Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58895.1005 | 88443.3908 | -29548.2902 | -24866.5262 | 30552.1942 | -55418.7203 |
Total P&L (%) | 58.8951 | 88.4434 | -29.5483 | -24.8665 | 30.5522 | -55.4187 |
Avg Daily Profit (%) | 0.1131 | 0.1698 | -0.0567 | -0.0549 | 0.0512 | -0.155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120353 | -85977 | -46255 | -170994 | -107307 | -67402 |
Profit Factor | 1.2119 | 1.4324 | 0.5974 | 0.9153 | 1.1505 | 0.388 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 49.3976 | 48.7805 | 50 | 49.3976 | 48.7805 | 50 |
Ratio Avg Win / Avg Loss | 1.2415 | 1.504 | 0.5974 | 0.9376 | 1.2081 | 0.388 |
Largest Winning Trade | 63084 | 63084 | 11042 | 83420 | 83420 | 13150 |
Largest Losing Trade | -56011 | -56011 | -15157 | -62044 | -62044 | -32687 |
Avg Bars in Trades | 267 | 524 | 16 | 267 | 524 | 16 |
Avg Bars in Winners | 153 | 297 | 17 | 153 | 297 | 17 |
Avg Bars in Losers | 378 | 741 | 15 | 378 | 741 | 15 |
Bars Traded | 22205 | 21513 | 691 | 22205 | 21513 | 691 |
Profit Streak | 48.0368 | 48.3701 | 48.0368 | 48.0368 | 48.3701 | 48.0368 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44320 | 321176 | -580464 | -581869 | -182979 | -580464 |
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{ "first_band": { "type": "bbl", "factors": { "length": 230, "offset": 0, "std": 3.48902 } }, "second_band": { "type": "wma", "factors": { "length": 239, "offset": 0 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1714156200000, "last_datapoint_time": 1758726000000, "evaluation_time": 1758874976176, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 230, "offset": 0, "std": 3.48902 } }, "second_band": { "type": "wma", "factors": { "length": 239, "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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