Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1379890.5785 | 1312175.5614 | 67715.0171 | 34286347.0177 | 31546586.6513 | 2739760.3664 |
Total P&L (%) | 1379.8906 | 1312.1756 | 67.715 | 34286.347 | 31546.5867 | 2739.7604 |
Avg Daily Profit (%) | 0.7443 | 0.7078 | 0.0365 | 0.3155 | 0.311 | 0.1807 |
Buy And Hold Return (%) | 4772.0793 | 4772.0793 | 4772.0793 | 4772.0793 | 4772.0793 | 4772.0793 |
Max Trade Drawdown | -84073 | -85144 | -120434 | -6815959 | -6378272 | -8002023 |
Profit Factor | 2.8306 | 4.4147 | 1.1832 | 1.7069 | 2.1851 | 1.1252 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 40.113 | 42.0455 | 38.2022 | 40.113 | 42.0455 | 38.2022 |
Ratio Avg Win / Avg Loss | 4.2259 | 6.0852 | 1.9141 | 2.5483 | 3.0119 | 1.8202 |
Largest Winning Trade | 341788 | 341788 | 64756 | 7759922 | 7628789 | 7759922 |
Largest Losing Trade | -23841 | -23841 | -22932 | -4051947 | -4051947 | -2704967 |
Avg Bars in Trades | 123 | 125 | 121 | 123 | 125 | 121 |
Avg Bars in Winners | 205 | 207 | 204 | 205 | 207 | 204 |
Avg Bars in Losers | 67 | 66 | 69 | 67 | 66 | 69 |
Bars Traded | 21812 | 11041 | 10771 | 21812 | 11041 | 10771 |
Profit Streak | 0 | 12.612 | 0 | 0 | 12.612 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150602 | -148832 | -332635 | 336301 | 363108 | -244519 |
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{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 15, "offset": 0, "a": 0.71065 } } }
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{ "trading_pair": "SOL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 22247, "evaluation_days": 1853.92, "actual_first_datapoint_time": 1597125600000, "first_datapoint_time": 1598817600000, "last_datapoint_time": 1757340000000, "evaluation_time": 1757342478102, "expiration_time": 1763106422400, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 15, "offset": 0, "a": 0.71065 } } }
# | 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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