Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512306.8333 | 587790.9186 | -75484.0853 | -11882.3378 | 661338.1827 | -673220.5204 |
Total P&L (%) | 512.3068 | 587.7909 | -75.4841 | -11.8823 | 661.3382 | -673.2205 |
Avg Daily Profit (%) | 0.2362 | 0.271 | -0.0348 | -0.0058 | 0.0936 | 0 |
Buy And Hold Return (%) | 201.2531 | 201.2531 | 201.2531 | 201.2531 | 201.2531 | 201.2531 |
Max Trade Drawdown | -192308 | -130383 | -250581 | -654765 | -382682 | -783980 |
Profit Factor | 1.3837 | 1.9568 | 0.8953 | 0.9958 | 1.602 | 0.6049 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Losing Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Profitability (%) | 53.2338 | 58 | 48.5149 | 53.2338 | 58 | 48.5149 |
Ratio Avg Win / Avg Loss | 1.2155 | 1.417 | 0.9501 | 0.8748 | 1.16 | 0.6419 |
Largest Winning Trade | 137062 | 137062 | 31997 | 217991 | 217991 | 91143 |
Largest Losing Trade | -58092 | -58092 | -43898 | -191559 | -189950 | -191559 |
Avg Bars in Trades | 41 | 50 | 32 | 41 | 50 | 32 |
Avg Bars in Winners | 43 | 49 | 37 | 43 | 49 | 37 |
Avg Bars in Losers | 39 | 53 | 28 | 39 | 53 | 28 |
Bars Traded | 8408 | 5076 | 3331 | 8408 | 5076 | 3331 |
Profit Streak | 42.9759 | 43.2259 | 42.9759 | 42.9759 | 43.2259 | 42.9759 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 283891 | 337345 | -581088 | -578319 | -67182 | -581088 |
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{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.76214 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } } }
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{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8676, "evaluation_days": 2169, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1573408800000, "last_datapoint_time": 1759341600000, "evaluation_time": 1759361114376, "expiration_time": 1764963648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.76214 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "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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