Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257313.3039 | 245439.4533 | 11873.8506 | 48733.4517 | 23147.0135 | 25586.4383 |
Total P&L (%) | 257.3133 | 245.4395 | 11.8739 | 48.7335 | 23.147 | 25.5864 |
Avg Daily Profit (%) | 0.2383 | 0.2273 | 0.011 | 0.0368 | 0.0193 | 0.0211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110252 | -88537 | -44999 | -331078 | -261367 | -183741 |
Profit Factor | 1.6902 | 2.1201 | 1.0773 | 1.0493 | 1.0384 | 1.0664 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 40.625 | 51.5152 | 46.1538 | 40.625 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.9719 | 3.0986 | 1.0139 | 1.2242 | 1.5177 | 1.0037 |
Largest Winning Trade | 270088 | 270088 | 36853 | 205527 | 205527 | 108858 |
Largest Losing Trade | -37906 | -37906 | -19353 | -153232 | -153232 | -48756 |
Avg Bars in Trades | 44 | 58 | 30 | 44 | 58 | 30 |
Avg Bars in Winners | 53 | 83 | 31 | 53 | 83 | 31 |
Avg Bars in Losers | 35 | 41 | 29 | 35 | 41 | 29 |
Bars Traded | 2871 | 1869 | 1002 | 2871 | 1869 | 1002 |
Profit Streak | 86.7533 | 86.7533 | 144.42 | 86.7533 | 86.7533 | 144.42 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125259 | 315603 | -419642 | -447885 | -352167 | -314100 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 1.80221 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } } }
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{ "trading_pair": "APT_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3239, "evaluation_days": 1079.67, "actual_first_datapoint_time": 1666137600000, "first_datapoint_time": 1669996800000, "last_datapoint_time": 1759392000000, "evaluation_time": 1759399487524, "expiration_time": 1762190496000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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