Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2698010.9623 | 2622352.6998 | 75658.2625 | 844266.091 | 564610.4679 | 279655.6232 |
Total P&L (%) | 2698.011 | 2622.3527 | 75.6583 | 844.2661 | 564.6105 | 279.6556 |
Avg Daily Profit (%) | 1.1694 | 1.1366 | 0.0328 | 0.0974 | 0.0821 | 0.0578 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134666 | -98852 | -139967 | -1486204 | -1222823 | -735119 |
Profit Factor | 4.2132 | 6.6322 | 1.2023 | 1.1541 | 1.1693 | 1.1303 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 31.8681 | 23.913 | 40 | 31.8681 | 23.913 | 40 |
Ratio Avg Win / Avg Loss | 9.0076 | 21.1025 | 1.8034 | 2.4673 | 3.7207 | 1.6955 |
Largest Winning Trade | 2353201 | 2353201 | 82906 | 1469880 | 1469880 | 512974 |
Largest Losing Trade | -35597 | -35597 | -33349 | -404102 | -365744 | -404102 |
Avg Bars in Trades | 147 | 130 | 164 | 147 | 130 | 164 |
Avg Bars in Winners | 308 | 318 | 302 | 308 | 318 | 302 |
Avg Bars in Losers | 71 | 70 | 72 | 71 | 70 | 72 |
Bars Traded | 13391 | 5986 | 7404 | 13391 | 5986 | 7404 |
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 | 500260 | -12823 | -152307 | -119311 | -150828 | -195542 |
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{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 0, "a": 0.26713 } }, "second_band": { "type": "wma", "factors": { "length": 117, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13843, "evaluation_days": 2307.17, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1561032000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758802042422, "expiration_time": 1764695376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 0, "a": 0.26713 } }, "second_band": { "type": "wma", "factors": { "length": 117, "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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