Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848954.1308 | 671831.5249 | 177122.6058 | 4107465.4669 | 1403798.2354 | 2703667.2314 |
Total P&L (%) | 848.9541 | 671.8315 | 177.1226 | 4107.4655 | 1403.7982 | 2703.6672 |
Avg Daily Profit (%) | 0.4557 | 0.3607 | 0.0951 | 0.2009 | 0.1456 | 0.1791 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51460 | -52616 | -43704 | -2138668 | -1849625 | -874019 |
Profit Factor | 3.1435 | 4.1425 | 1.9717 | 1.4998 | 1.297 | 1.7743 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 40 | 37.5 | 42.5532 | 40 | 37.5 | 42.5532 |
Ratio Avg Win / Avg Loss | 4.7153 | 6.9042 | 2.6619 | 2.2497 | 2.1617 | 2.3953 |
Largest Winning Trade | 505802 | 505802 | 56806 | 2106847 | 2106847 | 1423541 |
Largest Losing Trade | -26301 | -26301 | -15500 | -786303 | -786303 | -432110 |
Avg Bars in Trades | 113 | 103 | 123 | 113 | 103 | 123 |
Avg Bars in Winners | 192 | 166 | 217 | 192 | 166 | 217 |
Avg Bars in Losers | 60 | 66 | 53 | 60 | 66 | 53 |
Bars Traded | 10762 | 4975 | 5787 | 10762 | 4975 | 5787 |
Profit Streak | 19.4878 | 30.8211 | 0 | 19.4878 | 30.8211 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473488 | 460990 | -65098 | 265815 | -831 | 302723 |
{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601020800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758944542405, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 166, "std": 1.41316 } } }
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{ "trading_pair": "DOT_USDT", "interval": "4h", "packets": 25000, "actual_packets": 11177, "evaluation_days": 1862.83, "actual_first_datapoint_time": 1597780800000, "first_datapoint_time": 1601020800000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758944542405, "expiration_time": 1763543664000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 166, "std": 1.41316 } } }
# | 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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