Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160455.4887 | 100883.3231 | 59572.1656 | 219962.4496 | 181518.246 | 38444.2036 |
Total P&L (%) | 160.4555 | 100.8833 | 59.5722 | 219.9625 | 181.5182 | 38.4442 |
Avg Daily Profit (%) | 0.6025 | 0.3788 | 0.2237 | 0.4377 | 0.3894 | 0.1222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53621 | -23356 | -64699 | -135910 | -44791 | -164714 |
Profit Factor | 1.5589 | 1.8077 | 1.3673 | 1.4337 | 1.8916 | 1.1266 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 44.697 | 43.9394 | 45.4545 | 44.697 | 43.9394 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.9288 | 2.3064 | 1.6408 | 1.7739 | 2.4134 | 1.352 |
Largest Winning Trade | 39267 | 39267 | 26857 | 87800 | 87800 | 44753 |
Largest Losing Trade | -17205 | -11381 | -17205 | -39969 | -22463 | -39969 |
Avg Bars in Trades | 94 | 94 | 94 | 94 | 94 | 94 |
Avg Bars in Winners | 131 | 134 | 128 | 131 | 134 | 128 |
Avg Bars in Losers | 64 | 62 | 66 | 64 | 62 | 66 |
Bars Traded | 12467 | 6224 | 6243 | 12467 | 6224 | 6243 |
Profit Streak | 279.095 | 279.095 | 289.3033 | 279.095 | 279.095 | 289.3033 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435544 | -115024 | -117476 | 357289 | -114772 | -239630 |
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{ "first_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 2.97566 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.76347 } } }
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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": 1713889800000, "last_datapoint_time": 1736735400000, "evaluation_time": 1759315605047, "expiration_time": 1740048753600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 2.97566 } }, "second_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.76347 } } }
# | 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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