Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639035.5657 | 697019.0118 | -57983.4461 | 142474.3074 | 240545.4886 | -98071.1812 |
Total P&L (%) | 639.0356 | 697.019 | -57.9834 | 142.4743 | 240.5455 | -98.0712 |
Avg Daily Profit (%) | 0.2768 | 0.3019 | -0.0251 | 0.0384 | 0.0531 | -0.1708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134000 | -40171 | -292997 | -191820 | -102597 | -282410 |
Profit Factor | 1.84 | 4.0629 | 0.8912 | 1.1396 | 1.715 | 0.8566 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 37.8947 | 39.5833 | 36.1702 | 37.8947 | 39.5833 | 36.1702 |
Ratio Avg Win / Avg Loss | 3.0156 | 6.2013 | 1.5728 | 1.8677 | 2.6177 | 1.5117 |
Largest Winning Trade | 309180 | 309180 | 91104 | 168713 | 152053 | 168713 |
Largest Losing Trade | -55507 | -19778 | -55507 | -88884 | -41540 | -88884 |
Avg Bars in Trades | 64 | 22 | 107 | 64 | 22 | 107 |
Avg Bars in Winners | 137 | 41 | 245 | 137 | 41 | 245 |
Avg Bars in Losers | 20 | 10 | 30 | 20 | 10 | 30 |
Bars Traded | 6166 | 1096 | 5070 | 6166 | 1096 | 5070 |
Profit Streak | 0 | 0 | 138.3213 | 0 | 0 | 138.3213 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278314 | 443944 | -582727 | -211933 | -122461 | -582727 |
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{ "first_band": { "type": "bbu", "factors": { "length": 224, "offset": 0, "std": 1.56522 } }, "second_band": { "type": "midprice", "factors": { "length": 8, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6927, "evaluation_days": 2309, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563206400000, "last_datapoint_time": 1758816000000, "evaluation_time": 1758843758199, "expiration_time": 1764800928000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 224, "offset": 0, "std": 1.56522 } }, "second_band": { "type": "midprice", "factors": { "length": 8, "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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