Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75492.3491 | 25793.9429 | 49698.4062 | 104173.71 | 35850.8783 | 68322.8317 |
Total P&L (%) | 75.4923 | 25.7939 | 49.6984 | 104.1737 | 35.8509 | 68.3228 |
Avg Daily Profit (%) | 0.8696 | 0.2971 | 0.5725 | 0.8256 | 0.3536 | 0.6016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14355 | -11348 | -10561 | -30226 | -22566 | -17036 |
Profit Factor | 2.2996 | 2.1363 | 2.4044 | 2.0379 | 1.8828 | 2.1433 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 63.8554 | 59.5238 | 68.2927 | 63.8554 | 59.5238 | 68.2927 |
Ratio Avg Win / Avg Loss | 1.3017 | 1.4527 | 1.1163 | 1.1535 | 1.2803 | 0.9951 |
Largest Winning Trade | 8658 | 8658 | 6906 | 13687 | 13687 | 11557 |
Largest Losing Trade | -10247 | -7214 | -10247 | -16575 | -14417 | -16575 |
Avg Bars in Trades | 282 | 145 | 423 | 282 | 145 | 423 |
Avg Bars in Winners | 225 | 129 | 312 | 225 | 129 | 312 |
Avg Bars in Losers | 383 | 169 | 662 | 383 | 169 | 662 |
Bars Traded | 23467 | 6121 | 17346 | 23467 | 6121 | 17346 |
Profit Streak | 0.7302 | 0.7336 | 0 | 0.7302 | 0.7336 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421249 | 144995 | 481486 | 401688 | 176928 | 457247 |
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{ "first_band": { "type": "bbm", "factors": { "length": 61, "offset": 0, "std": 1.43071 } }, "second_band": { "type": "dcl", "factors": { "length": 236, "offset": 171 } } }
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{ "trading_pair": "ALGO_USDT", "interval": "5m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 86.81, "actual_first_datapoint_time": 1752464100000, "first_datapoint_time": 1752585900000, "last_datapoint_time": 1759963800000, "evaluation_time": 1759964185008, "expiration_time": 1766443800000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 61, "offset": 0, "std": 1.43071 } }, "second_band": { "type": "dcl", "factors": { "length": 236, "offset": 171 } } }
# | 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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