Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1840813.3081 | 1729052.5783 | 111760.7298 | 1762661.3399 | 1376888.3789 | 385772.9609 |
Total P&L (%) | 1840.8133 | 1729.0526 | 111.7607 | 1762.6613 | 1376.8884 | 385.773 |
Avg Daily Profit (%) | 0.7957 | 0.7474 | 0.0483 | 0.1265 | 0.1165 | 0.0683 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89375 | -102019 | -85356 | -2257273 | -2847147 | -1523263 |
Profit Factor | 3.6861 | 6.1875 | 1.3175 | 1.1623 | 1.2449 | 1.0736 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 49.4118 | 46.5116 | 52.381 | 49.4118 | 46.5116 | 52.381 |
Ratio Avg Win / Avg Loss | 3.7738 | 7.1157 | 1.1977 | 1.19 | 1.4316 | 0.976 |
Largest Winning Trade | 1471167 | 1471167 | 82244 | 2002667 | 2002667 | 1179241 |
Largest Losing Trade | -56929 | -39754 | -56929 | -1248182 | -1067276 | -1248182 |
Avg Bars in Trades | 103 | 94 | 113 | 103 | 94 | 113 |
Avg Bars in Winners | 147 | 131 | 161 | 147 | 131 | 161 |
Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
Bars Traded | 8809 | 4059 | 4750 | 8809 | 4059 | 4750 |
Profit Streak | 0 | 0 | 75.4692 | 0 | 0 | 75.4692 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 718518 | 717795 | -127295 | -65745 | -38680 | -241952 |
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 1.9079 } } }
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{ "trading_pair": "ONE_USDT", "interval": "6h", "packets": 25000, "actual_packets": 9254, "evaluation_days": 2313.5, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564401600000, "last_datapoint_time": 1759212000000, "evaluation_time": 1759230938580, "expiration_time": 1765208592000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 1.9079 } } }
# | 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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