Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816967.0702 | 688356.696 | 128610.3742 | 1683188.1655 | 227407.7118 | 1455780.4536 |
Total P&L (%) | 816.9671 | 688.3567 | 128.6104 | 1683.1882 | 227.4077 | 1455.7805 |
Avg Daily Profit (%) | 0.4384 | 0.3694 | 0.069 | 0.1547 | 0.0637 | 0.1474 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74016 | -56148 | -44239 | -2079334 | -1743467 | -792045 |
Profit Factor | 3.6698 | 5.3512 | 1.8701 | 1.3721 | 1.0847 | 1.7919 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 34.5238 | 33.3333 | 35.7143 | 34.5238 | 33.3333 | 35.7143 |
Ratio Avg Win / Avg Loss | 6.9599 | 10.7023 | 3.3662 | 2.6022 | 2.1694 | 3.2253 |
Largest Winning Trade | 630854 | 630854 | 59163 | 1373719 | 1373719 | 766165 |
Largest Losing Trade | -17216 | -15235 | -17216 | -587406 | -587406 | -265444 |
Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Winners | 101 | 72 | 128 | 101 | 72 | 128 |
Avg Bars in Losers | 12 | 14 | 11 | 12 | 14 | 11 |
Bars Traded | 3644 | 1408 | 2236 | 3644 | 1408 | 2236 |
Profit Streak | 19.9076 | 31.9076 | 0 | 19.9076 | 31.9076 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419642 | 419050 | -102748 | 145732 | -240072 | 72504 |
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{ "first_band": { "type": "t3", "factors": { "length": 79, "offset": 0, "a": 0.17658 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.77663, "nc": 0.1 } } }
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{ "trading_pair": "DOT_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3727, "evaluation_days": 1863.5, "actual_first_datapoint_time": 1597752000000, "first_datapoint_time": 1601121600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758966419701, "expiration_time": 1763545392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 79, "offset": 0, "a": 0.17658 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.77663, "nc": 0.1 } } }
# | 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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