0391 | 1.3749 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Losing Trades | 109 | 59 | 50 | 109 | 59 | 50 |
Profitability (%) | 50 | 45.8716 | 54.1284 | 50 | 45.8716 | 54.1284 |
Ratio Avg Win / Avg Loss | 1.301 | 1.2981 | 1.2941 | 1.1978 | 1.2261 | 1.1651 |
Largest Winning Trade | 21516 | 12437 | 21516 | 25165 | 16281 | 25165 |
Largest Losing Trade | -13027 | -12757 | -13027 | -22592 | -21898 | -22592 |
Avg Bars in Trades | 111 | 105 | 116 | 111 | 105 | 116 |
Avg Bars in Winners | 135 | 149 | 122 | 135 | 149 | 122 |
Avg Bars in Losers | 87 | 68 | 109 | 87 | 68 | 109 |
Bars Traded | 24250 | 11538 | 12712 | 24250 | 11538 | 12712 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311228 | -236775 | 311282 | 180405 | -482473 | 266459 |
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{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.65429 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1737097200000, "first_datapoint_time": 1737302400000, "last_datapoint_time": 1759596300000, "evaluation_time": 1759596662213, "expiration_time": 1766076300000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.65429 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "offset": 0 } } }
# | 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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