Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635359.4857 | 1541586.1655 | 93773.3202 | 786741.5214 | 701389.0848 | 85352.4367 |
Total P&L (%) | 1635.3595 | 1541.5862 | 93.7733 | 786.7415 | 701.3891 | 85.3524 |
Avg Daily Profit (%) | 0.8806 | 0.8301 | 0.0505 | 0.1176 | 0.1121 | 0.0332 |
Buy And Hold Return (%) | 56.3011 | 56.3011 | 56.3011 | 56.3011 | 56.3011 | 56.3011 |
Max Trade Drawdown | -107082 | -121357 | -54720 | -2255042 | -2572631 | -1159295 |
Profit Factor | 2.7227 | 4.0345 | 1.2125 | 1.0491 | 1.083 | 1.0113 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 130 | 52 | 78 | 130 | 52 | 78 |
Losing Trades | 168 | 97 | 71 | 168 | 97 | 71 |
Profitability (%) | 43.6242 | 34.8993 | 52.349 | 43.6242 | 34.8993 | 52.349 |
Ratio Avg Win / Avg Loss | 3.5186 | 7.5258 | 1.1037 | 1.3558 | 2.0202 | 0.9205 |
Largest Winning Trade | 1477136 | 1477136 | 30212 | 1686678 | 1686678 | 568880 |
Largest Losing Trade | -24525 | -24525 | -21547 | -486380 | -486231 | -486380 |
Avg Bars in Trades | 24 | 35 | 13 | 24 | 35 | 13 |
Avg Bars in Winners | 33 | 61 | 14 | 33 | 61 | 14 |
Avg Bars in Losers | 17 | 22 | 11 | 17 | 22 | 11 |
Bars Traded | 7278 | 5328 | 1950 | 7278 | 5328 | 1950 |
Profit Streak | 9.9826 | 0 | 24.9826 | 9.9826 | 0 | 24.9826 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 664250 | 512886 | -133598 | -202088 | -177057 | -366945 |
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{ "first_band": { "type": "bbm", "factors": { "length": 89, "offset": 0, "std": 4.57393 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 4.32097 } } }
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{ "trading_pair": "EGLD_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7428, "evaluation_days": 1857, "actual_first_datapoint_time": 1599091200000, "first_datapoint_time": 1600992000000, "last_datapoint_time": 1759514400000, "evaluation_time": 1759534495603, "expiration_time": 1764327744000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 89, "offset": 0, "std": 4.57393 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 4.32097 } } }
# | 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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