Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338211.8195 | 149742.3282 | 188469.4913 | -50080.085 | 1074747.1268 | -1124827.2118 |
Total P&L (%) | 338.2118 | 149.7423 | 188.4695 | -50.0801 | 1074.7471 | -1124.8272 |
Avg Daily Profit (%) | 0.2027 | 0.0898 | 0.113 | -0.0416 | 0.1478 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154979 | -111190 | -115780 | -1783619 | -303231 | -1606895 |
Profit Factor | 1.362 | 1.3418 | 1.38 | 0.9842 | 2.2302 | 0.5113 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 93 | 40 | 53 | 93 | 40 | 53 |
Losing Trades | 66 | 39 | 27 | 66 | 39 | 27 |
Profitability (%) | 58.4906 | 50.6329 | 66.25 | 58.4906 | 50.6329 | 66.25 |
Ratio Avg Win / Avg Loss | 0.9666 | 1.3082 | 0.703 | 0.6985 | 2.1744 | 0.2605 |
Largest Winning Trade | 145790 | 145790 | 48087 | 1074296 | 1074296 | 156906 |
Largest Losing Trade | -85885 | -48225 | -85885 | -1555543 | -115179 | -1555543 |
Avg Bars in Trades | 29 | 33 | 25 | 29 | 33 | 25 |
Avg Bars in Winners | 25 | 28 | 24 | 25 | 28 | 24 |
Avg Bars in Losers | 34 | 38 | 29 | 34 | 38 | 29 |
Bars Traded | 4685 | 2618 | 2067 | 4685 | 2618 | 2067 |
Profit Streak | 56.1122 | 0 | 59.7789 | 56.1122 | 0 | 59.7789 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331696 | -99668 | -59511 | -578004 | -17981 | -597013 |
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{ "first_band": { "type": "bbl", "factors": { "length": 27, "offset": 0, "std": 4.2887 } }, "second_band": { "type": "dcl", "factors": { "length": 145, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 5005, "evaluation_days": 1668.33, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1619913600000, "last_datapoint_time": 1759881600000, "evaluation_time": 1759891293224, "expiration_time": 1764205920000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 27, "offset": 0, "std": 4.2887 } }, "second_band": { "type": "dcl", "factors": { "length": 145, "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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