Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 545436.0126 | 698062.4922 | -152626.4795 | -95524.3699 | 227311.7106 | -322836.0805 |
Total P&L (%) | 545.436 | 698.0625 | -152.6265 | -95.5244 | 227.3117 | -322.8361 |
Avg Daily Profit (%) | 0.2363 | 0.3025 | -0.0661 | -0.1345 | 0.0514 | 0 |
Buy And Hold Return (%) | 85.7977 | 85.7977 | 85.7977 | 85.7977 | 85.7977 | 85.7977 |
Max Trade Drawdown | -224876 | -134137 | -237689 | -335319 | -95135 | -345568 |
Profit Factor | 1.6317 | 3.0691 | 0.7098 | 0.8359 | 2.3311 | 0.2154 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 49.2063 | 48.3871 | 50 | 49.2063 | 48.3871 | 50 |
Ratio Avg Win / Avg Loss | 1.6844 | 3.2737 | 0.7098 | 0.8629 | 2.4865 | 0.2154 |
Largest Winning Trade | 236838 | 236838 | 62506 | 220553 | 220553 | 45010 |
Largest Losing Trade | -89453 | -89453 | -73443 | -175866 | -66843 | -175866 |
Avg Bars in Trades | 64 | 88 | 40 | 64 | 88 | 40 |
Avg Bars in Winners | 67 | 68 | 66 | 67 | 68 | 66 |
Avg Bars in Losers | 61 | 107 | 14 | 61 | 107 | 14 |
Bars Traded | 4035 | 2750 | 1285 | 4035 | 2750 | 1285 |
Profit Streak | 73.7678 | 0 | 308.2678 | 73.7678 | 0 | 308.2678 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139741 | 507944 | -579463 | -731528 | -123938 | -579463 |
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{ "first_band": { "type": "linreg", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 94, "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": 1569888000000, "last_datapoint_time": 1758715200000, "evaluation_time": 1758911140684, "expiration_time": 1764697536000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "linreg", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 94, "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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