Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 20495.0065 | 404677.5681 | -384182.5616 | -94888.3724 | 49765.8846 | -144654.257 |
Total P&L (%) | 20.495 | 404.6776 | -384.1826 | -94.8884 | 49.7659 | -144.6543 |
Avg Daily Profit (%) | 0.0089 | 0.1748 | -0.166 | -0.1284 | 0.0175 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -377047 | -100128 | -476919 | -845012 | -292653 | -670375 |
Profit Factor | 1.0193 | 2.1711 | 0.4644 | 0.9237 | 1.1131 | 0.82 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 32 | 16 | 16 | 36 | 18 | 18 |
Losing Trades | 37 | 19 | 18 | 33 | 17 | 16 |
Profitability (%) | 46.3768 | 45.7143 | 47.0588 | 52.1739 | 51.4286 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.1785 | 2.5781 | 0.5225 | 0.8467 | 1.0512 | 0.7289 |
Largest Winning Trade | 183554 | 183554 | 91723 | 467439 | 196612 | 467439 |
Largest Losing Trade | -143753 | -47205 | -143753 | -582538 | -256547 | -582538 |
Avg Bars in Trades | 57 | 31 | 83 | 57 | 31 | 83 |
Avg Bars in Winners | 82 | 31 | 133 | 68 | 29 | 107 |
Avg Bars in Losers | 35 | 32 | 38 | 44 | 34 | 56 |
Bars Traded | 3940 | 1116 | 2824 | 3940 | 1116 | 2824 |
Profit Streak | 0 | 0 | 276.5655 | 0 | 0 | 276.5655 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -494561 | 354962 | -581350 | -686495 | -266850 | -579825 |
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{ "first_band": { "type": "t3", "factors": { "length": 143, "offset": 0, "a": 0.63079 } }, "second_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 3.96486 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4629, "evaluation_days": 2314.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1565481600000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759282460962, "expiration_time": 1765275984000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 143, "offset": 0, "a": 0.63079 } }, "second_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 3.96486 } } }
# | 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) |
---|