Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421027.5723 | 212278.9848 | 208748.5875 | 158364.9946 | -1123528.5495 | 1281893.5441 |
Total P&L (%) | 421.0276 | 212.279 | 208.7486 | 158.365 | -1123.5285 | 1281.8935 |
Avg Daily Profit (%) | 0.2544 | 0.1283 | 0.1261 | 0.0574 | 0 | 0.1588 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143507 | -136286 | -113912 | -3471812 | -3357744 | -1476234 |
Profit Factor | 1.4118 | 1.4257 | 1.3985 | 1.013 | 0.8424 | 1.2533 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 127 | 59 | 68 | 127 | 59 | 68 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 55.2174 | 51.3043 | 59.1304 | 55.2174 | 51.3043 | 59.1304 |
Ratio Avg Win / Avg Loss | 1.145 | 1.3532 | 0.9666 | 0.8216 | 0.7996 | 0.8663 |
Largest Winning Trade | 164190 | 164190 | 39950 | 766963 | 766963 | 675596 |
Largest Losing Trade | -60310 | -53609 | -60310 | -1614627 | -1614627 | -717772 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 14 | 16 | 12 | 14 | 16 | 12 |
Bars Traded | 3213 | 1561 | 1652 | 3213 | 1561 | 1652 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396389 | -20735 | -24398 | -322057 | -580579 | 253091 |
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{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 0, "std": 4.37748 } }, "second_band": { "type": "dcl", "factors": { "length": 73, "offset": 0 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3310, "evaluation_days": 1655, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1618876800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759021449831, "expiration_time": 1763004960000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 0, "std": 4.37748 } }, "second_band": { "type": "dcl", "factors": { "length": 73, "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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