Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347882.0563 | 289234.1352 | 58647.9211 | 18937.8989 | 112579.1325 | -93641.2336 |
Total P&L (%) | 347.8821 | 289.2341 | 58.6479 | 18.9379 | 112.5791 | -93.6412 |
Avg Daily Profit (%) | 0.2174 | 0.1807 | 0.0366 | 0.0108 | 0.0471 | -0.172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140241 | -105198 | -75280 | -257255 | -175535 | -132103 |
Profit Factor | 1.5002 | 1.7746 | 1.1821 | 1.0193 | 1.2366 | 0.8146 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 51.5385 | 47.6923 | 55.3846 | 51.5385 | 47.6923 | 55.3846 |
Ratio Avg Win / Avg Loss | 1.4107 | 1.9463 | 0.9523 | 0.9585 | 1.3562 | 0.6562 |
Largest Winning Trade | 147292 | 147292 | 64943 | 105733 | 105733 | 65877 |
Largest Losing Trade | -54948 | -54948 | -38345 | -71625 | -66865 | -71625 |
Avg Bars in Trades | 47 | 45 | 48 | 47 | 45 | 48 |
Avg Bars in Winners | 37 | 29 | 44 | 37 | 29 | 44 |
Avg Bars in Losers | 57 | 60 | 53 | 57 | 60 | 53 |
Bars Traded | 6143 | 2971 | 3172 | 6143 | 2971 | 3172 |
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 | 346363 | -121756 | -297546 | -386365 | -262837 | -711760 |
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{ "first_band": { "type": "dema", "factors": { "length": 6, "offset": 55 } }, "second_band": { "type": "t3", "factors": { "length": 226, "offset": 0, "a": 0.77139 } } }
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{ "trading_pair": "MASK_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6401, "evaluation_days": 1600.25, "actual_first_datapoint_time": 1621922400000, "first_datapoint_time": 1626782400000, "last_datapoint_time": 1760162400000, "evaluation_time": 1760177790682, "expiration_time": 1764310248000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dema", "factors": { "length": 6, "offset": 55 } }, "second_band": { "type": "t3", "factors": { "length": 226, "offset": 0, "a": 0.77139 } } }
# | 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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