Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 698455.3976 | 604888.6271 | 93566.7705 | 665338.6212 | 279488.7209 | 385849.9003 |
Total P&L (%) | 698.4554 | 604.8886 | 93.5668 | 665.3386 | 279.4887 | 385.8499 |
Avg Daily Profit (%) | 0.372 | 0.3222 | 0.0498 | 0.1085 | 0.0711 | 0.0842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66891 | -97488 | -45632 | -321201 | -405147 | -191580 |
Profit Factor | 2.5543 | 3.1392 | 1.5616 | 1.34 | 1.2125 | 1.6015 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 2.6853 | 3.4697 | 1.5616 | 1.4088 | 1.3401 | 1.6015 |
Largest Winning Trade | 508728 | 508728 | 47393 | 373063 | 373063 | 184409 |
Largest Losing Trade | -38743 | -38743 | -29255 | -196954 | -196954 | -145333 |
Avg Bars in Trades | 138 | 164 | 111 | 138 | 164 | 111 |
Avg Bars in Winners | 174 | 201 | 148 | 174 | 201 | 148 |
Avg Bars in Losers | 103 | 131 | 74 | 103 | 131 | 74 |
Bars Traded | 11049 | 6590 | 4459 | 11049 | 6590 | 4459 |
Profit Streak | 33.0488 | 37.5488 | 0 | 33.0488 | 37.5488 | 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 | -9344 | 528533 | -123536 | -71177 | -98910 | -77441 |
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{ "first_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.83104 } }, "second_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } } }
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{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11265, "evaluation_days": 1877.5, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1600257600000, "last_datapoint_time": 1759982400000, "evaluation_time": 1759986619723, "expiration_time": 1764848880000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.83104 } }, "second_band": { "type": "midpoint", "factors": { "length": 112, "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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