Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3683126.0131 | 3715040.788 | -31914.7749 | -60557.1486 | 20097.3107 | -80654.4594 |
Total P&L (%) | 3683.126 | 3715.0408 | -31.9148 | -60.5571 | 20.0973 | -80.6545 |
Avg Daily Profit (%) | 1.5889 | 1.6027 | -0.0138 | -0.0401 | 0.0079 | -0.0708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156375 | -179779 | -50358 | -720101 | -619976 | -148132 |
Profit Factor | 5.2245 | 6.476 | 0.835 | 0.9598 | 1.0164 | 0.7123 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 38.8235 | 35.7143 | 41.8605 | 38.8235 | 35.7143 | 41.8605 |
Ratio Avg Win / Avg Loss | 8.2326 | 11.6568 | 1.1597 | 1.5124 | 1.8295 | 0.9893 |
Largest Winning Trade | 3540465 | 3540465 | 36123 | 702965 | 702965 | 43887 |
Largest Losing Trade | -65824 | -65824 | -28129 | -464185 | -464185 | -83083 |
Avg Bars in Trades | 53 | 100 | 7 | 53 | 100 | 7 |
Avg Bars in Winners | 71 | 144 | 10 | 71 | 144 | 10 |
Avg Bars in Losers | 42 | 76 | 5 | 42 | 76 | 5 |
Bars Traded | 4549 | 4233 | 316 | 4549 | 4233 | 316 |
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 | 636880 | 607635 | -581948 | -582119 | -395981 | -583614 |
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{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 2.01036 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.23385, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4636, "evaluation_days": 2318, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560081600000, "last_datapoint_time": 1759579200000, "evaluation_time": 1759621219533, "expiration_time": 1765587456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 2.01036 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.23385, "nb": 0.1, "nc": 0.1 } } }
# | 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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