Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91649.7517 | 164149.1607 | -72499.409 | -100088.6823 | -19.0817 | -100069.6007 |
Total P&L (%) | 91.6498 | 164.1492 | -72.4994 | -100.0887 | -0.0191 | -100.0696 |
Avg Daily Profit (%) | 0.088 | 0.1576 | -0.0696 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138624 | -77940 | -130302 | -291 | -232 | -74 |
Profit Factor | 1.1518 | 1.6051 | 0.7819 | 0.0073 | 0.9427 | 0.0042 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 22 | 29 | 33 | 20 | 13 |
Losing Trades | 34 | 20 | 14 | 52 | 22 | 30 |
Profitability (%) | 60 | 52.381 | 67.4419 | 38.8235 | 47.619 | 30.2326 |
Ratio Avg Win / Avg Loss | 0.7679 | 1.4592 | 0.3775 | 0.0115 | 1.037 | 0.0097 |
Largest Winning Trade | 117076 | 117076 | 36870 | 298 | 100 | 298 |
Largest Losing Trade | -100299 | -64435 | -100299 | -100299 | -108 | -100299 |
Avg Bars in Trades | 283 | 320 | 246 | 283 | 320 | 246 |
Avg Bars in Winners | 196 | 204 | 189 | 400 | 448 | 327 |
Avg Bars in Losers | 414 | 448 | 365 | 208 | 204 | 211 |
Bars Traded | 24093 | 13481 | 10612 | 24093 | 13481 | 10612 |
Profit Streak | 8.1624 | 0 | 77.1624 | 0 | 29.7874 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128208 | 343349 | -577047 | -584619 | -578898 | -588136 |
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{ "first_band": { "type": "t3", "factors": { "length": 82, "offset": 0, "a": 0.62551 } }, "second_band": { "type": "midpoint", "factors": { "length": 166, "offset": 188 } } }
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{ "trading_pair": "LPT_USDT", "interval": "1h", "packets": 25000, "actual_packets": 25000, "evaluation_days": 1041.67, "actual_first_datapoint_time": 1670270400000, "first_datapoint_time": 1671541200000, "last_datapoint_time": 1760270400000, "evaluation_time": 1760273634498, "expiration_time": 1766750400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 82, "offset": 0, "a": 0.62551 } }, "second_band": { "type": "midpoint", "factors": { "length": 166, "offset": 188 } } }
# | 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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