Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 101209.6197 | 35017.7759 | 66191.8438 | 91089.9464 | 28243.6366 | 62846.3098 |
Total P&L (%) | 101.2096 | 35.0178 | 66.1918 | 91.0899 | 28.2436 | 62.8463 |
Avg Daily Profit (%) | 0.1943 | 0.0672 | 0.1271 | 0.1244 | 0.0478 | 0.0937 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60175 | -51969 | -62964 | -109549 | -63826 | -93091 |
Profit Factor | 1.2399 | 1.1628 | 1.3201 | 1.1594 | 1.0981 | 1.2217 |
Total Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Winning Trades | 190 | 93 | 97 | 190 | 93 | 97 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 70.632 | 68.8889 | 72.3881 | 70.632 | 68.8889 | 72.3881 |
Ratio Avg Win / Avg Loss | 0.5155 | 0.5251 | 0.5036 | 0.4821 | 0.4959 | 0.466 |
Largest Winning Trade | 15925 | 15925 | 8559 | 18450 | 18450 | 13915 |
Largest Losing Trade | -21690 | -21690 | -21579 | -36043 | -34481 | -36043 |
Avg Bars in Trades | 91 | 88 | 93 | 91 | 88 | 93 |
Avg Bars in Winners | 63 | 60 | 67 | 63 | 60 | 67 |
Avg Bars in Losers | 157 | 152 | 162 | 157 | 152 | 162 |
Bars Traded | 24596 | 12011 | 12585 | 24596 | 12011 | 12585 |
Profit Streak | 6.6756 | 6.6756 | 25.3423 | 6.6756 | 6.6756 | 25.3423 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387482 | -146092 | -21429 | -68582 | -243788 | -66811 |
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{ "first_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.43373 } } }
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{ "trading_pair": "LUNC_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714532400000, "first_datapoint_time": 1714690800000, "last_datapoint_time": 1759530600000, "evaluation_time": 1759531372854, "expiration_time": 1766010600000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "ssf", "factors": { "length": 65, "offset": 0, "poles": 3 } }, "second_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.43373 } } }
# | 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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