Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2493059.3113 | 2377448.8917 | 115610.4196 | 1476257.5361 | 1566968.9763 | -90711.4402 |
Total P&L (%) | 2493.0593 | 2377.4489 | 115.6104 | 1476.2575 | 1566.969 | -90.7114 |
Avg Daily Profit (%) | 1.0765 | 1.0265 | 0.0499 | 0.1191 | 0.1216 | -0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169814 | -113280 | -134787 | -2073898 | -1430361 | -1639568 |
Profit Factor | 3.4133 | 5.4306 | 1.2329 | 1.1273 | 1.2771 | 0.9847 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 92 | 37 | 55 | 92 | 37 | 55 |
Losing Trades | 170 | 94 | 76 | 170 | 94 | 76 |
Profitability (%) | 35.1145 | 28.2443 | 41.9847 | 35.1145 | 28.2443 | 41.9847 |
Ratio Avg Win / Avg Loss | 6.3072 | 13.7966 | 1.7036 | 2.083 | 3.2444 | 1.3607 |
Largest Winning Trade | 2085445 | 2085445 | 79621 | 2114906 | 2114906 | 741322 |
Largest Losing Trade | -44583 | -28565 | -44583 | -958933 | -389167 | -958933 |
Avg Bars in Trades | 25 | 25 | 26 | 25 | 25 | 26 |
Avg Bars in Winners | 51 | 58 | 47 | 51 | 58 | 47 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 6746 | 3309 | 3437 | 6746 | 3309 | 3437 |
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 | 568556 | 217023 | -128510 | -117080 | -44701 | -582157 |
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{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 3.84634 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 3.05874 } } }
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{ "trading_pair": "ONE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 6948, "evaluation_days": 2316, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1563206400000, "last_datapoint_time": 1759420800000, "evaluation_time": 1759451267155, "expiration_time": 1765423872000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 135, "offset": 0, "std": 3.84634 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 3.05874 } } }
# | 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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