Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 495352.6304 | 515558.5495 | -20205.9191 | 65534.2301 | 85585.3904 | -20051.1604 |
Total P&L (%) | 495.3526 | 515.5585 | -20.2059 | 65.5342 | 85.5854 | -20.0512 |
Avg Daily Profit (%) | 0.269 | 0.28 | -0.011 | 0.0274 | 0.0336 | -0.0122 |
Buy And Hold Return (%) | 117.4078 | 117.4078 | 117.4078 | 117.4078 | 117.4078 | 117.4078 |
Max Trade Drawdown | -148107 | -119481 | -28626 | -192398 | -155417 | -53794 |
Profit Factor | 2.1225 | 3.1753 | 0.9011 | 1.1399 | 1.3176 | 0.8992 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 39.3939 | 45.4545 | 33.3333 | 39.3939 | 45.4545 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.2653 | 3.8103 | 1.8022 | 1.7538 | 1.5812 | 1.7983 |
Largest Winning Trade | 382110 | 382110 | 52647 | 113084 | 113084 | 63315 |
Largest Losing Trade | -70405 | -60044 | -70405 | -86672 | -86672 | -70405 |
Avg Bars in Trades | 52 | 69 | 34 | 52 | 69 | 34 |
Avg Bars in Winners | 89 | 99 | 75 | 89 | 99 | 75 |
Avg Bars in Losers | 28 | 45 | 14 | 28 | 45 | 14 |
Bars Traded | 3446 | 2303 | 1143 | 3446 | 2303 | 1143 |
Profit Streak | 164.5456 | 167.5456 | 0 | 164.5456 | 167.5456 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122103 | 421300 | -584506 | -519891 | -313714 | -584506 |
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{ "first_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.68082 } }, "second_band": { "type": "midprice", "factors": { "length": 149, "offset": 0 } } }
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{ "trading_pair": "UNI_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3683, "evaluation_days": 1841.5, "actual_first_datapoint_time": 1600300800000, "first_datapoint_time": 1606694400000, "last_datapoint_time": 1759363200000, "evaluation_time": 1759367139260, "expiration_time": 1764136368000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.68082 } }, "second_band": { "type": "midprice", "factors": { "length": 149, "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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