Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3379369.7506 | 3377469.2959 | 1900.4547 | 39282520.0698 | 41963077.065 | -2680556.9952 |
Total P&L (%) | 3379.3698 | 3377.4693 | 1.9005 | 39282.5201 | 41963.0771 | -2680.557 |
Avg Daily Profit (%) | 1.8487 | 1.8476 | 0.001 | 0.3274 | 0.3311 | 0 |
Buy And Hold Return (%) | 7238.9297 | 7238.9297 | 7238.9297 | 7238.9297 | 7238.9297 | 7238.9297 |
Max Trade Drawdown | -128297 | -157164 | -32284 | -42377536 | -44405075 | -6063225 |
Profit Factor | 8.9125 | 10.434 | 1.0275 | 1.4765 | 1.5925 | 0.7692 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 40 | 40.5405 | 39.4737 | 40 | 40.5405 | 39.4737 |
Ratio Avg Win / Avg Loss | 13.3687 | 15.3032 | 1.5755 | 2.2147 | 2.3356 | 1.1794 |
Largest Winning Trade | 2455098 | 2455098 | 19904 | 37595509 | 37595509 | 2298125 |
Largest Losing Trade | -45563 | -45563 | -17898 | -15022806 | -15022806 | -3063123 |
Avg Bars in Trades | 268 | 537 | 6 | 268 | 537 | 6 |
Avg Bars in Winners | 480 | 954 | 6 | 480 | 954 | 6 |
Avg Bars in Losers | 127 | 254 | 6 | 127 | 254 | 6 |
Bars Traded | 20161 | 19905 | 256 | 20161 | 19905 | 256 |
Profit Streak | 0 | 417.0303 | 0 | 0 | 417.0303 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -208339 | -145884 | -550155 | -54814 | 310579 | -582914 |
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{ "first_band": { "type": "bbl", "factors": { "length": 142, "offset": 0, "std": 1.30106 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } } }
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{ "trading_pair": "FTM_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21936, "evaluation_days": 1828, "actual_first_datapoint_time": 1578729600000, "first_datapoint_time": 1579744800000, "last_datapoint_time": 1736733600000, "evaluation_time": 1758869020985, "expiration_time": 1742419411200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 142, "offset": 0, "std": 1.30106 } }, "second_band": { "type": "dcm", "factors": { "length": 77, "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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