Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541258.3206 | 1505641.6523 | 35616.6683 | 578860.1317 | 822135.0431 | -243274.9114 |
Total P&L (%) | 1541.2583 | 1505.6417 | 35.6167 | 578.8601 | 822.135 | -243.2749 |
Avg Daily Profit (%) | 0.6649 | 0.6495 | 0.0154 | 0.0827 | 0.0959 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107792 | -101341 | -132913 | -1293917 | -1223961 | -833730 |
Profit Factor | 3.5572 | 6.3243 | 1.1113 | 1.1215 | 1.339 | 0.896 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 40.3509 | 34.4828 | 46.4286 | 40.3509 | 34.4828 | 46.4286 |
Ratio Avg Win / Avg Loss | 5.2585 | 12.0162 | 1.2823 | 1.6579 | 2.544 | 1.0338 |
Largest Winning Trade | 1224754 | 1224754 | 81163 | 1225694 | 1225694 | 606193 |
Largest Losing Trade | -58397 | -38929 | -58397 | -552898 | -515354 | -552898 |
Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
Avg Bars in Winners | 132 | 124 | 137 | 132 | 124 | 137 |
Avg Bars in Losers | 33 | 25 | 43 | 33 | 25 | 43 |
Bars Traded | 4184 | 1737 | 2447 | 4184 | 1737 | 2447 |
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 | -164504 | 515474 | -295442 | -351203 | -69200 | -601555 |
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{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.67486 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564574400000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759587246512, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "vwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.67486 } } }
# | 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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