Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381778.0208 | 368921.8618 | 12856.1591 | 8339.9523 | 563043.0021 | -554703.0498 |
Total P&L (%) | 381.778 | 368.9219 | 12.8562 | 8.34 | 563.043 | -554.7031 |
Avg Daily Profit (%) | 0.3542 | 0.3422 | 0.0119 | 0.0074 | 0.1756 | 0 |
Buy And Hold Return (%) | 26.7842 | 26.7842 | 26.7842 | 26.7842 | 26.7842 | 26.7842 |
Max Trade Drawdown | -195436 | -80593 | -114843 | -1160999 | -301761 | -1007443 |
Profit Factor | 1.9129 | 3.0736 | 1.0535 | 1.0033 | 1.7399 | 0.6924 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 54.2857 | 45.7143 | 62.8571 | 54.2857 | 45.7143 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.6109 | 3.6499 | 0.6225 | 0.8448 | 2.0662 | 0.4092 |
Largest Winning Trade | 398185 | 398185 | 26103 | 398185 | 398185 | 226003 |
Largest Losing Trade | -68611 | -41732 | -68611 | -515123 | -130505 | -515123 |
Avg Bars in Trades | 42 | 30 | 55 | 42 | 30 | 55 |
Avg Bars in Winners | 46 | 33 | 55 | 46 | 33 | 55 |
Avg Bars in Losers | 38 | 27 | 53 | 38 | 27 | 53 |
Bars Traded | 2990 | 1060 | 1930 | 2990 | 1060 | 1930 |
Profit Streak | 46.2583 | 46.2583 | 52.925 | 46.2583 | 46.2583 | 52.925 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83954 | 489245 | -503381 | -663818 | 360333 | -578135 |
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{ "first_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 3.62167 } }, "second_band": { "type": "dcl", "factors": { "length": 221, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3234, "evaluation_days": 1078, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1672473600000, "last_datapoint_time": 1759248000000, "evaluation_time": 1759270319325, "expiration_time": 1762042176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 3.62167 } }, "second_band": { "type": "dcl", "factors": { "length": 221, "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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