Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 256988.7076 | 32713.0512 | 224275.6565 | 100732.0412 | 840.6037 | 99891.4375 |
Total P&L (%) | 256.9887 | 32.7131 | 224.2757 | 100.732 | 0.8406 | 99.8914 |
Avg Daily Profit (%) | 0.1703 | 0.0217 | 0.1486 | 0.0462 | 0.0006 | 0.0459 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120646 | -79408 | -77457 | -476649 | -231599 | -400314 |
Profit Factor | 1.6979 | 1.1338 | 2.8114 | 1.0918 | 1.0015 | 1.1902 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 76.1905 | 71.4286 | 80.9524 | 76.1905 | 71.4286 | 80.9524 |
Ratio Avg Win / Avg Loss | 0.5306 | 0.4535 | 0.6615 | 0.3412 | 0.4006 | 0.28 |
Largest Winning Trade | 56351 | 56351 | 37326 | 197282 | 197282 | 64965 |
Largest Losing Trade | -68682 | -64062 | -68682 | -375953 | -183419 | -375953 |
Avg Bars in Trades | 50 | 59 | 41 | 50 | 59 | 41 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 118 | 130 | 98 | 118 | 130 | 98 |
Bars Traded | 4232 | 2482 | 1750 | 4232 | 2482 | 1750 |
Profit Streak | 74.4898 | 74.4898 | 266.8232 | 74.4898 | 74.4898 | 266.8232 |
Trades During Streak | 9 | 4 | 9 | 9 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479833 | -237506 | 482949 | -246920 | -574178 | -139066 |
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{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 2.23763 } }, "second_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 3 } } }
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{ "trading_pair": "MINA_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4528, "evaluation_days": 1509.33, "actual_first_datapoint_time": 1628553600000, "first_datapoint_time": 1633766400000, "last_datapoint_time": 1758931200000, "evaluation_time": 1758944722372, "expiration_time": 1762843392000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 2.23763 } }, "second_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 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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