Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2106074.8895 | 1881759.4698 | 224315.4197 | 12757126.9731 | 1276122.7483 | 11481004.2248 |
Total P&L (%) | 2106.0749 | 1881.7595 | 224.3154 | 12757.127 | 1276.1227 | 11481.0042 |
Avg Daily Profit (%) | 0.9078 | 0.8111 | 0.0967 | 0.2096 | 0.1131 | 0.205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100169 | -123269 | -61612 | -19266498 | -20232255 | -8774162 |
Profit Factor | 5.1631 | 7.7544 | 1.9869 | 1.2104 | 1.0333 | 1.5148 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 6.2314 | 11.3333 | 1.9869 | 1.4608 | 1.5102 | 1.5148 |
Largest Winning Trade | 1474536 | 1474536 | 81646 | 15929180 | 15929180 | 8382723 |
Largest Losing Trade | -36262 | -29630 | -36262 | -5627639 | -5627639 | -4592206 |
Avg Bars in Trades | 214 | 172 | 256 | 214 | 172 | 256 |
Avg Bars in Winners | 331 | 285 | 368 | 331 | 285 | 368 |
Avg Bars in Losers | 117 | 94 | 145 | 117 | 94 | 145 |
Bars Traded | 13727 | 5506 | 8221 | 13727 | 5506 | 8221 |
Profit Streak | 0 | 0 | 81.562 | 0 | 0 | 81.562 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124426 | 648924 | -59588 | -137944 | -228099 | 400098 |
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{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.0426 } }, "second_band": { "type": "swma", "factors": { "length": 107, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13920, "evaluation_days": 2320, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560888000000, "last_datapoint_time": 1759824000000, "evaluation_time": 1759829358399, "expiration_time": 1765837440000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.0426 } }, "second_band": { "type": "swma", "factors": { "length": 107, "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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