Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3006032.2325 | 3055410.4631 | -49378.2306 | -15141.8392 | 1538227.4686 | -1553369.3079 |
Total P&L (%) | 3006.0322 | 3055.4105 | -49.3782 | -15.1418 | 1538.2275 | -1553.3693 |
Avg Daily Profit (%) | 1.2946 | 1.3159 | -0.0213 | -0.0071 | 0.1205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -246192 | -215763 | -78731 | -6000381 | -4746136 | -2027058 |
Profit Factor | 5.7389 | 7.0542 | 0.6191 | 0.998 | 1.2892 | 0.3074 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 37.6812 | 41.1765 | 34.2857 | 37.6812 | 41.1765 | 34.2857 |
Ratio Avg Win / Avg Loss | 9.4913 | 10.0774 | 1.1867 | 1.6505 | 1.8417 | 0.5892 |
Largest Winning Trade | 2912836 | 2912836 | 19786 | 4535515 | 4535515 | 327158 |
Largest Losing Trade | -78961 | -78961 | -20353 | -1815054 | -1815054 | -964282 |
Avg Bars in Trades | 173 | 337 | 15 | 173 | 337 | 15 |
Avg Bars in Winners | 226 | 405 | 17 | 226 | 405 | 17 |
Avg Bars in Losers | 141 | 289 | 14 | 141 | 289 | 14 |
Bars Traded | 11993 | 11460 | 533 | 11993 | 11460 | 533 |
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 | -89136 | 672963 | -584954 | -689068 | -34049 | -586621 |
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{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.71455 } }, "second_band": { "type": "dcu", "factors": { "length": 87, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13932, "evaluation_days": 2322, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561161600000, "last_datapoint_time": 1759996800000, "evaluation_time": 1760000182221, "expiration_time": 1766015424000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.71455 } }, "second_band": { "type": "dcu", "factors": { "length": 87, "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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