Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47603.9491 | -33975.168 | 81579.1171 | -23543.2328 | -75306.5875 | 51763.3546 |
Total P&L (%) | 47.6039 | -33.9752 | 81.5791 | -23.5432 | -75.3066 | 51.7634 |
Avg Daily Profit (%) | 0.0914 | -0.0652 | 0.1566 | -0.0515 | -0.2682 | 0.0801 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136725 | -97895 | -64657 | -191866 | -105407 | -110624 |
Profit Factor | 1.1329 | 0.8265 | 1.5026 | 0.9414 | 0.6248 | 1.2578 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 43.9394 | 36.3636 | 51.5152 | 43.9394 | 36.3636 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.4455 | 1.4463 | 1.4142 | 1.201 | 1.0934 | 1.1839 |
Largest Winning Trade | 46544 | 46544 | 36444 | 40400 | 28266 | 40400 |
Largest Losing Trade | -36014 | -36014 | -24078 | -38807 | -37273 | -38807 |
Avg Bars in Trades | 368 | 369 | 367 | 368 | 369 | 367 |
Avg Bars in Winners | 484 | 464 | 498 | 484 | 464 | 498 |
Avg Bars in Losers | 277 | 315 | 228 | 277 | 315 | 228 |
Bars Traded | 24317 | 12188 | 12129 | 24317 | 12188 | 12129 |
Profit Streak | 33.8136 | 42.7928 | 33.8136 | 33.8136 | 42.7928 | 33.8136 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277501 | -584456 | 313796 | -709820 | -584456 | -87216 |
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{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.60949 } }, "second_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.45829 } } }
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{ "trading_pair": "AR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1714995000000, "first_datapoint_time": 1715439600000, "last_datapoint_time": 1759993200000, "evaluation_time": 1759995097144, "expiration_time": 1766473200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 248, "offset": 0, "a": 0.60949 } }, "second_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.45829 } } }
# | 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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