Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 161756.0702 | 61889.4397 | 99866.6305 | 180552.7379 | 59275.9246 | 121276.8133 |
Total P&L (%) | 161.7561 | 61.8894 | 99.8666 | 180.5527 | 59.2759 | 121.2768 |
Avg Daily Profit (%) | 0.3106 | 0.1188 | 0.1917 | 0.1983 | 0.0894 | 0.1526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68100 | -71449 | -38532 | -295124 | -325005 | -135558 |
Profit Factor | 1.2295 | 1.1739 | 1.2862 | 1.0848 | 1.0531 | 1.1198 |
Total Trades | 516 | 258 | 258 | 516 | 258 | 258 |
Winning Trades | 293 | 142 | 151 | 293 | 142 | 151 |
Losing Trades | 223 | 116 | 107 | 223 | 116 | 107 |
Profitability (%) | 56.7829 | 55.0388 | 58.5271 | 56.7829 | 55.0388 | 58.5271 |
Ratio Avg Win / Avg Loss | 0.9358 | 0.9589 | 0.9114 | 0.8256 | 0.8603 | 0.7935 |
Largest Winning Trade | 27639 | 27639 | 17846 | 95142 | 95142 | 52871 |
Largest Losing Trade | -33653 | -33653 | -15537 | -142806 | -142806 | -65960 |
Avg Bars in Trades | 47 | 49 | 46 | 47 | 49 | 46 |
Avg Bars in Winners | 40 | 43 | 38 | 40 | 43 | 38 |
Avg Bars in Losers | 57 | 57 | 58 | 57 | 57 | 58 |
Bars Traded | 24746 | 12760 | 11986 | 24746 | 12760 | 11986 |
Profit Streak | 0 | 0 | 9.7805 | 0 | 0 | 9.7805 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344132 | -64965 | 299524 | -118307 | -237236 | -80793 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 85, "offset": 174, "std": 2.80027 } } }
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{ "trading_pair": "FIL_USDT", "interval": "30m", "packets": 25000, "actual_packets": 25000, "evaluation_days": 520.83, "actual_first_datapoint_time": 1713727800000, "first_datapoint_time": 1713974400000, "last_datapoint_time": 1758726000000, "evaluation_time": 1759000431961, "expiration_time": 1765206000000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 85, "offset": 174, "std": 2.80027 } } }
# | 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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