Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424545.5515 | 130642.5267 | 293903.0248 | 933199.5896 | -99163.9262 | 1032363.5158 |
Total P&L (%) | 424.5456 | 130.6425 | 293.903 | 933.1996 | -99.1639 | 1032.3635 |
Avg Daily Profit (%) | 0.2556 | 0.0787 | 0.177 | 0.1407 | -0.2877 | 0.1462 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114932 | -120104 | -55435 | -503324 | -555361 | -92706 |
Profit Factor | 2.3247 | 1.5117 | 5.5085 | 1.7281 | 0.9144 | 9.4232 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 15 | 11 | 4 | 15 | 11 | 4 |
Profitability (%) | 75.4098 | 63.3333 | 87.0968 | 75.4098 | 63.3333 | 87.0968 |
Ratio Avg Win / Avg Loss | 0.758 | 0.8752 | 0.8161 | 0.5635 | 0.5294 | 1.396 |
Largest Winning Trade | 67163 | 67163 | 37956 | 241208 | 241208 | 173676 |
Largest Losing Trade | -59192 | -59192 | -55435 | -503324 | -503324 | -92706 |
Avg Bars in Trades | 72 | 103 | 42 | 72 | 103 | 42 |
Avg Bars in Winners | 40 | 42 | 39 | 40 | 42 | 39 |
Avg Bars in Losers | 171 | 209 | 65 | 171 | 209 | 65 |
Bars Traded | 4436 | 3112 | 1324 | 4436 | 3112 | 1324 |
Profit Streak | 50.6849 | 0 | 277.0182 | 50.6849 | 0 | 277.0182 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152395 | -86522 | 674879 | -166406 | -579097 | 574363 |
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{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 2.46772 } }, "second_band": { "type": "tema", "factors": { "length": 228, "offset": 138 } } }
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{ "trading_pair": "ALICE_USDT", "interval": "8h", "packets": 25000, "actual_packets": 4982, "evaluation_days": 1660.67, "actual_first_datapoint_time": 1615766400000, "first_datapoint_time": 1626278400000, "last_datapoint_time": 1759219200000, "evaluation_time": 1759249571228, "expiration_time": 1763523648000, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 2.46772 } }, "second_band": { "type": "tema", "factors": { "length": 228, "offset": 138 } } }
# | 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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