Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528583.2224 | 200388.6752 | 328194.5471 | 4608390.5075 | 2088695.712 | 2519694.7955 |
Total P&L (%) | 528.5832 | 200.3887 | 328.1945 | 4608.3905 | 2088.6957 | 2519.6948 |
Avg Daily Profit (%) | 0.4071 | 0.1543 | 0.2528 | 0.2971 | 0.238 | 0.2518 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71408 | -60898 | -50218 | -1048090 | -667736 | -1048090 |
Profit Factor | 2.6474 | 2.0659 | 3.47 | 2.8091 | 3.0297 | 2.6596 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 63.0435 | 60.8696 | 65.2174 | 63.0435 | 60.8696 | 65.2174 |
Ratio Avg Win / Avg Loss | 1.5519 | 1.3281 | 1.8507 | 1.6467 | 1.9476 | 1.4185 |
Largest Winning Trade | 107791 | 107791 | 48729 | 681760 | 526708 | 681760 |
Largest Losing Trade | -39429 | -30622 | -39429 | -1048090 | -305963 | -1048090 |
Avg Bars in Trades | 41 | 21 | 61 | 41 | 21 | 61 |
Avg Bars in Winners | 35 | 20 | 49 | 35 | 20 | 49 |
Avg Bars in Losers | 51 | 23 | 83 | 51 | 23 | 83 |
Bars Traded | 3817 | 992 | 2825 | 3817 | 992 | 2825 |
Profit Streak | 0 | 0 | 98.7871 | 0 | 0 | 98.7871 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 614578 | 425073 | 653490 | 591967 | 572756 | 571897 |
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{ "first_band": { "type": "bbu", "factors": { "length": 206, "offset": 0, "std": 1.47787 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } } }
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{ "trading_pair": "APE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 3895, "evaluation_days": 1298.33, "actual_first_datapoint_time": 1647504000000, "first_datapoint_time": 1649664000000, "last_datapoint_time": 1759651200000, "evaluation_time": 1759661606892, "expiration_time": 1763016480000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbu", "factors": { "length": 206, "offset": 0, "std": 1.47787 } }, "second_band": { "type": "dcm", "factors": { "length": 76, "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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