Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 805706.1616 | 817438.4686 | -11732.307 | 320422.9777 | 842635.6949 | -522212.7172 |
Total P&L (%) | 805.7062 | 817.4385 | -11.7323 | 320.423 | 842.6357 | -522.2127 |
Avg Daily Profit (%) | 0.3219 | 0.3266 | -0.0047 | 0.0574 | 0.0897 | 0 |
Buy And Hold Return (%) | 304.2257 | 304.2257 | 304.2257 | 304.2257 | 304.2257 | 304.2257 |
Max Trade Drawdown | -173822 | -90085 | -139035 | -2735846 | -2051589 | -1870851 |
Profit Factor | 2.3262 | 4.6966 | 0.9696 | 1.0468 | 1.2822 | 0.8645 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 42.6471 | 38.2353 | 47.0588 | 42.6471 | 38.2353 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.1284 | 7.5868 | 1.0908 | 1.4078 | 2.0712 | 0.9726 |
Largest Winning Trade | 425884 | 425884 | 63422 | 985476 | 985476 | 914148 |
Largest Losing Trade | -75196 | -39314 | -75196 | -1162379 | -1162379 | -730522 |
Avg Bars in Trades | 144 | 157 | 130 | 144 | 157 | 130 |
Avg Bars in Winners | 214 | 262 | 175 | 214 | 262 | 175 |
Avg Bars in Losers | 91 | 93 | 89 | 91 | 93 | 89 |
Bars Traded | 9796 | 5362 | 4434 | 9796 | 5362 | 4434 |
Profit Streak | 0 | 0 | 44.2821 | 0 | 0 | 44.2821 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106551 | 313571 | -579718 | -551136 | -79647 | -581384 |
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{ "first_band": { "type": "t3", "factors": { "length": 133, "offset": 0, "a": 0.751 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "VET_USDT", "interval": "6h", "packets": 25000, "actual_packets": 10012, "evaluation_days": 2503, "actual_first_datapoint_time": 1543924800000, "first_datapoint_time": 1546776000000, "last_datapoint_time": 1760184000000, "evaluation_time": 1760208374116, "expiration_time": 1766671776000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 133, "offset": 0, "a": 0.751 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 3 } } }
# | 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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