Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2087370.2323 | 1898575.6874 | 188794.545 | 5629597.8337 | 7420304.011 | -1790706.1773 |
Total P&L (%) | 2087.3702 | 1898.5757 | 188.7945 | 5629.5978 | 7420.304 | -1790.7062 |
Avg Daily Profit (%) | 0.9027 | 0.8211 | 0.0816 | 0.1752 | 0.187 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159076 | -162307 | -65007 | -21856309 | -19350575 | -7682631 |
Profit Factor | 4.6157 | 6.7396 | 1.7659 | 1.1212 | 1.2591 | 0.8994 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 40.2778 | 36.1111 | 44.4444 | 40.2778 | 36.1111 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.844 | 11.9238 | 2.2073 | 1.6625 | 2.2277 | 1.1242 |
Largest Winning Trade | 1544733 | 1544733 | 77560 | 18192717 | 18192717 | 4410971 |
Largest Losing Trade | -33434 | -33434 | -31608 | -6456156 | -6456156 | -4285194 |
Avg Bars in Trades | 190 | 150 | 230 | 190 | 150 | 230 |
Avg Bars in Winners | 330 | 279 | 372 | 330 | 279 | 372 |
Avg Bars in Losers | 96 | 77 | 117 | 96 | 77 | 117 |
Bars Traded | 13726 | 5427 | 8299 | 13726 | 5427 | 8299 |
Profit Streak | 0 | 0 | 73.5383 | 0 | 0 | 73.5383 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66790 | 587130 | -81383 | -165782 | 124864 | -579899 |
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{ "first_band": { "type": "rma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 81, "offset": 0, "std": 1.83755 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13874, "evaluation_days": 2312.33, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560729600000, "last_datapoint_time": 1759161600000, "evaluation_time": 1759164911955, "expiration_time": 1765155168000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "rma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 81, "offset": 0, "std": 1.83755 } } }
# | 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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