Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 392758.8314 | 229659.1315 | 163099.7 | 505111.7607 | -486855.6643 | 991967.425 |
Total P&L (%) | 392.7588 | 229.6591 | 163.0997 | 505.1118 | -486.8557 | 991.9674 |
Avg Daily Profit (%) | 0.2868 | 0.1677 | 0.1191 | 0.1315 | 0 | 0.1747 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134735 | -100205 | -64073 | -2040274 | -1693036 | -636363 |
Profit Factor | 1.8073 | 1.6825 | 2.0875 | 1.1422 | 0.8145 | 2.0688 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 53.0864 | 52.5 | 53.6585 | 53.0864 | 52.5 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.5972 | 1.5222 | 1.8029 | 1.0094 | 0.7369 | 1.7867 |
Largest Winning Trade | 143504 | 143504 | 37717 | 692584 | 692584 | 535851 |
Largest Losing Trade | -38302 | -37312 | -38302 | -670246 | -670246 | -252198 |
Avg Bars in Trades | 46 | 66 | 26 | 46 | 66 | 26 |
Avg Bars in Winners | 52 | 70 | 35 | 52 | 70 | 35 |
Avg Bars in Losers | 39 | 62 | 17 | 39 | 62 | 17 |
Bars Traded | 3762 | 2664 | 1098 | 3762 | 2664 | 1098 |
Profit Streak | 41.9698 | 0 | 62.9698 | 41.9698 | 0 | 62.9698 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3535 | 391839 | -28716 | -96483 | -580425 | 471652 |
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{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 1.1935 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "offset": 0 } } }
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{ "trading_pair": "IMX_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4109, "evaluation_days": 1369.67, "actual_first_datapoint_time": 1641801600000, "first_datapoint_time": 1644364800000, "last_datapoint_time": 1760112000000, "evaluation_time": 1760138193616, "expiration_time": 1763662176000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 74, "offset": 0, "std": 1.1935 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "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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