Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485279.9198 | 236288.9566 | 248990.9632 | 221806.3926 | 40019.0659 | 181787.3267 |
Total P&L (%) | 485.2799 | 236.289 | 248.991 | 221.8064 | 40.0191 | 181.7873 |
Avg Daily Profit (%) | 0.2925 | 0.1424 | 0.1501 | 0.0705 | 0.0203 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125364 | -127798 | -74966 | -279335 | -154380 | -148366 |
Profit Factor | 1.2306 | 1.2161 | 1.2464 | 1.0916 | 1.032 | 1.1552 |
Total Trades | 610 | 305 | 305 | 610 | 305 | 305 |
Winning Trades | 329 | 163 | 166 | 329 | 163 | 166 |
Losing Trades | 281 | 142 | 139 | 281 | 142 | 139 |
Profitability (%) | 53.9344 | 53.4426 | 54.4262 | 53.9344 | 53.4426 | 54.4262 |
Ratio Avg Win / Avg Loss | 1.0511 | 1.0594 | 1.0437 | 0.9323 | 0.899 | 0.9673 |
Largest Winning Trade | 75623 | 75623 | 43726 | 51762 | 51762 | 39785 |
Largest Losing Trade | -41265 | -41265 | -34079 | -56157 | -48076 | -56157 |
Avg Bars in Trades | 32 | 31 | 33 | 32 | 31 | 33 |
Avg Bars in Winners | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Losers | 32 | 31 | 32 | 32 | 31 | 32 |
Bars Traded | 19820 | 9747 | 10074 | 19820 | 9747 | 10074 |
Profit Streak | 5.0878 | 0 | 18.5878 | 5.0878 | 0 | 18.5878 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449410 | -1882 | 361338 | -215887 | -353478 | -157917 |
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{ "first_band": { "type": "bbu", "factors": { "length": 250, "offset": 0, "std": 4.73048 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.08366, "nb": 0.1, "nc": 0.1 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 19912, "evaluation_days": 1659.33, "actual_first_datapoint_time": 1615788000000, "first_datapoint_time": 1615946400000, "last_datapoint_time": 1759176000000, "evaluation_time": 1759176383083, "expiration_time": 1764337190400, "calculated_commission": 0.001, "initial_balance": 100000 }
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# | 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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