Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279973.4143 | 67868.8289 | 212104.5854 | 275249.0492 | 17773.1773 | 257475.872 |
Total P&L (%) | 279.9734 | 67.8688 | 212.1046 | 275.249 | 17.7732 | 257.4759 |
Avg Daily Profit (%) | 0.2164 | 0.0525 | 0.1639 | 0.1023 | 0.0126 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116229 | -117315 | -37233 | -228538 | -177217 | -85964 |
Profit Factor | 1.7218 | 1.2546 | 2.7476 | 1.3843 | 1.04 | 1.9473 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 66.129 | 54.8387 | 77.4194 | 66.129 | 54.8387 | 77.4194 |
Ratio Avg Win / Avg Loss | 0.8819 | 1.0332 | 0.8014 | 0.7091 | 0.8565 | 0.568 |
Largest Winning Trade | 103258 | 103258 | 42386 | 90892 | 90892 | 62370 |
Largest Losing Trade | -37233 | -33670 | -37233 | -85964 | -79501 | -85964 |
Avg Bars in Trades | 81 | 89 | 73 | 81 | 89 | 73 |
Avg Bars in Winners | 52 | 50 | 53 | 52 | 50 | 53 |
Avg Bars in Losers | 138 | 136 | 144 | 138 | 136 | 144 |
Bars Traded | 5056 | 2770 | 2286 | 5056 | 2770 | 2286 |
Profit Streak | 82.9169 | 82.9169 | 121.9169 | 82.9169 | 82.9169 | 121.9169 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146705 | -121647 | 530937 | -212468 | -360966 | -55563 |
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{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 3.33013 } }, "second_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "APE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 5175, "evaluation_days": 1293.75, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1648987200000, "last_datapoint_time": 1759276800000, "evaluation_time": 1759291217509, "expiration_time": 1762630200000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 3.33013 } }, "second_band": { "type": "ssf", "factors": { "length": 159, "offset": 0, "poles": 3 } } }
# | 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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