Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498163.341 | 457684.3365 | 40479.0045 | 509430.2923 | 436745.825 | 72684.4674 |
Total P&L (%) | 498.1633 | 457.6843 | 40.479 | 509.4303 | 436.7458 | 72.6845 |
Avg Daily Profit (%) | 0.2341 | 0.2151 | 0.019 | 0.085 | 0.079 | 0.0257 |
Buy And Hold Return (%) | 150.8367 | 150.8367 | 150.8367 | 150.8367 | 150.8367 | 150.8367 |
Max Trade Drawdown | -146057 | -160473 | -16270 | -824497 | -865614 | -92190 |
Profit Factor | 1.7321 | 1.8158 | 1.3389 | 1.1785 | 1.1805 | 1.1671 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 106 | 48 | 58 | 106 | 48 | 58 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 49.7653 | 45.283 | 54.2056 | 49.7653 | 45.283 | 54.2056 |
Ratio Avg Win / Avg Loss | 1.7484 | 2.194 | 1.1312 | 1.1896 | 1.4264 | 0.986 |
Largest Winning Trade | 173304 | 173304 | 33936 | 342805 | 342805 | 43112 |
Largest Losing Trade | -63627 | -63627 | -11735 | -370695 | -370695 | -49419 |
Avg Bars in Trades | 19 | 38 | 1 | 19 | 38 | 1 |
Avg Bars in Winners | 19 | 41 | 1 | 19 | 41 | 1 |
Avg Bars in Losers | 19 | 35 | 1 | 19 | 35 | 1 |
Bars Traded | 4182 | 4068 | 113 | 4182 | 4068 | 113 |
Profit Streak | 26.8886 | 0 | 41.8886 | 26.8886 | 0 | 41.8886 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367065 | 216277 | -331795 | -104258 | -114772 | -361627 |
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{ "first_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 1.37989 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "trading_pair": "BCH_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4256, "evaluation_days": 2128, "actual_first_datapoint_time": 1574899200000, "first_datapoint_time": 1574985600000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759007976647, "expiration_time": 1764230976000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 1.37989 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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