Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622750.5546 | 674618.714 | -51868.1594 | -80361.4822 | 123808.0582 | -204169.5404 |
Total P&L (%) | 622.7506 | 674.6187 | -51.8682 | -80.3615 | 123.8081 | -204.1695 |
Avg Daily Profit (%) | 0.2688 | 0.2912 | -0.0224 | -0.0702 | 0.0348 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154447 | -154842 | -80859 | -896403 | -845126 | -260509 |
Profit Factor | 1.769 | 2.0835 | 0.7229 | 0.9594 | 1.0793 | 0.5079 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 52.6882 | 54.3478 | 51.0638 | 52.6882 | 54.3478 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.5885 | 1.7501 | 0.6928 | 0.8615 | 0.9066 | 0.4867 |
Largest Winning Trade | 338102 | 338102 | 19225 | 647624 | 647624 | 57244 |
Largest Losing Trade | -90505 | -90505 | -25638 | -508051 | -508051 | -189118 |
Avg Bars in Trades | 143 | 281 | 7 | 143 | 281 | 7 |
Avg Bars in Winners | 97 | 181 | 9 | 97 | 181 | 9 |
Avg Bars in Losers | 194 | 400 | 5 | 194 | 400 | 5 |
Bars Traded | 13311 | 12941 | 371 | 13311 | 12941 | 371 |
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 | 452758 | 482962 | -580281 | -580181 | -280815 | -580281 |
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{ "first_band": { "type": "bbl", "factors": { "length": 28, "offset": 0, "std": 4.10262 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13901, "evaluation_days": 2316.83, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1559750400000, "last_datapoint_time": 1759550400000, "evaluation_time": 1759568714667, "expiration_time": 1765555632000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 28, "offset": 0, "std": 4.10262 } }, "second_band": { "type": "ssf", "factors": { "length": 137, "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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