Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153702.1911 | 105149.7424 | 48552.4487 | 167104.0926 | 124223.1217 | 42880.9708 |
Total P&L (%) | 153.7022 | 105.1497 | 48.5524 | 167.1041 | 124.2231 | 42.881 |
Avg Daily Profit (%) | 0.5772 | 0.3948 | 0.1823 | 0.3696 | 0.3037 | 0.1341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42471 | -27851 | -61594 | -55965 | -26225 | -98878 |
Profit Factor | 1.4188 | 1.6563 | 1.2347 | 1.3787 | 1.6923 | 1.1638 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 46.1538 | 44.6154 | 47.6923 | 46.1538 | 44.6154 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.6552 | 2.0561 | 1.3542 | 1.6085 | 2.1008 | 1.2764 |
Largest Winning Trade | 34034 | 34034 | 28721 | 49569 | 49569 | 44238 |
Largest Losing Trade | -14539 | -12912 | -14539 | -26010 | -23603 | -26010 |
Avg Bars in Trades | 97 | 96 | 98 | 97 | 96 | 98 |
Avg Bars in Winners | 138 | 140 | 135 | 138 | 140 | 135 |
Avg Bars in Losers | 62 | 60 | 65 | 62 | 60 | 65 |
Bars Traded | 12686 | 6257 | 6429 | 12686 | 6257 | 6429 |
Profit Streak | 266.4462 | 266.4462 | 267.0921 | 266.4462 | 266.4462 | 267.0921 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403462 | -122416 | -127672 | 330784 | -123126 | -189737 |
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{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.72434 } }, "second_band": { "type": "bbm", "factors": { "length": 61, "offset": 0, "std": 2.41887 } } }
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{ "trading_pair": "FTM_USDT", "interval": "30m", "packets": 25000, "actual_packets": 12783, "evaluation_days": 266.31, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713859200000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759068753808, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 74, "offset": 0, "a": 0.72434 } }, "second_band": { "type": "bbm", "factors": { "length": 61, "offset": 0, "std": 2.41887 } } }
# | 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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