Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405049.6836 | 286821.7958 | 118227.8877 | 595437.932 | 171750.8925 | 423687.0395 |
Total P&L (%) | 405.0497 | 286.8218 | 118.2279 | 595.4379 | 171.7509 | 423.687 |
Avg Daily Profit (%) | 0.3888 | 0.2753 | 0.1135 | 0.1864 | 0.096 | 0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135814 | -101035 | -72189 | -652074 | -572299 | -298006 |
Profit Factor | 1.4416 | 1.5993 | 1.2695 | 1.1821 | 1.0968 | 1.2833 |
Total Trades | 279 | 140 | 139 | 279 | 140 | 139 |
Winning Trades | 117 | 52 | 65 | 117 | 52 | 65 |
Losing Trades | 162 | 88 | 74 | 162 | 88 | 74 |
Profitability (%) | 41.9355 | 37.1429 | 46.7626 | 41.9355 | 37.1429 | 46.7626 |
Ratio Avg Win / Avg Loss | 1.996 | 2.7065 | 1.4453 | 1.6367 | 1.8561 | 1.461 |
Largest Winning Trade | 140934 | 140934 | 30454 | 286602 | 286602 | 195396 |
Largest Losing Trade | -29870 | -18208 | -29870 | -148214 | -143186 | -148214 |
Avg Bars in Trades | 89 | 91 | 86 | 89 | 91 | 86 |
Avg Bars in Winners | 133 | 145 | 123 | 133 | 145 | 123 |
Avg Bars in Losers | 57 | 59 | 54 | 57 | 59 | 54 |
Bars Traded | 24840 | 12771 | 12069 | 24840 | 12771 | 12069 |
Profit Streak | 15.9315 | 15.9315 | 18.2648 | 15.9315 | 15.9315 | 18.2648 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384788 | 240639 | -42459 | -11802 | -182331 | 229377 |
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{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.66628 } }, "second_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 2 } } }
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{ "trading_pair": "GALA_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1669759200000, "first_datapoint_time": 1670025600000, "last_datapoint_time": 1759759200000, "evaluation_time": 1759760480230, "expiration_time": 1766239200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.66628 } }, "second_band": { "type": "ssf", "factors": { "length": 82, "offset": 0, "poles": 2 } } }
# | 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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