Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532469.5801 | 332880.1679 | 199589.4122 | 442407.5843 | -432670.875 | 875078.4594 |
Total P&L (%) | 532.4696 | 332.8802 | 199.5894 | 442.4076 | -432.6709 | 875.0785 |
Avg Daily Profit (%) | 0.2949 | 0.1844 | 0.1105 | 0.0937 | 0 | 0.1262 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85235 | -101737 | -58901 | -626187 | -841822 | -508596 |
Profit Factor | 1.9203 | 1.9399 | 1.8894 | 1.1153 | 0.8206 | 1.6137 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 51 | 30 | 21 | 51 | 30 | 21 |
Profitability (%) | 40.6977 | 30.2326 | 51.1628 | 40.6977 | 30.2326 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.7982 | 4.4768 | 1.8035 | 1.6251 | 1.8938 | 1.5404 |
Largest Winning Trade | 301414 | 301414 | 60888 | 365234 | 365234 | 287828 |
Largest Losing Trade | -58901 | -29834 | -58901 | -508596 | -237990 | -508596 |
Avg Bars in Trades | 41 | 41 | 41 | 41 | 41 | 41 |
Avg Bars in Winners | 63 | 68 | 60 | 63 | 68 | 60 |
Avg Bars in Losers | 26 | 29 | 21 | 26 | 29 | 21 |
Bars Traded | 3548 | 1767 | 1780 | 3548 | 1767 | 1780 |
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 | 327874 | 127272 | -41624 | -163889 | -585636 | -20849 |
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{ "first_band": { "type": "t3", "factors": { "length": 45, "offset": 0, "a": 0.77753 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.08521, "nc": 0.1 } } }
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{ "trading_pair": "FIL_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3611, "evaluation_days": 1805.5, "actual_first_datapoint_time": 1602763200000, "first_datapoint_time": 1604664000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758821815579, "expiration_time": 1763395056000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 45, "offset": 0, "a": 0.77753 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.08521, "nc": 0.1 } } }
# | 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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