Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308496.3516 | 258886.8641 | 49609.4875 | 448450.7627 | 323816.5348 | 124634.2279 |
Total P&L (%) | 308.4964 | 258.8869 | 49.6095 | 448.4508 | 323.8165 | 124.6342 |
Avg Daily Profit (%) | 0.216 | 0.1812 | 0.0347 | 0.1192 | 0.1011 | 0.0567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59345 | -47442 | -36259 | -238848 | -199984 | -87288 |
Profit Factor | 2.1047 | 2.9225 | 1.3431 | 1.7989 | 2.0383 | 1.4996 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 58.7302 | 58.0645 | 59.375 | 58.7302 | 58.0645 | 59.375 |
Ratio Avg Win / Avg Loss | 1.479 | 2.1107 | 0.919 | 1.2641 | 1.4721 | 1.026 |
Largest Winning Trade | 151348 | 151348 | 28080 | 129860 | 129860 | 98091 |
Largest Losing Trade | -43359 | -43359 | -33264 | -182412 | -182412 | -87288 |
Avg Bars in Trades | 35 | 62 | 9 | 35 | 62 | 9 |
Avg Bars in Winners | 31 | 53 | 10 | 31 | 53 | 10 |
Avg Bars in Losers | 41 | 74 | 9 | 41 | 74 | 9 |
Bars Traded | 2233 | 1923 | 310 | 2233 | 1923 | 310 |
Profit Streak | 153.1113 | 160.6113 | 153.1113 | 153.1113 | 160.6113 | 153.1113 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -137717 | 555440 | -146346 | -179921 | -52795 | -113100 |
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{ "first_band": { "type": "bbl", "factors": { "length": 13, "offset": 0, "std": 3.35065 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } } }
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{ "trading_pair": "ENS_USDT", "interval": "12h", "packets": 25000, "actual_packets": 2857, "evaluation_days": 1428.5, "actual_first_datapoint_time": 1636502400000, "first_datapoint_time": 1641470400000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759891213504, "expiration_time": 1763584272000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 13, "offset": 0, "std": 3.35065 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "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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