Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353542.8035 | 304021.2742 | 49521.5293 | 283894.5621 | 510524.8557 | -226630.2936 |
Total P&L (%) | 353.5428 | 304.0213 | 49.5215 | 283.8946 | 510.5249 | -226.6303 |
Avg Daily Profit (%) | 0.1652 | 0.1421 | 0.0231 | 0.0629 | 0.0846 | 0 |
Buy And Hold Return (%) | 32.0155 | 32.0155 | 32.0155 | 32.0155 | 32.0155 | 32.0155 |
Max Trade Drawdown | -103546 | -114860 | -71300 | -851224 | -853342 | -462916 |
Profit Factor | 1.6257 | 2.1375 | 1.1663 | 1.0882 | 1.3171 | 0.8593 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 62.5 | 61.6667 | 63.3333 | 62.5 | 61.6667 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.9754 | 1.3287 | 0.6752 | 0.6529 | 0.8187 | 0.4975 |
Largest Winning Trade | 86034 | 86034 | 31441 | 258689 | 258689 | 165210 |
Largest Losing Trade | -62963 | -62963 | -44060 | -462916 | -371637 | -462916 |
Avg Bars in Trades | 33 | 56 | 11 | 33 | 56 | 11 |
Avg Bars in Winners | 22 | 35 | 10 | 22 | 35 | 10 |
Avg Bars in Losers | 52 | 91 | 11 | 52 | 91 | 11 |
Bars Traded | 4079 | 3413 | 666 | 4079 | 3413 | 666 |
Profit Streak | 0 | 75.5672 | 0 | 0 | 75.5672 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344263 | -166682 | -378313 | -232237 | -247370 | -747952 |
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{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 0, "std": 4.74379 } }, "second_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 4.68505 } } }
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{ "trading_pair": "BCH_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4279, "evaluation_days": 2139.5, "actual_first_datapoint_time": 1574899200000, "first_datapoint_time": 1581249600000, "last_datapoint_time": 1759708800000, "evaluation_time": 1759714604278, "expiration_time": 1765254384000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 11, "offset": 0, "std": 4.74379 } }, "second_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 4.68505 } } }
# | 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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