Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275630.5673 | 67416.5313 | 208214.0361 | 246609.5278 | -183009.8996 | 429619.4274 |
Total P&L (%) | 275.6306 | 67.4165 | 208.214 | 246.6095 | -183.0099 | 429.6194 |
Avg Daily Profit (%) | 0.2119 | 0.0518 | 0.1601 | 0.0956 | 0 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100773 | -84892 | -57695 | -317925 | -357167 | -246672 |
Profit Factor | 1.5234 | 1.2303 | 1.8904 | 1.1544 | 0.7998 | 1.6287 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 43.4343 | 32.6531 | 54 | 43.4343 | 32.6531 | 54 |
Ratio Avg Win / Avg Loss | 1.984 | 2.5374 | 1.6103 | 1.5034 | 1.6496 | 1.3874 |
Largest Winning Trade | 71612 | 71612 | 46094 | 121980 | 121980 | 112131 |
Largest Losing Trade | -39300 | -39300 | -33454 | -186036 | -83626 | -186036 |
Avg Bars in Trades | 77 | 80 | 74 | 77 | 80 | 74 |
Avg Bars in Winners | 112 | 123 | 105 | 112 | 123 | 105 |
Avg Bars in Losers | 50 | 60 | 37 | 50 | 60 | 37 |
Bars Traded | 7664 | 3954 | 3710 | 7664 | 3954 | 3710 |
Profit Streak | 47.4962 | 47.4962 | 59.4962 | 47.4962 | 47.4962 | 59.4962 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338793 | -129198 | -167691 | -115826 | -584089 | -198419 |
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{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.61493 } }, "second_band": { "type": "bbm", "factors": { "length": 52, "offset": 0, "std": 2.10008 } } }
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{ "trading_pair": "APE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 7805, "evaluation_days": 1300.83, "actual_first_datapoint_time": 1647518400000, "first_datapoint_time": 1648339200000, "last_datapoint_time": 1759896000000, "evaluation_time": 1759910068636, "expiration_time": 1763267760000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.61493 } }, "second_band": { "type": "bbm", "factors": { "length": 52, "offset": 0, "std": 2.10008 } } }
# | 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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