Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74898.1882 | 4959.62 | 69938.5682 | 80606.2504 | -814.0777 | 81420.3281 |
Total P&L (%) | 74.8982 | 4.9596 | 69.9386 | 80.6063 | -0.8141 | 81.4203 |
Avg Daily Profit (%) | 0.2876 | 0.019 | 0.2686 | 0.2273 | -0.0031 | 0.229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52481 | -23384 | -36786 | -119897 | -52622 | -86873 |
Profit Factor | 1.369 | 1.0654 | 1.5501 | 1.1891 | 0.9947 | 1.298 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Losing Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Profitability (%) | 55.1136 | 54.5455 | 55.6818 | 55.1136 | 54.5455 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.1149 | 0.8878 | 1.2337 | 0.9685 | 0.8289 | 1.0331 |
Largest Winning Trade | 21292 | 9306 | 21292 | 29497 | 12942 | 29497 |
Largest Losing Trade | -18105 | -6800 | -18105 | -41461 | -13300 | -41461 |
Avg Bars in Trades | 140 | 26 | 254 | 140 | 26 | 254 |
Avg Bars in Winners | 117 | 26 | 205 | 117 | 26 | 205 |
Avg Bars in Losers | 169 | 27 | 314 | 169 | 27 | 314 |
Bars Traded | 24723 | 2365 | 22358 | 24723 | 2365 | 22358 |
Profit Streak | 6.4165 | 6.4165 | 7.0519 | 6.4165 | 6.4165 | 7.0519 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368259 | -483612 | 342748 | -4957 | -580934 | 275255 |
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{ "first_band": { "type": "bbu", "factors": { "length": 201, "offset": 0, "std": 2.39087 } }, "second_band": { "type": "midpoint", "factors": { "length": 133, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "15m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 260.42, "actual_first_datapoint_time": 1736227800000, "first_datapoint_time": 1736346600000, "last_datapoint_time": 1758726900000, "evaluation_time": 1758947386545, "expiration_time": 1765206900000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 201, "offset": 0, "std": 2.39087 } }, "second_band": { "type": "midpoint", "factors": { "length": 133, "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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