Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -101423.2314 | 13244.9032 | -114668.1346 | -101098.1418 | 179306.4948 | -280404.6366 |
Total P&L (%) | -101.4232 | 13.2449 | -114.6681 | -101.0981 | 179.3065 | -280.4046 |
Avg Daily Profit (%) | -0.1947 | 0.0254 | -0.2202 | 0 | 0.1974 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -251292 | -134541 | -183822 | -347890 | -70408 | -385520 |
Profit Factor | 0.9044 | 1.0295 | 0.8128 | 0.8799 | 1.7354 | 0.5309 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 167 | 77 | 90 | 204 | 112 | 92 |
Losing Trades | 216 | 115 | 101 | 179 | 80 | 99 |
Profitability (%) | 43.6031 | 40.1042 | 47.1204 | 53.2637 | 58.3333 | 48.1675 |
Ratio Avg Win / Avg Loss | 1.1698 | 1.5376 | 0.9122 | 0.772 | 1.2396 | 0.5713 |
Largest Winning Trade | 40239 | 35572 | 40239 | 57335 | 57335 | 42460 |
Largest Losing Trade | -102931 | -17738 | -102931 | -258792 | -23288 | -258792 |
Avg Bars in Trades | 64 | 59 | 69 | 64 | 59 | 69 |
Avg Bars in Winners | 77 | 67 | 85 | 63 | 61 | 65 |
Avg Bars in Losers | 54 | 54 | 55 | 65 | 56 | 73 |
Bars Traded | 24734 | 11437 | 13297 | 24734 | 11437 | 13297 |
Profit Streak | 0 | 0 | 8.4312 | 3.3895 | 30.2228 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580165 | -414637 | -581350 | -579703 | 444397 | -581614 |
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{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 30, "offset": 0, "a": 0.78453 } } }
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{ "trading_pair": "RSR_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1715101200000, "first_datapoint_time": 1715324400000, "last_datapoint_time": 1760099400000, "evaluation_time": 1760100651568, "expiration_time": 1766579400000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 30, "offset": 0, "a": 0.78453 } } }
# | 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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