Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219264.1501 | -9694.8302 | 228958.9803 | 194350.1495 | -83561.3302 | 277911.4797 |
Total P&L (%) | 219.2642 | -9.6948 | 228.959 | 194.3502 | -83.5613 | 277.9115 |
Avg Daily Profit (%) | 0.1437 | -0.0064 | 0.15 | 0.0708 | -0.1182 | 0.0872 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70533 | -99440 | -36755 | -145454 | -127968 | -70579 |
Profit Factor | 1.6853 | 0.9498 | 2.8064 | 1.3574 | 0.7406 | 2.2531 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 46.5517 | 34.4828 | 58.6207 | 46.5517 | 34.4828 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.935 | 1.8047 | 1.981 | 1.5584 | 1.4071 | 1.5904 |
Largest Winning Trade | 72465 | 66843 | 72465 | 94778 | 64441 | 94778 |
Largest Losing Trade | -34002 | -24982 | -34002 | -64826 | -41235 | -64826 |
Avg Bars in Trades | 50 | 34 | 67 | 50 | 34 | 67 |
Avg Bars in Winners | 79 | 54 | 93 | 79 | 54 | 93 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 2945 | 990 | 1954 | 2945 | 990 | 1954 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -178872 | -584089 | 490066 | -277738 | -585200 | -71241 |
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{ "first_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 3.86487 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "FLOW_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3052, "evaluation_days": 1526, "actual_first_datapoint_time": 1627646400000, "first_datapoint_time": 1630540800000, "last_datapoint_time": 1759449600000, "evaluation_time": 1759492575706, "expiration_time": 1763404992000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 3.86487 } }, "second_band": { "type": "ssf", "factors": { "length": 21, "offset": 0, "poles": 3 } } }
# | 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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