Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2033323.3091 | 2155622.5821 | -122299.2731 | -65504.3398 | 1056272.8715 | -1121777.2113 |
Total P&L (%) | 2033.3233 | 2155.6226 | -122.2993 | -65.5043 | 1056.2729 | -1121.7772 |
Avg Daily Profit (%) | 0.881 | 0.934 | -0.053 | -0.0461 | 0.1061 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241347 | -187649 | -147471 | -2697542 | -1684964 | -1596943 |
Profit Factor | 3.7232 | 5.9904 | 0.6114 | 0.9854 | 1.3948 | 0.3803 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 43.75 | 42.5 | 45 | 43.75 | 42.5 | 45 |
Ratio Avg Win / Avg Loss | 4.7869 | 8.1046 | 0.7473 | 1.2669 | 1.887 | 0.4648 |
Largest Winning Trade | 2120750 | 2120750 | 42171 | 1749648 | 1749648 | 331981 |
Largest Losing Trade | -73585 | -73585 | -38131 | -747947 | -747947 | -676806 |
Avg Bars in Trades | 50 | 83 | 17 | 50 | 83 | 17 |
Avg Bars in Winners | 62 | 109 | 18 | 62 | 109 | 18 |
Avg Bars in Losers | 41 | 64 | 16 | 41 | 64 | 16 |
Bars Traded | 4040 | 3356 | 684 | 4040 | 3356 | 684 |
Profit Streak | 0 | 0 | 90.3054 | 0 | 0 | 90.3054 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6113 | 680939 | -581857 | -605319 | -52020 | -581857 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 4.9598 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } } }
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{ "trading_pair": "ONE_USDT", "interval": "12h", "packets": 25000, "actual_packets": 4616, "evaluation_days": 2308, "actual_first_datapoint_time": 1559347200000, "first_datapoint_time": 1564574400000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758871186140, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 4.9598 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "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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