Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126910.8501 | 70746.0839 | 56164.7662 | 181788.4004 | 111762.8872 | 70025.5132 |
Total P&L (%) | 126.9109 | 70.7461 | 56.1648 | 181.7884 | 111.7629 | 70.0255 |
Avg Daily Profit (%) | 0.9136 | 0.5093 | 0.4043 | 0.7486 | 0.5416 | 0.3828 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39157 | -25577 | -29978 | -41630 | -29297 | -42188 |
Profit Factor | 1.6251 | 1.6997 | 1.5512 | 1.658 | 1.9081 | 1.457 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 72.3077 | 70.7692 | 73.8462 | 72.3077 | 70.7692 | 73.8462 |
Ratio Avg Win / Avg Loss | 0.6224 | 0.702 | 0.5494 | 0.635 | 0.7881 | 0.516 |
Largest Winning Trade | 15891 | 15891 | 11363 | 22489 | 18016 | 22489 |
Largest Losing Trade | -26260 | -14170 | -26260 | -41630 | -13807 | -41630 |
Avg Bars in Trades | 100 | 98 | 102 | 100 | 98 | 102 |
Avg Bars in Winners | 79 | 74 | 83 | 79 | 74 | 83 |
Avg Bars in Losers | 156 | 155 | 156 | 156 | 155 | 156 |
Bars Traded | 13085 | 6398 | 6687 | 13085 | 6398 | 6687 |
Profit Streak | 0 | 0 | 141.9928 | 0 | 0 | 141.9928 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525673 | -120061 | -120621 | 508581 | -119383 | -120458 |
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{ "first_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.70201 } }, "second_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "EOS_USDT", "interval": "15m", "packets": 25000, "actual_packets": 13335, "evaluation_days": 138.91, "actual_first_datapoint_time": 1736226900000, "first_datapoint_time": 1736265600000, "last_datapoint_time": 1748227500000, "evaluation_time": 1759733381174, "expiration_time": 1751683932000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.70201 } }, "second_band": { "type": "ssf", "factors": { "length": 216, "offset": 0, "poles": 2 } } }
# | 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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