Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476682.8363 | 259428.7013 | 217254.135 | 331010.3343 | -105766.8005 | 436777.1348 |
Total P&L (%) | 476.6828 | 259.4287 | 217.2541 | 331.0103 | -105.7668 | 436.7771 |
Avg Daily Profit (%) | 0.2506 | 0.1364 | 0.1142 | 0.0768 | 0 | 0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109079 | -107979 | -79030 | -199973 | -244591 | -223972 |
Profit Factor | 1.6752 | 1.5005 | 2.1578 | 1.1815 | 0.9243 | 2.0233 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 69 | 28 | 41 | 69 | 28 | 41 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 57.0248 | 46.6667 | 67.2131 | 57.0248 | 46.6667 | 67.2131 |
Ratio Avg Win / Avg Loss | 1.2624 | 1.7148 | 1.0526 | 0.8904 | 1.0564 | 0.987 |
Largest Winning Trade | 119765 | 119765 | 25422 | 180247 | 180247 | 59073 |
Largest Losing Trade | -60896 | -60896 | -26678 | -165369 | -165369 | -134406 |
Avg Bars in Trades | 61 | 101 | 21 | 61 | 101 | 21 |
Avg Bars in Winners | 52 | 96 | 22 | 52 | 96 | 22 |
Avg Bars in Losers | 72 | 107 | 18 | 72 | 107 | 18 |
Bars Traded | 7405 | 6117 | 1288 | 7405 | 6117 | 1288 |
Profit Streak | 12.7515 | 0 | 148.5015 | 12.7515 | 0 | 148.5015 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430531 | -179046 | -195762 | -111127 | -749587 | -232126 |
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{ "first_band": { "type": "bbl", "factors": { "length": 52, "offset": 0, "std": 4.90865 } }, "second_band": { "type": "dcl", "factors": { "length": 119, "offset": 0 } } }
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{ "trading_pair": "SXP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7610, "evaluation_days": 1902.5, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1597795200000, "last_datapoint_time": 1759600800000, "evaluation_time": 1759622532732, "expiration_time": 1764532080000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 52, "offset": 0, "std": 4.90865 } }, "second_band": { "type": "dcl", "factors": { "length": 119, "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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