Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1934733.9462 | 1904459.4557 | 30274.4905 | 38789.8471 | -98482.4207 | 137272.2678 |
Total P&L (%) | 1934.7339 | 1904.4595 | 30.2745 | 38.7898 | -98.4824 | 137.2723 |
Avg Daily Profit (%) | 0.8365 | 0.8234 | 0.0131 | 0.0142 | -0.1809 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145397 | -97144 | -130529 | -224768 | -234059 | -125658 |
Profit Factor | 3.7384 | 6.4921 | 1.0842 | 1.037 | 0.8364 | 1.307 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 46.087 | 43.1034 | 49.1228 | 46.087 | 43.1034 | 49.1228 |
Ratio Avg Win / Avg Loss | 4.3732 | 8.5696 | 1.1229 | 1.2131 | 1.1041 | 1.3537 |
Largest Winning Trade | 1921510 | 1921510 | 51722 | 119967 | 119967 | 88247 |
Largest Losing Trade | -83920 | -44530 | -83920 | -110539 | -110539 | -70272 |
Avg Bars in Trades | 55 | 51 | 59 | 55 | 51 | 59 |
Avg Bars in Winners | 83 | 88 | 78 | 83 | 88 | 78 |
Avg Bars in Losers | 31 | 22 | 41 | 31 | 22 | 41 |
Bars Traded | 6347 | 2969 | 3378 | 6347 | 2969 | 3378 |
Profit Streak | 0 | 0 | 70.8427 | 0 | 0 | 70.8427 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678637 | -161022 | -485420 | -357313 | -761848 | -321881 |
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{ "first_band": { "type": "t3", "factors": { "length": 2, "offset": 227, "a": 0.71729 } }, "second_band": { "type": "sma", "factors": { "length": 241, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6939, "evaluation_days": 2313, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1566259200000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759176808412, "expiration_time": 1765156896000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 2, "offset": 227, "a": 0.71729 } }, "second_band": { "type": "sma", "factors": { "length": 241, "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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