Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583168.1829 | 375083.9127 | 208084.2702 | 526950.838 | -238711.7237 | 765662.5617 |
Total P&L (%) | 583.1682 | 375.0839 | 208.0843 | 526.9508 | -238.7117 | 765.6626 |
Avg Daily Profit (%) | 0.3213 | 0.2067 | 0.1147 | 0.1012 | 0 | 0.119 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87782 | -111388 | -68565 | -986012 | -1028153 | -872473 |
Profit Factor | 1.8108 | 1.9416 | 1.6484 | 1.1134 | 0.9046 | 1.3571 |
Total Trades | 157 | 79 | 78 | 157 | 79 | 78 |
Winning Trades | 63 | 24 | 39 | 63 | 24 | 39 |
Losing Trades | 94 | 55 | 39 | 94 | 55 | 39 |
Profitability (%) | 40.1274 | 30.3797 | 50 | 40.1274 | 30.3797 | 50 |
Ratio Avg Win / Avg Loss | 2.7018 | 4.4495 | 1.6484 | 1.6612 | 2.0731 | 1.3571 |
Largest Winning Trade | 343366 | 343366 | 64784 | 474175 | 474175 | 435868 |
Largest Losing Trade | -43738 | -27893 | -43738 | -385843 | -256980 | -385843 |
Avg Bars in Trades | 136 | 109 | 163 | 136 | 109 | 163 |
Avg Bars in Winners | 205 | 185 | 217 | 205 | 185 | 217 |
Avg Bars in Losers | 90 | 75 | 110 | 90 | 75 | 110 |
Bars Traded | 21417 | 8641 | 12776 | 21417 | 8641 | 12776 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341752 | -23222 | -71265 | -155158 | -612588 | -67750 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 82 } }, "second_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 4.4209 } } }
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{ "trading_pair": "FIL_USDT", "interval": "2h", "packets": 25000, "actual_packets": 21778, "evaluation_days": 1814.83, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1604102400000, "last_datapoint_time": 1759615200000, "evaluation_time": 1759621415833, "expiration_time": 1765260057600, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 82 } }, "second_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 4.4209 } } }
# | 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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