Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317679.6733 | 459720.2701 | -142040.5968 | -97144.2133 | -34528.4263 | -62615.787 |
Total P&L (%) | 317.6797 | 459.7203 | -142.0406 | -97.1442 | -34.5284 | -62.6158 |
Avg Daily Profit (%) | 0.1371 | 0.1984 | -0.0613 | -0.1533 | -0.0183 | -0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215331 | -144567 | -326584 | -112962 | -86238 | -79407 |
Profit Factor | 1.1093 | 1.2948 | 0.8945 | 0.8609 | 0.9113 | 0.7975 |
Total Trades | 744 | 372 | 372 | 744 | 372 | 372 |
Winning Trades | 334 | 168 | 166 | 334 | 168 | 166 |
Losing Trades | 410 | 204 | 206 | 410 | 204 | 206 |
Profitability (%) | 44.8925 | 45.1613 | 44.6237 | 44.8925 | 45.1613 | 44.6237 |
Ratio Avg Win / Avg Loss | 1.3617 | 1.5723 | 1.1101 | 1.0568 | 1.1065 | 0.9897 |
Largest Winning Trade | 281913 | 281913 | 62804 | 45946 | 45946 | 11573 |
Largest Losing Trade | -52617 | -52617 | -43906 | -23064 | -23064 | -20471 |
Avg Bars in Trades | 12 | 14 | 10 | 12 | 14 | 10 |
Avg Bars in Winners | 15 | 16 | 13 | 15 | 16 | 13 |
Avg Bars in Losers | 10 | 12 | 7 | 10 | 12 | 7 |
Bars Traded | 9224 | 5439 | 3784 | 9224 | 5439 | 3784 |
Profit Streak | 0 | 8.92 | 0 | 0 | 8.92 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108129 | 332081 | -579535 | -576933 | -578657 | -581201 |
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{ "first_band": { "type": "bbm", "factors": { "length": 243, "offset": 0, "std": 2.97905 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9270, "evaluation_days": 2317.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1560081600000, "last_datapoint_time": 1759557600000, "evaluation_time": 1759572285737, "expiration_time": 1765564560000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 243, "offset": 0, "std": 2.97905 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } } }
# | 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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