Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391446.5939 | 316495.3817 | 74951.2122 | -62435.3448 | -414638.0143 | 352202.6695 |
Total P&L (%) | 391.4466 | 316.4954 | 74.9512 | -62.4353 | -414.638 | 352.2027 |
Avg Daily Profit (%) | 0.2154 | 0.1741 | 0.0412 | -0.0539 | 0 | 0.0831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154598 | -189428 | -78831 | -817935 | -981895 | -128571 |
Profit Factor | 1.3255 | 1.3713 | 1.2139 | 0.9774 | 0.8051 | 1.5563 |
Total Trades | 331 | 165 | 166 | 331 | 165 | 166 |
Winning Trades | 141 | 53 | 88 | 141 | 53 | 88 |
Losing Trades | 190 | 112 | 78 | 190 | 112 | 78 |
Profitability (%) | 42.5982 | 32.1212 | 53.012 | 42.5982 | 32.1212 | 53.012 |
Ratio Avg Win / Avg Loss | 1.7861 | 2.8979 | 1.076 | 1.317 | 1.7013 | 1.3795 |
Largest Winning Trade | 416451 | 416451 | 27113 | 535876 | 535876 | 181408 |
Largest Losing Trade | -29989 | -25457 | -29989 | -206669 | -206669 | -51576 |
Avg Bars in Trades | 32 | 53 | 11 | 32 | 53 | 11 |
Avg Bars in Winners | 38 | 82 | 11 | 38 | 82 | 11 |
Avg Bars in Losers | 27 | 38 | 11 | 27 | 38 | 11 |
Bars Traded | 10635 | 8752 | 1884 | 10635 | 8752 | 1884 |
Profit Streak | 15.0432 | 0 | 39.0432 | 15.0432 | 0 | 39.0432 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307490 | 85925 | -136734 | -579672 | -584644 | -78883 |
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{ "first_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 2.65389 } }, "second_band": { "type": "dcl", "factors": { "length": 29, "offset": 0 } } }
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{ "trading_pair": "FIL_USDT", "interval": "4h", "packets": 25000, "actual_packets": 10905, "evaluation_days": 1817.5, "actual_first_datapoint_time": 1602777600000, "first_datapoint_time": 1603497600000, "last_datapoint_time": 1759795200000, "evaluation_time": 1759798932163, "expiration_time": 1764506160000, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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