Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2791843.3687 | 2749442.152 | 42401.2167 | 269925.8882 | -287248.3379 | 557174.2261 |
Total P&L (%) | 2791.8434 | 2749.4422 | 42.4012 | 269.9259 | -287.2483 | 557.1742 |
Avg Daily Profit (%) | 1.2025 | 1.1843 | 0.0183 | 0.0564 | 0 | 0.0811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166715 | -196397 | -68604 | -3622965 | -4699719 | -2198358 |
Profit Factor | 4.2397 | 5.9551 | 1.1382 | 1.0208 | 0.9666 | 1.1278 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 38.835 | 35.2941 | 42.3077 | 38.835 | 35.2941 | 42.3077 |
Ratio Avg Win / Avg Loss | 6.6776 | 10.9177 | 1.552 | 1.6078 | 1.7721 | 1.538 |
Largest Winning Trade | 2641300 | 2641300 | 38392 | 2406430 | 2406430 | 1085897 |
Largest Losing Trade | -64691 | -64691 | -44077 | -1944336 | -1944336 | -764818 |
Avg Bars in Trades | 61 | 98 | 26 | 61 | 98 | 26 |
Avg Bars in Winners | 68 | 107 | 37 | 68 | 107 | 37 |
Avg Bars in Losers | 57 | 93 | 18 | 57 | 93 | 18 |
Bars Traded | 6368 | 5006 | 1362 | 6368 | 5006 | 1362 |
Profit Streak | 16.5413 | 0 | 56.5413 | 16.5413 | 0 | 56.5413 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 621317 | -163779 | -420104 | -317656 | -763774 | -345226 |
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{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 4.56256 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6965, "evaluation_days": 2321.67, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563753600000, "last_datapoint_time": 1759910400000, "evaluation_time": 1759928371700, "expiration_time": 1765928160000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 4.56256 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "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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