Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438168.4982 | 295586.534 | 142581.9642 | 272771.7454 | 237353.4975 | 35418.248 |
Total P&L (%) | 438.1685 | 295.5865 | 142.582 | 272.7717 | 237.3535 | 35.4182 |
Avg Daily Profit (%) | 0.2285 | 0.1542 | 0.0744 | 0.0686 | 0.0634 | 0.0158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97878 | -116497 | -92863 | -356721 | -211534 | -344958 |
Profit Factor | 1.5628 | 1.776 | 1.3586 | 1.1995 | 1.3783 | 1.0479 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 60 | 62.6667 | 57.3333 | 60 | 62.6667 | 57.3333 |
Ratio Avg Win / Avg Loss | 1.0419 | 1.058 | 1.0111 | 0.7997 | 0.8211 | 0.7798 |
Largest Winning Trade | 139348 | 139348 | 57256 | 98053 | 98053 | 54977 |
Largest Losing Trade | -63184 | -63184 | -58186 | -186119 | -94421 | -186119 |
Avg Bars in Trades | 74 | 93 | 54 | 74 | 93 | 54 |
Avg Bars in Winners | 73 | 78 | 67 | 73 | 78 | 67 |
Avg Bars in Losers | 75 | 118 | 38 | 75 | 118 | 38 |
Bars Traded | 11143 | 7027 | 4116 | 11143 | 7027 | 4116 |
Profit Streak | 0 | 0 | 144.2779 | 0 | 0 | 144.2779 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418941 | -45552 | -147567 | -101966 | -164370 | -398249 |
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{ "first_band": { "type": "bbm", "factors": { "length": 63, "offset": 0, "std": 3.71926 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } } }
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{ "trading_pair": "COMP_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11505, "evaluation_days": 1917.5, "actual_first_datapoint_time": 1593057600000, "first_datapoint_time": 1595044800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1759012812880, "expiration_time": 1763685360000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 63, "offset": 0, "std": 3.71926 } }, "second_band": { "type": "dcm", "factors": { "length": 139, "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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