Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 644495.5136 | 722028.6911 | -77533.1776 | -58969.0489 | 192053.8873 | -251022.9362 |
Total P&L (%) | 644.4955 | 722.0287 | -77.5332 | -58.969 | 192.0539 | -251.0229 |
Avg Daily Profit (%) | 0.3094 | 0.3467 | -0.0372 | -0.0428 | 0.0515 | 0 |
Buy And Hold Return (%) | 51.458 | 51.458 | 51.458 | 51.458 | 51.458 | 51.458 |
Max Trade Drawdown | -156129 | -150587 | -278049 | -516294 | -289744 | -409179 |
Profit Factor | 1.3849 | 1.8092 | 0.9009 | 0.9722 | 1.1673 | 0.7428 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 145 | 71 | 74 | 145 | 71 | 74 |
Losing Trades | 212 | 107 | 105 | 212 | 107 | 105 |
Profitability (%) | 40.6162 | 39.8876 | 41.3408 | 40.6162 | 39.8876 | 41.3408 |
Ratio Avg Win / Avg Loss | 2.0249 | 2.7266 | 1.2782 | 1.4215 | 1.7592 | 1.054 |
Largest Winning Trade | 443072 | 443072 | 48181 | 378178 | 378178 | 90835 |
Largest Losing Trade | -38717 | -34461 | -38717 | -100566 | -100566 | -91605 |
Avg Bars in Trades | 69 | 81 | 56 | 69 | 81 | 56 |
Avg Bars in Winners | 95 | 114 | 77 | 95 | 114 | 77 |
Avg Bars in Losers | 51 | 60 | 41 | 51 | 60 | 41 |
Bars Traded | 24642 | 14522 | 10120 | 24642 | 14522 | 10120 |
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 | 320560 | 330028 | -582096 | -580894 | -165526 | -582096 |
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{ "first_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.76621 } }, "second_band": { "type": "midprice", "factors": { "length": 104, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24993, "evaluation_days": 2082.75, "actual_first_datapoint_time": 1580104800000, "first_datapoint_time": 1580889600000, "last_datapoint_time": 1760119200000, "evaluation_time": 1760124266543, "expiration_time": 1766597385600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.76621 } }, "second_band": { "type": "midprice", "factors": { "length": 104, "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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