Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715867.0522 | 380315.7409 | 335551.3113 | 7185867.6854 | 670779.2478 | 6515088.4376 |
Total P&L (%) | 715.8671 | 380.3157 | 335.5513 | 7185.8677 | 670.7792 | 6515.0884 |
Avg Daily Profit (%) | 0.3933 | 0.2089 | 0.1843 | 0.2359 | 0.1123 | 0.2306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84217 | -84150 | -40499 | -6436908 | -5687918 | -3043760 |
Profit Factor | 1.7123 | 1.7017 | 1.7247 | 1.1783 | 1.0314 | 1.344 |
Total Trades | 389 | 195 | 194 | 389 | 195 | 194 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 261 | 134 | 127 | 261 | 134 | 127 |
Profitability (%) | 32.9049 | 31.2821 | 34.5361 | 32.9049 | 31.2821 | 34.5361 |
Ratio Avg Win / Avg Loss | 3.4915 | 3.7381 | 3.2693 | 2.4027 | 2.2657 | 2.5476 |
Largest Winning Trade | 110196 | 110196 | 51493 | 3622496 | 3622496 | 2787726 |
Largest Losing Trade | -22187 | -22187 | -18252 | -1003858 | -1003858 | -950568 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Losers | 6 | 7 | 6 | 6 | 7 | 6 |
Bars Traded | 5429 | 2727 | 2702 | 5429 | 2727 | 2702 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309518 | 157890 | 197295 | -19239 | -234119 | 161530 |
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{ "first_band": { "type": "t3", "factors": { "length": 22, "offset": 0, "a": 0.7598 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5461, "evaluation_days": 1820.33, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603382400000, "last_datapoint_time": 1760025600000, "evaluation_time": 1760057806776, "expiration_time": 1764743904000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 22, "offset": 0, "a": 0.7598 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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