Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1214930.16 | 1057542.3277 | 157387.8324 | 1634690.2763 | 2112972.4893 | -478282.213 |
Total P&L (%) | 1214.9302 | 1057.5423 | 157.3878 | 1634.6903 | 2112.9725 | -478.2822 |
Avg Daily Profit (%) | 0.5231 | 0.4553 | 0.0678 | 0.1229 | 0.1334 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193100 | -142954 | -156533 | -13518378 | -10264792 | -4491447 |
Profit Factor | 2.0261 | 2.5541 | 1.3125 | 1.0546 | 1.1176 | 0.96 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 69 | 27 | 42 | 69 | 27 | 42 |
Losing Trades | 126 | 70 | 56 | 126 | 70 | 56 |
Profitability (%) | 35.3846 | 27.8351 | 42.8571 | 35.3846 | 27.8351 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.6997 | 6.6217 | 1.75 | 1.9258 | 2.8976 | 1.28 |
Largest Winning Trade | 476026 | 476026 | 65720 | 9273104 | 9273104 | 1629813 |
Largest Losing Trade | -30386 | -30386 | -29501 | -2395744 | -2395744 | -1588459 |
Avg Bars in Trades | 70 | 79 | 62 | 70 | 79 | 62 |
Avg Bars in Winners | 127 | 156 | 109 | 127 | 156 | 109 |
Avg Bars in Losers | 39 | 49 | 26 | 39 | 49 | 26 |
Bars Traded | 13814 | 7715 | 6100 | 13814 | 7715 | 6100 |
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 | 359523 | -2525 | -104255 | -192479 | -122133 | -582181 |
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{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.47168 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 1.27067 } } }
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{ "trading_pair": "ONE_USDT", "interval": "4h", "packets": 25000, "actual_packets": 13936, "evaluation_days": 2322.67, "actual_first_datapoint_time": 1559361600000, "first_datapoint_time": 1560384000000, "last_datapoint_time": 1760054400000, "evaluation_time": 1760064872299, "expiration_time": 1766074752000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.47168 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 1.27067 } } }
# | 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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