Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 732095.0234 | 696054.4912 | 36040.5322 | 1778.5112 | 211880.8797 | -210102.3685 |
Total P&L (%) | 732.095 | 696.0545 | 36.0405 | 1.7785 | 211.8809 | -210.1024 |
Avg Daily Profit (%) | 0.4592 | 0.4366 | 0.0226 | 0.0011 | 0.0714 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220341 | -182974 | -69487 | -1475777 | -1063251 | -680464 |
Profit Factor | 2.2717 | 2.8291 | 1.1847 | 1.0007 | 1.1329 | 0.8078 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 56.8966 | 44.8276 | 68.9655 | 56.8966 | 44.8276 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.721 | 3.482 | 0.5331 | 0.7581 | 1.3943 | 0.3635 |
Largest Winning Trade | 562516 | 562516 | 25931 | 760721 | 760721 | 257553 |
Largest Losing Trade | -63802 | -63066 | -63802 | -680464 | -549062 | -680464 |
Avg Bars in Trades | 104 | 178 | 31 | 104 | 178 | 31 |
Avg Bars in Winners | 68 | 126 | 31 | 68 | 126 | 31 |
Avg Bars in Losers | 152 | 220 | 33 | 152 | 220 | 33 |
Bars Traded | 6087 | 5164 | 923 | 6087 | 5164 | 923 |
Profit Streak | 129.6856 | 129.6856 | 367.6856 | 129.6856 | 129.6856 | 367.6856 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162610 | 516709 | -180491 | -755763 | -173091 | -577013 |
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{ "first_band": { "type": "bbl", "factors": { "length": 80, "offset": 0, "std": 3.02009 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "offset": 0, "scalar": 4 } } }
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{ "trading_pair": "AR_USDT", "interval": "6h", "packets": 25000, "actual_packets": 6377, "evaluation_days": 1594.25, "actual_first_datapoint_time": 1620993600000, "first_datapoint_time": 1623996000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758882435346, "expiration_time": 1762847496000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 80, "offset": 0, "std": 3.02009 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "offset": 0, "scalar": 4 } } }
# | 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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