Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511182.6526 | 257209.4012 | 253973.2514 | 1389222.4937 | 55502.3358 | 1333720.1579 |
Total P&L (%) | 511.1827 | 257.2094 | 253.9733 | 1389.2225 | 55.5023 | 1333.7202 |
Avg Daily Profit (%) | 0.2826 | 0.1422 | 0.1404 | 0.1494 | 0.0244 | 0.1473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98087 | -126868 | -75765 | -1434470 | -1308760 | -558381 |
Profit Factor | 1.35 | 1.3563 | 1.3439 | 1.1357 | 1.0109 | 1.2602 |
Total Trades | 615 | 307 | 308 | 615 | 307 | 308 |
Winning Trades | 226 | 101 | 125 | 226 | 101 | 125 |
Losing Trades | 389 | 206 | 183 | 389 | 206 | 183 |
Profitability (%) | 36.748 | 32.899 | 40.5844 | 36.748 | 32.899 | 40.5844 |
Ratio Avg Win / Avg Loss | 2.3237 | 2.7663 | 1.9674 | 1.9548 | 2.0617 | 1.8449 |
Largest Winning Trade | 94188 | 94188 | 51691 | 576660 | 512466 | 576660 |
Largest Losing Trade | -17241 | -15722 | -17241 | -204170 | -204170 | -158743 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 10829 | 5155 | 5674 | 10829 | 5155 | 5674 |
Profit Streak | 8.8762 | 0 | 11.3762 | 8.8762 | 0 | 11.3762 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333019 | -6993 | -5828 | -64319 | -374023 | 118738 |
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{ "first_band": { "type": "alma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 4, "offset": 0, "a": 0.56766 } } }
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{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10853, "evaluation_days": 1808.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603022400000, "last_datapoint_time": 1759046400000, "evaluation_time": 1759050104652, "expiration_time": 1763734896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "alma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 4, "offset": 0, "a": 0.56766 } } }
# | 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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