Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382071.3326 | 243067.3372 | 139003.9954 | 22698.7691 | 77576.1576 | -54877.3885 |
Total P&L (%) | 382.0713 | 243.0673 | 139.004 | 22.6988 | 77.5762 | -54.8774 |
Avg Daily Profit (%) | 0.2005 | 0.1276 | 0.073 | 0.0107 | 0.0301 | -0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154791 | -155238 | -91340 | -497460 | -319248 | -328382 |
Profit Factor | 1.2789 | 1.3 | 1.2482 | 1.0095 | 1.0575 | 0.9467 |
Total Trades | 311 | 155 | 156 | 311 | 155 | 156 |
Winning Trades | 155 | 67 | 88 | 155 | 67 | 88 |
Losing Trades | 156 | 88 | 68 | 156 | 88 | 68 |
Profitability (%) | 49.8392 | 43.2258 | 56.4103 | 49.8392 | 43.2258 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.2871 | 1.7075 | 0.9645 | 1.0161 | 1.3889 | 0.7315 |
Largest Winning Trade | 147808 | 147808 | 42682 | 130440 | 130440 | 87611 |
Largest Losing Trade | -44775 | -41561 | -44775 | -113376 | -105894 | -113376 |
Avg Bars in Trades | 23 | 29 | 17 | 23 | 29 | 17 |
Avg Bars in Winners | 26 | 33 | 21 | 26 | 33 | 21 |
Avg Bars in Losers | 20 | 27 | 12 | 20 | 27 | 12 |
Bars Traded | 7401 | 4607 | 2794 | 7401 | 4607 | 2794 |
Profit Streak | 20.7568 | 22.0068 | 20.7568 | 20.7568 | 22.0068 | 20.7568 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393690 | -22561 | -95000 | -390258 | -310978 | -578350 |
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 4.53516 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "offset": 0 } } }
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{ "trading_pair": "SXP_USDT", "interval": "6h", "packets": 25000, "actual_packets": 7621, "evaluation_days": 1905.25, "actual_first_datapoint_time": 1595246400000, "first_datapoint_time": 1596542400000, "last_datapoint_time": 1759838400000, "evaluation_time": 1759860584739, "expiration_time": 1764776808000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 4.53516 } }, "second_band": { "type": "midprice", "factors": { "length": 61, "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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