Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452254.3577 | 519174.5396 | -66920.1819 | 14007.0612 | 225876.9114 | -211869.8502 |
Total P&L (%) | 452.2544 | 519.1745 | -66.9202 | 14.0071 | 225.8769 | -211.8699 |
Avg Daily Profit (%) | 0.2092 | 0.2402 | -0.031 | 0.0061 | 0.0547 | 0 |
Buy And Hold Return (%) | 181.3084 | 181.3084 | 181.3084 | 181.3084 | 181.3084 | 181.3084 |
Max Trade Drawdown | -223992 | -158227 | -282633 | -350180 | -178323 | -415658 |
Profit Factor | 1.2642 | 1.5944 | 0.9202 | 1.0089 | 1.2931 | 0.7357 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 170 | 84 | 86 | 170 | 84 | 86 |
Losing Trades | 168 | 85 | 83 | 168 | 85 | 83 |
Profitability (%) | 50.2959 | 49.7041 | 50.8876 | 50.2959 | 49.7041 | 50.8876 |
Ratio Avg Win / Avg Loss | 1.2493 | 1.6133 | 0.8881 | 0.997 | 1.3085 | 0.7101 |
Largest Winning Trade | 107901 | 107901 | 28249 | 56572 | 56572 | 33332 |
Largest Losing Trade | -43740 | -43740 | -37380 | -88813 | -59565 | -88813 |
Avg Bars in Trades | 37 | 49 | 25 | 37 | 49 | 25 |
Avg Bars in Winners | 41 | 51 | 30 | 41 | 51 | 30 |
Avg Bars in Losers | 34 | 48 | 20 | 34 | 48 | 20 |
Bars Traded | 12784 | 8426 | 4358 | 12784 | 8426 | 4358 |
Profit Streak | 0 | 0 | 15.6376 | 0 | 0 | 15.6376 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 208007 | 300866 | -579474 | -561086 | -208954 | -579474 |
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{ "first_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 4.95648 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } } }
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{ "trading_pair": "STX_USDT", "interval": "4h", "packets": 25000, "actual_packets": 12968, "evaluation_days": 2161.33, "actual_first_datapoint_time": 1571976000000, "first_datapoint_time": 1573056000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758899885866, "expiration_time": 1764317376000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 51, "offset": 0, "std": 4.95648 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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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