Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260935.6572 | 114881.0381 | 146054.6191 | -67774.5433 | -549214.3524 | 481439.8092 |
Total P&L (%) | 260.9357 | 114.881 | 146.0546 | -67.7745 | -549.2144 | 481.4398 |
Avg Daily Profit (%) | 0.1571 | 0.0692 | 0.088 | -0.0682 | 0 | 0.1061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258525 | -152735 | -193615 | -1200207 | -1232430 | -786419 |
Profit Factor | 1.3568 | 1.2572 | 1.5129 | 0.9773 | 0.7294 | 1.507 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 32 | 21 | 11 | 32 | 21 | 11 |
Profitability (%) | 71.4286 | 62.5 | 80.3571 | 71.4286 | 62.5 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.5427 | 0.7543 | 0.3698 | 0.3909 | 0.4376 | 0.3684 |
Largest Winning Trade | 113679 | 113679 | 31277 | 294335 | 294335 | 233335 |
Largest Losing Trade | -72503 | -69875 | -72503 | -657068 | -540456 | -657068 |
Avg Bars in Trades | 28 | 40 | 15 | 28 | 40 | 15 |
Avg Bars in Winners | 13 | 17 | 11 | 13 | 17 | 11 |
Avg Bars in Losers | 63 | 80 | 30 | 63 | 80 | 30 |
Bars Traded | 3138 | 2292 | 846 | 3138 | 2292 | 846 |
Profit Streak | 81.4413 | 0 | 294.4413 | 81.4413 | 0 | 294.4413 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367474 | -280838 | -250295 | -576589 | -759212 | -226183 |
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{ "first_band": { "type": "bbl", "factors": { "length": 6, "offset": 0, "std": 2.15823 } }, "second_band": { "type": "ssf", "factors": { "length": 97, "offset": 0, "poles": 3 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 3321, "evaluation_days": 1660.5, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1615982400000, "last_datapoint_time": 1759190400000, "evaluation_time": 1759228523997, "expiration_time": 1763494416000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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