Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1169327.7268 | 1137441.4575 | 31886.2693 | 943289.7405 | 998901.4253 | -55611.6848 |
Total P&L (%) | 1169.3277 | 1137.4415 | 31.8863 | 943.2897 | 998.9014 | -55.6117 |
Avg Daily Profit (%) | 0.5409 | 0.5262 | 0.0148 | 0.1085 | 0.1109 | -0.0376 |
Buy And Hold Return (%) | 428.9982 | 428.9982 | 428.9982 | 428.9982 | 428.9982 | 428.9982 |
Max Trade Drawdown | -210367 | -170250 | -42046 | -3384750 | -2895520 | -590550 |
Profit Factor | 3.5956 | 4.1422 | 1.3602 | 1.1414 | 1.176 | 0.9442 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 44.9275 | 38.2353 | 51.4286 | 44.9275 | 38.2353 | 51.4286 |
Ratio Avg Win / Avg Loss | 4.4075 | 6.6912 | 1.2847 | 1.3991 | 1.8997 | 0.8918 |
Largest Winning Trade | 634087 | 634087 | 20213 | 2130982 | 2130982 | 252185 |
Largest Losing Trade | -65326 | -65326 | -14241 | -2166181 | -2166181 | -311004 |
Avg Bars in Trades | 122 | 227 | 20 | 122 | 227 | 20 |
Avg Bars in Winners | 168 | 374 | 19 | 168 | 374 | 19 |
Avg Bars in Losers | 85 | 136 | 22 | 85 | 136 | 22 |
Bars Traded | 8446 | 7729 | 716 | 8446 | 7729 | 716 |
Profit Streak | 0 | 99.3119 | 0 | 0 | 99.3119 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93888 | 379369 | -338012 | -226525 | -79030 | -580324 |
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{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 4.56045 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 4.41088 } } }
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{ "trading_pair": "STX_USDT", "interval": "6h", "packets": 25000, "actual_packets": 8647, "evaluation_days": 2161.75, "actual_first_datapoint_time": 1571961600000, "first_datapoint_time": 1574791200000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758914951916, "expiration_time": 1764318456000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 4.56045 } }, "second_band": { "type": "bbu", "factors": { "length": 34, "offset": 0, "std": 4.41088 } } }
# | 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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